Mutual Funds

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FINANCE 411 – SUMMER 2012

ASSIGNMENT 2

DUE DATE: June 4, 2012 [Submit a Hard Copy and via Drop Box; Keep a copy ]

http://www.globefund.com/http://www.globefund.com/review/

http://globefunddb.theglobeandmail.com/gishome/plsql/gis.co_search

1. Choose 1 fund from the Globe and Mail 15-Year Mutual fund Review issue [on internet] as follows:

1. fund names start with the same letter as your surname [or as close as possible]

2. 1 Canadian fund (equity or balanced)

3. fund should have 15 years of data.

1. Prepare a 5-6 page typewritten report on the fund you have chosen

-Title Page:Your name, Student ID Number, etc.
Names of the Fund

-Page 1:Executive Summary/Interpretation of your results -Description of the Fund
- Investment Style, Holdings, MER, etc. - R2, alpha, beta, t-stats

Comparison of Regression and Globefund Beta and Risk

Comparison of Predicted vs. Actual Return for YTD May 31, 2012

Would you recommend this fund? Why [or why not]?

-Page 2Data and regression results for your fund (see Bodie – use excess returns and appropriate indices and interest rates)

-Pages 3-6Fund Profiles and Graphs (see Globefund)

You will have run A regression on 15 years [1997-2011] of annual data for a Canadian mutual fund.

Your regression gives you the alpha and beta estimates.

Compare the actual vs predicted returns for your mutual funds for January 2012.

You can get your data from the FGIC or on the first page of your mutual fund on the internet.

FYI risk definition at globe fund

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