Join Early Retirement Today
Thread Tools Display Modes
Holy survivorship bias
Old 08-25-2006, 12:37 PM   #1
Full time employment: Posting here.
Join Date: Oct 2003
Posts: 961
Holy survivorship bias

From the 8/24/2006, Index Versus Active Funds Scorecard for Canadian Funds:

Five-year survivorship ranges from 60% to 66% for the Canadian
Equity, Canadian SmallCap and U.S. Equity fund categories. This
suggests that approximately one in three funds in these three categories
has merged or liquidated in the past five years. Three-year
survivorship is between 53% and 78%.
Survivorship over the five-year horizon is 63.3%, 60.2% and 65.8% for Canadian Equity, U.S.
Equity and Canadian Small Cap funds, respectively. The corresponding survivorship figures
over the three-year horizon are 74%, 53.2% and 77.8%.
On a seperate note, I guess I shouldn't be surprised at the lack of active outperformance since Canadian mutual funds generally charge a whole lot.

- Alec
ats5g is offline   Reply With Quote
Join the #1 Early Retirement and Financial Independence Forum Today - It's Totally Free!

Are you planning to be financially independent as early as possible so you can live life on your own terms? Discuss successful investing strategies, asset allocation models, tax strategies and other related topics in our online forum community. Our members range from young folks just starting their journey to financial independence, military retirees and even multimillionaires. No matter where you fit in you'll find that is a great community to join. Best of all it's totally FREE!

You are currently viewing our boards as a guest so you have limited access to our community. Please take the time to register and you will gain a lot of great new features including; the ability to participate in discussions, network with our members, see fewer ads, upload photographs, create a retirement blog, send private messages and so much, much more!


Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)
Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are Off
Pingbacks are Off
Refbacks are Off

Similar Threads
Thread Thread Starter Forum Replies Last Post
Air America and Bias in the media Arc Other topics 43 11-03-2006 02:02 AM
Expenses, SWR, and Holy Sh&%#t Rich_by_the_Bay FIRE and Money 47 05-17-2006 03:39 PM

» Quick Links

All times are GMT -6. The time now is 02:42 PM.
Powered by vBulletin® Version 3.8.8 Beta 1
Copyright ©2000 - 2024, vBulletin Solutions, Inc.