| Mean | Median | Standard Deviation |
Number of funds | 286 |
|
|
Number of active funds | 56 |
|
|
Number of passive funds | 230 |
|
|
Monthly fund data observation | 20,901 | 69 | 111 |
Number of funds per month | 115 |
|
|
Number of index funds per month | 98 | 65 | 91 |
Index Fund |
|
|
|
TNA net assets (million) | 2045.349 | 536.408 | 4231.868 |
Years | 6.7 | 7 | 4.5 |
Expense ratio (%) | 0.8205702 | 0.6 | 0.2871156 |
Turnover ratio (%) | 0.54 | 0.64 | 0.33 |
MKT loading | 0.0084151 | 0.0146317 | 0.0786912 |
SMB loading | 0.0147413 | 0.0119753 | 0.0478572 |
HML loading | 0.0007849 | −0.0022914 | 0.044368 |
UMD loading | 0.0005002 | −0.0029176 | 0.0505348 |
Active fund |
|
|
|
TNA net assets (million) | 1383.557 | 786.9958 | 1684.262 |
Years | 4.6 | 5 | 4.2 |
Expense ratio (%) | 1.712037 | 1.75 | 0.220406 |
Turnover ratio (%) | 0.85 | 0.75 | 0.46 |
MKT loading | 0.0104498 | 0.0156905 | 0.0825392 |
SMB loading | 0.0142288 | 0.0105032 | 0.051743 |
HML loading | 0.0023148 | 0.0009942 | 0.0489099 |
UMD loading | −0.0022328 | −0.0038237 | 0.0500066 |