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Pastimes : The Justa & Lars Honors Bob Brinker Investment Club

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To: Justa Werkenstiff who wrote (2920)1/21/1999 2:17:00 PM
From: Boca_PETE  Read Replies (1) of 15132
 
Anyone: re: <AFTER TAX - SHARPE RATIO>

Brinker recently said that Investors Business Daily publishes 5-Year AFTER TAX RETURNS in their mutual fund tables. He called that a neat feature of IBD.

It occurs to me that one could use such returns to compute an "AFTER TAX SHARPE RATIO for the purpose of selecting mutual funds if only one could obtain the 5-Year STANDARD DEVIATION for mutual funds. The Morningstar and Weisenberger services publish 3-Year mutual fund Standard Deviations.

QUESTION: Does anyone know of a source to obtain 5-Year Standard Deviations for funds so that one could make such an apples on apples computation verses applicable benchmark funds ?

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