Performance Measurement and Investment Objectives for Educational Endowment Funds |
Contents
Foreword | 7 |
Part IMeasuring the Rate of Return | 13 |
Part IIRisk and Some Statistical Measures of Performance | 35 |
Copyright | |
3 other sections not shown
Common terms and phrases
100 simulations annual rate arithmetic average basis beta coefficient book value budget calculated characteristic line coefficient College and University COMFUND Common Fund computer programs correlation Dartmouth College deduce discussion DISTRIBUTION OF FUND DISTRIBUTION OF WITHDRAWALS dividend and interest educational endowment funds example Exhibit II-2 expected rate Ford Foundation forecast formance Fund E46 fund management fund performance Fund Rate FUND VALUES Fund W07 fund's growth rate institution investment committee investment manager investment objectives investment performance investment strategy investor line for Fund market index market value mean ment method monthly mutual fund number of shares number of units performance measurement period quarterly rank rate of return risk level Risk-Free Rate risky Rowe Price savings account Scholarship Fund Sharpe ratios shows SIMFUND slope spending rate Standard & Poor's standard deviation statistical measures tion total return approach Treynor and Sharpe Treynor ratio unit income unit value valuations volatility level year-to-year