Mutual Fund Performance in the Crisis period


Traditionally, mutual fund performance is evaluated with different measures that include Treynor measure, Sharpe measure, information ratio,  etc.  These measures express the portfolio returns as ratios of risk. One common factor in these measures is the use of a single measure of the risk factor. Another group of measures includes asset pricing models that use one or more than one risk factors to find risk-adjusted returns. These models include:

Capital asset pricing model

Carhart four-factor model

Fama and French three-factor model

Fama and French five-factor model

 

Our Stata Code


We have developed easy to use yet robust codes for estimating risk-adjusted returns of portfolios or mutual funds.  The codes need just a basic understanding of Stata. Further, our comments on each line of code will surely help you to not only apply the code but also understand the process more clearly.

 

Pricing

The code is available with three options, see the table below.

Silver

$149
  • Source Code
  • Example Data
  • Email Support

Gold

$199
  • Source Code
  • Complete Data Handling
  • Email Support

Bronze

$99
  • Source Code
  • No Data
  • Email Support

  Silver Details:


Under the Silver option, you shall get the source code, that is well-commented. You shall also get an example dataset that is useful in seeing the code in action as all the variable names in the example dataset match the code. You shall also have email support in case you have any question. Gold Details:


The primary feature of the Gold option is that we take your raw data file, clean them, merge them, and make them ready for running the code. At the end, you shall get the source code of the data processing steps along with comments. You shall also get the source code of the main model. You shall also have email support in case you have any question. Bronze Details:


Under the Bronze option, you shall get the source code, that is well-commented. You shall also have email support in case you have any question.

 

For further details, please contact us at:

attaullah.shah@imsciences.edu.pk Stata.Professor@gmail.com

 

See our full list of completed projects