Combined Portfolio/Initial Data
We used data provided by Fundata Canada Inc., a leading provider of mutual funds information in Canada.
TABLE 2.1: The initial set of mutual funds (743 funds).
LEGEND:ID-Fund's identification #; Return - The three-year average annual compound return %; Std Dev - The three-year average standard deviation
ID Return Std Dev
======================
A00 12.7 6.0
A01 4.3 5.3
A02 4.5 5.5
A03 14.2 5.4
A04 11.8 8.1
A05 9.6 5.3
A06 6.7 7.8
A07 5.4 7.3
A08 5.2 4.8
A09 4.3 4.7
A10 6.8 4.1
A11 9.5 4.2
A12 8.7 4.2
A13 6.0 6.2
A14 8.3 3.0
A15 7.5 4.6
A16 10.8 6.7
A17 6.1 4.5
A18 8.3 4.6
A19 7.5 4.6
A20 6.4 5.0
A33 5.2 4.9
A34 6.8 5.7
A36 10.7 5.5
A37 5.8 5.3
A40 8.2 5.6
A41 8.3 5.4
A44 10.3 6.7
A45 10.6 6.7
A46 5.2 3.0
A47 4.9 3.0
A50 7.8 4.2
A51 5.4 7.6
A59 8.2 6.3
A60 7.3 5.5
A63 4.4 4.7
A64 5.2 6.3
A66 8.7 4.2
A69 10.0 5.4
A70 4.8 4.7
A71 5.1 4.0
A72 9.5 3.7
A73 9.1 3.7
A74 5.8 3.1
A76 6.9 5.5
A78 10.9 6.7
A79 7.0 7.1
A80 4.3 5.5
A81 4.3 5.5
A84 7.0 7.1
A85 17.6 2.8
A87 4.6 6.1
A88 4.9 5.8
A89 9.6 4.3
A91 6.8 5.1
A93 6.3 5.4
A94 5.9 5.4
A95 6.2 5.1
A96 4.9 5.6
A97 4.1 7.0
A99 6.1 5.9
B00 6.2 4.1
B01 6.0 5.2
B04 4.6 5.1
B05 7.8 5.5
B06 6.3 4.1
B07 4.8 5.2
B13 7.8 4.9
B14 6.5 5.2
B15 7.7 6.0
B16 10.1 8.7
B17 12.9 6.8
B18 6.7 6.0
B20 7.3 5.7
B24 9.1 4.8
B25 5.4 6.4
B28 6.2 5.5
B29 10.5 12.3
B30 17.0 12.2
B31 6.8 4.1
B32 5.4 4.5
B33 6.1 4.1
B35 4.0 3.5
B37 9.4 6.0
B38 17.6 8.3
B39 8.9 9.1
B40 6.8 5.5
B43 9.4 6.0
B45 5.2 3.2
B46 5.5 3.2
B47 11.1 4.6
B48 6.7 5.4
B49 4.6 5.0
B50 9.0 7.3
B51 8.2 5.6
B52 10.1 5.6
B53 11.4 6.7
B55 7.0 4.6
B56 6.5 5.5
B57 6.4 6.0
B64 5.1 6.0
B65 4.6 5.7
B67 5.8 5.2
B68 4.3 5.5
B70 6.4 5.5
B72 9.4 6.4
B74 5.6 6.6
B75 5.0 5.1
B77 5.1 5.9
B78 5.1 5.9
B79 5.4 4.7
B82 6.4 5.3
B83 5.8 5.2
B84 6.9 6.7
B85 7.1 4.7
B86 7.7 5.0
B87 8.4 5.5
B88 4.8 4.1
B89 5.5 5.6
B90 5.5 5.2
B91 6.2 3.6
B92 5.4 5.8
B93 5.5 5.7
B94 5.2 5.1
B99 8.5 5.0
