Type of mutual fund

Number of funds

Average return

Standard deviation

Beta

Sharpe ratio

Treynor ratio

Tracking error

Information ratio

Required cost of equity

Value

37

5.05%

20.94%

0.674

0.254

0.097

1.16%

−5.796

3.171%

Growth

28

7.26%

23.13%

0.659

0.323

0.017

1.32%

−7.125

3.524%

Income

10

2.49%

22.78%

0.733

0.126

0.041

1.24%

−7.146

3.621%

Blue-chips

26

4.98%

22.97%

0.794

0.229

0.074

1.18%

−7.327

2.904%

Industries

20

6.23%

24.76%

0.462

0.297

0.198

1.59%

1.941

5.300%

Other

73

5.43%

23.84%

0.691

0.239

0.105

1.33%

−6.357

3.963%

Distributive

122

5.10%

22.91%

0.702

0.237

0.102

1.26%

−6.531

3.560%

Reinvestment

72

6.14%

23.40%

0.636

0.278

0.074

1.35%

−4.386

3.966%

Small & mid cap

14

9.02%

23.75%

0.564

0.377

0.009

1.42%

−7.641

4.032%

Mid & large cap

52

4.99%

23.17%

0.742

0.228

0.086

1.25%

−6.252

3.388%

All cap

128

5.26%

22.96%

0.666

0.247

0.104

1.30%

−5.363

3.799%

TOTAL

194

5.47%

23.02%

0.679

0.251

0.092

1.29%

−5.778

3.726%