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基金业绩持续性作为投资者选择投资对象的重要指标之一,对其研究具有重要的意义。文章采用修正的sharpe指数作为绩效评价指标,运用列联表法,对我国2005年前上市的66只开放式混合型基金在2005-2010年内业绩持续性进行评价。研究结果表明我国开放式混合型基金业绩表现出显著的持续性。
Continuity of fund performance as one of the important indexes for investors to choose investment object is of great significance to its research. In this paper, the modified sharpe index is used as a performance evaluation index. By using the contingency table method, 66 open-ended hybrid funds listed in China before 2005 are evaluated for their performance sustainability in 2005-2010. The results show that the performance of China’s open hybrid funds showed significant continuity.