C00 14.0 6.6
C01 15.1 9.7
C02 6.3 6.1
C03 6.8 6.8
C04 19.5 7.5
C05 6.6 6.8
C06 6.0 6.5
C10 8.9 5.7
C11 4.0 7.0
C12 4.7 6.1
C13 4.1 6.2
C14 14.1 8.9
C15 14.3 8.9
C16 7.9 5.1
C20 20.2 6.3
C22 10.9 5.3
C23 20.8 9.1
C24 11.8 6.2
C25 30.1 8.6
C26 4.1 6.7
C27 6.1 5.0
C30 7.3 7.1
C31 6.0 7.2
C37 8.7 4.2
C40 4.9 3.9
C42 4.9 4.0
C43 4.8 4.0
C45 4.2 2.4
C46 8.3 3.3
C47 6.2 4.1
C52 6.8 3.5
C55 7.7 4.2
C56 5.3 2.4
C58 6.6 3.3
C59 6.2 4.0
C65 7.1 4.1
C66 7.7 1.8
C67 11.7 4.7
C68 7.8 4.2
C69 6.0 3.9
C70 6.4 3.6
C71 7.4 2.5
C72 7.6 2.5
C73 5.7 3.5
C75 8.3 4.9
C77 4.5 4.4
C78 5.5 3.1
C80 6.4 4.0
D01 13.1 6.2
D02 14.4 9.7
D03 12.2 5.1
D04 14.7 7.7
D05 4.7 6.1
D06 25.0 8.2
D07 12.5 6.2
D08 21.2 6.5
E00 6.2 6.5
E01 13.1 7.0
E02 4.5 5.3
E03 5.7 4.6
E04 13.0 7.1
E05 13.9 7.1
E06 5.0 4.0
E07 4.1 4.6
E08 16.7 6.2
E09 5.9 4.8
E10 6.7 4.5
E11 4.0 6.0
E12 16.3 18.9
E13 6.1 3.4
E14 4.7 5.4
E15 4.1 4.3
E16 4.5 4.9
E17 5.7 7.4
E18 6.1 4.7
E19 10.1 4.6
E20 10.8 5.6
E21 10.0 5.6
E22 6.1 6.4
E23 5.8 6.4
E24 7.0 5.4
E25 5.5 4.5
E26 4.2 4.7
E27 5.9 6.5
E28 5.0 4.7
E29 6.6 6.5
E30 9.7 5.0
E31 20.9 8.3
E32 4.3 5.0
E33 5.0 4.8
E34 4.6 4.8
E35 11.7 5.3
E36 9.1 6.5
E37 5.0 6.1
E38 5.6 6.4
E40 5.3 4.7
E41 4.9 4.3
E42 4.9 4.3
E43 5.1 5.5
E44 6.5 3.8
E45 5.9 6.5
E46 4.2 4.7
E47 6.6 4.7
E48 15.2 5.0
E49 5.3 5.9
E50 6.7 5.1
E51 20.9 8.3
E52 5.4 4.7
E53 6.2 4.7
E54 4.9 5.7
E55 7.9 9.2
E56 6.1 4.6
E57 10.0 6.8
E58 8.5 4.4
E59 6.4 5.3
E60 4.7 4.5
E61 7.0 4.7
E62 4.5 4.7
E63 7.7 5.8
E64 23.9 5.1
E65 22.9 5.1
E66 27.8 14.3
E67 8.1 10.1
E68 6.9 9.3
E69 8.4 8.0
E70 12.2 7.8
E71 10.0 6.3
E72 13.9 7.0
E73 7.9 11.6
E74 14.3 7.5
E75 14.2 7.0
E76 9.1 11.0
E77 11.1 7.2
E78 6.3 9.3
E79 5.4 10.6
E80 5.4 10.6
E81 5.7 8.9
E82 8.2 4.8
E83 11.5 6.4
E84 5.1 5.4
F00 4.1 5.2
F01 8.2 9.4
F02 17.3 5.0
F03 6.6 6.1
F04 14.4 6.0
F05 7.3 6.0
F06 6.6 6.0
F07 31.6 6.9
F08 6.2 4.1
F09 4.4 4.1
F10 10.3 3.8
F11 5.7 5.5
F12 8.0 5.4
F13 7.1 5.4
F14 5.8 5.3
