Ch.10 · Risk Measures and Ratios · medium

What is the 'quartile ranking' used in mutual fund performance comparison?

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EXPLANATION

Quartile ranking divides all funds in a category into 4 equal groups by return performance. Q1 funds are the top 25% performers, Q4 are the bottom 25%. Consistently Q1/Q2 ranked funds over multiple periods and time horizons indicate superior active management. Single-period quartile rankings can be misleading — rolling quartile consistency is more informative.

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