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% |