F15 5.6 3.3
F16 5.8 3.3
F17 5.4 4.6
F18 9.5 8.4
F19 4.6 5.3
F20 11.5 4.4
F21 11.3 4.4
F22 4.3 4.7
F23 4.0 4.4
F24 5.7 7.7
F25 5.1 5.8
F26 4.4 5.7
F27 12.0 10.4
F28 12.6 10.5
F29 6.6 8.0
F30 6.5 4.6
F31 5.7 4.2
F32 4.2 5.0
F33 4.7 4.4
F34 5.6 3.6
F35 4.1 3.9
F36 10.1 6.2
F37 5.6 5.2
F38 6.3 4.0
F39 15.7 7.0
F40 8.3 3.9
F41 15.3 4.2
F42 15.7 4.2
F43 7.3 3.3
F44 9.1 5.0
F45 5.9 3.9
F46 9.2 3.9
F47 21.5 6.7
F48 7.6 4.5
F49 7.2 5.1
F50 7.4 3.4
F51 7.6 3.3
F52 10.1 6.2
F53 8.1 3.6
F54 14.0 8.7
F55 6.2 4.1
F56 6.7 6.3
F57 16.6 8.9
F58 12.1 4.9
F59 33.4 10.2
F60 4.4 3.8
F61 10.4 3.8
F62 9.6 3.9
F63 7.8 6.9
F64 15.4 5.2
F65 5.1 5.9
F66 4.4 5.9
F67 5.1 3.7
F68 12.2 6.9
F69 14.8 8.5
F70 4.1 4.1
F71 8.7 5.4
F72 8.4 5.4
F73 8.2 8.7
F74 8.5 8.7
F75 4.0 4.1
F76 7.1 4.4
F77 5.1 4.9
F78 10.5 7.4
F79 4.0 4.7
F80 9.3 5.4
F81 10.9 5.7
F82 4.7 4.5
F83 4.4 4.4
F84 10.4 7.3
F85 12.1 5.3
F86 11.2 5.3
F87 5.0 7.7
F88 10.5 6.5
F89 12.5 9.8
F90 4.7 8.1
F91 4.3 8.0
F92 19.0 9.4
F93 15.1 8.6
F94 17.5 8.1
F95 4.3 8.1
F96 4.1 8.1
F97 5.2 7.0
F98 7.7 6.7
F99 8.0 8.2
G00 10.2 7.1
G01 6.1 12.8
G02 10.2 9.8
G03 5.2 6.9
G04 4.7 9.8
G05 5.6 6.5
G06 18.4 7.2
G07 8.2 6.2
G08 20.0 7.6
G09 9.4 7.8
G10 9.6 7.5
G11 7.3 5.6
G12 6.8 5.7
G13 6.5 6.3
G14 5.6 4.4
G15 8.6 6.4
G16 8.5 5.2
G17 4.7 4.2
G18 6.5 5.7
G19 7.6 5.0
G20 4.2 6.4
G21 14.3 8.2
G22 8.0 9.7
G23 5.6 12.3
G24 35.8 12.9
H01 25.7 10.2
H02 15.6 7.4
H03 6.8 6.6
H04 10.7 9.8
H05 9.1 9.9
H06 10.4 7.5
H07 5.4 8.7
H08 4.1 8.8
H09 36.2 50.4
I01 8.9 8.3
I02 23.3 14.6
I03 7.7 12.0
I04 34.1 15.3
I05 11.4 8.0
I06 7.5 4.1
I07 16.0 12.9
I08 22.2 14.6
I09 4.6 10.5
I10 5.0 6.6
I11 11.9 5.0
I12 12.3 12.4
I13 16.1 13.1
I14 16.0 5.0
I15 4.2 9.1
I16 10.2 13.2
I17 5.8 11.5
I18 13.1 12.1
I19 7.1 11.4
I20 26.5 11.4
I21 14.2 8.9
I22 9.5 13.3
I23 27.6 14.5
I24 44.2 5.8
I25 14.1 12.1
I26 8.7 12.9
J01 4.2 1.3
J02 4.6 1.2
J03 4.1 1.3
J04 4.2 1.0
J05 4.1 1.2
J06 5.7 1.1
