Funds

In this page you find the NEFIN Equity Funds Report, a monthly ranking of Brazilian equity funds. For each fund in our sample we run a regression of daily excess return on Nefin's market and WML factors. We rank the funds based on the the t-value of the constant term of this regression. We call this the Skill Index, a measure of the skill of investment funds. We highlight the funds with Skill Indexes that are significant at the 5% level, both positive and negative.

NEFIN Equity Funds Report: 01/2018 - 12/2018
NEFIN Equity Funds Report: 12/2017 - 11/2018
NEFIN Equity Funds Report: 11/2017 - 10/2018
NEFIN Equity Funds Report: 10/2017 - 09/2018
NEFIN Equity Funds Report: 09/2017 - 08/2018
NEFIN Equity Funds Report: 08/2017 - 07/2018
NEFIN Equity Funds Report: 07/2017 - 06/2018
NEFIN Equity Funds Report: 06/2017 - 05/2018
NEFIN Equity Funds Report: 05/2017 - 04/2018
NEFIN Equity Funds Report: 04/2017 - 03/2018
NEFIN Equity Funds Report: 03/2017 - 02/2018
NEFIN Equity Funds Report: 02/2017 - 01/2018
NEFIN Equity Funds Report: 01/2017 - 12/2017
NEFIN Equity Funds Report: 12/2016 - 11/2017
NEFIN Equity Funds Report: 11/2016 - 10/2017
NEFIN Equity Funds Report: 10/2016 - 09/2017
NEFIN Equity Funds Report: 09/2016 - 08/2017
NEFIN Equity Funds Report: 08/2016 - 07/2017
NEFIN Equity Funds Report: 07/2016 - 06/2017
NEFIN Equity Funds Report: 06/2016 - 05/2017
NEFIN Equity Funds Report: 05/2016 - 04/2017
NEFIN Equity Funds Report: 04/2016 - 03/2017
NEFIN Equity Funds Report: 03/2016 - 02/2017
NEFIN Equity Funds Report: 02/2016 - 01/2017
NEFIN Equity Funds Report: 01/2016 - 12/2016
NEFIN Equity Funds Report: 12/2015 - 11/2016