Comments on: Understanding M*’s Mutual Fund Risk Measures: Alpha, Beta, and R-squared http://www.thesunsfinancialdiary.com/investing/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/ Sat, 21 Nov 2009 20:14:32 -0800 http://wordpress.org/?v=2.8.6 hourly 1 By: Mutual Fund Basics: How to Use Morningstar to Research Funds - The Sun’s Financial Diary - Accumulating wealth is like building The Great Wall, one brick at a time http://www.thesunsfinancialdiary.com/investing/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/comment-page-1/#comment-5187 Mutual Fund Basics: How to Use Morningstar to Research Funds - The Sun’s Financial Diary - Accumulating wealth is like building The Great Wall, one brick at a time Thu, 29 Mar 2007 16:59:15 +0000 http://www.thesunsfinancialdiary.com/2007/03/06/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/#comment-5187 [...] addition, you can find such information as costs and risks (this article may help you understand the risk measures) of owning the fund and where to make a purchase on Morningstar. I always go to the fund company to [...] [...] addition, you can find such information as costs and risks (this article may help you understand the risk measures) of owning the fund and where to make a purchase on Morningstar. I always go to the fund company to [...]

]]> By: DIno http://www.thesunsfinancialdiary.com/investing/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/comment-page-1/#comment-4897 DIno Mon, 26 Mar 2007 10:41:59 +0000 http://www.thesunsfinancialdiary.com/2007/03/06/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/#comment-4897 I have a little thought... If we calculate the standard deviation of a mutual fund by Nav...we have the risk of these price distribution. But we are trying to evaluate the risk of portfolio. If we calculare the risk of the portfolio, taking care about correlation, we have a different rate of volatility. Wich one is the real risk? Are we simplifying the calculate assumin the Nav price keep inside the correlation among stocks? Thanks for your help! Dino I have a little thought…
If we calculate the standard deviation of a mutual fund by Nav…we have the risk of these price distribution.
But we are trying to evaluate the risk of portfolio.
If we calculare the risk of the portfolio, taking care about correlation, we have a different rate of volatility.

Wich one is the real risk?
Are we simplifying the calculate assumin the Nav price keep inside the correlation among stocks?

Thanks for your help!

Dino

]]> By: Riskier Business: Bonds or Stocks? - The Sun’s Financial Diary - Accumulating wealth is like building The Great Wall, one brick at a time http://www.thesunsfinancialdiary.com/investing/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/comment-page-1/#comment-4345 Riskier Business: Bonds or Stocks? - The Sun’s Financial Diary - Accumulating wealth is like building The Great Wall, one brick at a time Fri, 16 Mar 2007 18:12:56 +0000 http://www.thesunsfinancialdiary.com/2007/03/06/understanding-ms-mutual-fund-risk-measures-alpha-beta-and-r-squared/#comment-4345 [...] to Morningstar data, for a 3-year period, the risk (defined as standard deviation, till February 28, 2007) and reward (annualized return, till March 15, 2007) of the above [...] [...] to Morningstar data, for a 3-year period, the risk (defined as standard deviation, till February 28, 2007) and reward (annualized return, till March 15, 2007) of the above [...]

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