J07 4.5 1.1
J08 4.2 1.2
J09 4.4 1.2
J10 5.5 1.7
J11 5.2 1.7
J12 4.1 1.2
J13 4.7 1.0
J14 4.3 1.0
J15 4.7 1.4
J16 4.1 1.1
J17 4.1 1.2
J18 4.9 1.1
J19 5.2 1.1
J20 5.8 1.1
J21 4.0 1.2
J22 5.0 1.5
J23 4.5 1.3
J24 4.3 1.3
J25 4.8 1.2
J26 5.0 1.2
J27 4.3 1.3
J28 4.3 1.3
J29 5.3 1.2
J30 4.3 1.2
J31 4.2 1.2
J32 6.7 1.4
J33 4.3 1.1
J34 4.4 0.7
J35 5.5 0.2
J36 4.8 0.7
J37 4.2 0.4
J38 5.5 0.9
J39 4.7 0.6
J40 5.3 0.4
J41 5.5 1.1
J42 4.5 0.7
J43 4.9 0.5
J44 4.1 0.5
J45 4.2 0.7
J46 4.9 0.5
J47 4.3 0.7
J48 4.3 0.5
J49 5.1 0.6
J50 4.8 0.8
J51 5.0 0.6
J52 4.4 0.5
J53 4.2 0.5
J54 6.2 0.5
J55 4.9 0.5
J56 5.1 0.6
J57 4.7 0.6
J58 4.5 0.4
J59 4.7 0.4
J60 4.6 0.4
J61 4.1 0.6
J62 4.1 0.5
J63 4.5 0.4
J64 5.3 0.7
J65 5.3 0.8
J66 4.1 0.6
J67 4.9 0.5
J68 5.0 0.6
K01 5.7 2.0
K02 4.2 1.9
K03 5.6 1.5
K04 4.7 2.0
K05 7.5 2.0
L01 6.1 2.6
L02 6.2 3.5
L03 4.6 4.6
L04 11.0 4.9
L05 4.8 3.6
L06 8.1 3.3
L07 5.6 2.8
L08 5.5 2.5
L09 4.5 7.7
L10 4.3 2.5
L11 7.1 3.5
L12 4.0 3.5
L13 4.6 3.5
L14 4.3 7.0
L15 4.7 3.3
L16 4.7 2.2
L17 4.9 2.2
L18 8.7 2.8
L19 8.1 2.3
L20 4.8 3.0
L21 5.8 3.0
L22 4.0 2.9
L23 4.4 2.4
L24 4.8 2.9
L25 5.0 4.6
L26 4.3 3.1
L27 4.4 3.2
L28 4.1 3.2
L29 7.4 3.7
L30 4.7 2.7
L31 4.4 2.7
L32 7.1 3.7
L33 4.2 3.2
L34 4.4 3.9
L35 4.1 3.9
L36 5.1 2.2
L37 5.3 2.2
L38 6.1 3.5
L39 5.3 2.2
L40 4.1 3.1
L41 4.2 1.4
L42 5.6 3.8
L43 5.3 3.7
L44 5.9 3.7
L45 6.0 3.3
L46 6.9 2.9
L47 6.3 2.1
L48 8.4 3.8
L49 5.6 1.7
L50 5.2 1.6
L51 5.7 2.2
L52 4.0 2.5
L53 4.0 2.5
L54 4.8 2.4
L55 5.8 7.3
L56 4.2 3.0
L57 5.8 3.0
L58 4.0 3.2
L59 4.5 3.1
L60 4.1 3.8
L61 6.5 3.1
L62 4.2 2.8
L63 5.1 2.9
L64 5.4 2.9
L65 5.2 2.6
L66 6.0 3.3
L67 4.8 1.7
L68 4.9 2.9
L69 4.2 3.6
L70 4.3 1.9
L71 5.1 2.8
L72 4.4 2.8
L73 4.7 3.5
L74 4.0 3.0
L75 4.2 4.1
L76 5.3 2.8
L77 4.7 3.1
L78 4.8 3.4
L79 6.9 3.0
L80 8.4 3.9
L81 6.3 3.0
L82 4.4 2.3
L83 4.8 2.9
L84 13.2 8.0
L85 12.8 7.5
L86 7.2 2.7
L87 4.7 2.8
L88 5.4 5.8
L89 7.3 2.8
L90 8.2 2.8
L91 4.2 4.2
L92 8.4 5.4
L93 5.4 2.7
L94 6.1 3.7
L95 4.9 2.4
L96 4.0 4.6
L97 5.3 3.6
L98 4.5 2.4
L99 4.4 3.3
M01 4.5 2.6
M02 6.9 3.1
M03 9.5 4.1
M04 5.9 3.2
M05 5.1 3.3
M06 12.6 2.1
M07 4.0 2.0
M08 4.9 2.3
M09 4.3 2.2
M10 4.9 3.3
M11 4.5 3.4
M12 4.4 2.3
M13 8.1 5.0
M14 10.5 3.1
M15 8.3 5.0
M16 7.8 5.0
M17 7.3 4.1
M18 7.1 4.1
M19 7.9 5.1
M20 5.0 2.1
M21 8.2 3.3
M22 7.1 3.6
M23 6.8 3.6
N01 4.4 0.0
N02 4.4 0.0
N03 4.1 0.0
N04 4.2 0.3
N05 4.8 0.0
N06 4.0 0.0
N07 4.9 0.0
N08 4.2 0.1
N09 4.7 0.0
N10 4.6 0.0
N11 4.7 0.1
N12 4.4 0.0
N13 4.4 0.1
N14 4.3 0.1
N15 4.2 0.0
N16 4.3 0.0
N17 4.7 0.0
N18 4.1 0.0
N19 4.6 0.0
N20 4.1 0.0
N21 4.3 0.0
N22 4.2 0.1
N23 4.2 0.0
N24 4.2 0.0
N25 4.0 0.0
N26 4.6 0.1
N27 4.3 0.1
N28 4.1 0.1
N29 4.0 0.0
N30 5.0 0.0
N31 5.1 0.1
N32 4.2 0.1
N33 4.3 0.0
N34 4.4 0.1
N35 4.2 0.1
N36 4.5 0.0
N37 4.1 0.0
N38 4.4 0.0
N39 5.0 0.1
N40 4.9 0.1
N41 5.6 0.8
N42 4.2 0.0
N43 4.8 0.0
N44 4.1 0.1
N45 4.5 0.1
N46 4.4 0.0
N47 4.5 0.0
N48 4.3 0.1
N49 4.7 0.1
N50 4.2 0.0
N51 4.7 0.0
N52 4.0 0.0
N53 4.2 0.0
N54 4.5 0.0
N55 4.6 0.0
N56 5.3 0.1
N57 5.0 0.0
N58 4.4 0.0
N59 4.5 0.0
N60 5.2 0.0
N61 4.9 0.0
N62 4.3 0.1
N63 4.7 0.1
N64 5.0 0.1
N65 4.3 0.1
N66 4.5 0.0
N67 5.3 0.1
N68 4.4 0.0
N69 4.4 0.0
N70 4.2 0.0
N71 5.0 0.0
N72 5.1 0.0
N73 4.5 0.0
N74 4.3 0.0
N75 4.7 0.0
N76 4.1 0.0
N77 4.8 0.0
N78 4.3 0.1
N79 4.2 0.1
N80 4.5 0.1
N81 4.7 0.1
N82 4.2 0.1
N83 4.4 0.0
N84 4.4 0.0
N85 4.2 0.0
N86 4.5 0.0
N87 5.1 0.0
N88 4.4 0.0
N89 4.5 0.0
N90 4.3 0.1
N91 4.2 0.1
N92 4.5 0.0
N93 6.0 0.6
N94 4.5 0.0
N95 4.8 0.1
N96 4.9 0.1
N97 4.6 0.1
N98 4.7 0.1
N99 4.4 0.1
P01 4.9 0.1
P02 4.7 0.1
P03 4.6 0.0
P04 4.7 0.1
P05 4.2 0.1
P06 4.8 0.1
P07 5.0 0.1
P08 4.7 0.1
P09 4.8 0.1
P10 4.3 0.1
P11 4.7 0.0
Q00 25.0 4.4
Q01 12.0 7.1
Q02 8.0 6.9
Q03 7.2 2.9
Q04 6.2 6.4
Q05 4.4 2.3
Q06 5.0 4.4
Q07 6.4 6.8
Q08 15.6 10.3
Q09 31.5 5.1
Q10 6.9 5.8
Q11 17.6 8.7
Q12 19.2 9.8
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