Диссертация (1138372), страница 21
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Основныестатистическиепоказателифондов123456789101112131415161718192021222324252627282930313233343536Название фондаАванпостАГАНА - Индекс ММВБАГАНА - МеталлургияАГАНА - МолодежныйАГАНА - ТелекомАГАНА – КонсервативныйАГАНА – НефтегазАГАНА – ЭкстримАГАНА – ЭнергетикаАгора - открытый рынокАгора -фонд инвестиционных идейАгора – рынок акцийАгора – фонд сбереженийАгрессивныйАдекта – Фонд акций второго эшелонаАдекта — Фонд ликвидных активовАдекта — Фонд ликвидных облигацийАдекта — Фонд облигаций второго эшелонаАдекта — Фонд оптимальныйАдекта — Фонд пенсионных резервовАдекта — Фонд телекоммуникацийАдекта — Фонд топливно-энергетического комплексаАз-КапиталАК БАРС - АкцииАК БАРС - Индекс ММВБАК БАРС - КоллекционныйАК БАРС - КонсервативныйАК БАРС - СбалансированныйАК БАРС – Нефть и ГазАК БАРС — Фонд Динамического ХеджированияАктивные ИнвестицииАкции плюсАллтек - Индекс ММВБАлександр НевскийАлемар – Российская энергетикаАлмазMean0,03101-0,00709-0,109400,039820,014410,025250,051490,08559-0,039250,532720,463040,034180,072690,081890,623530,034310,015720,014590,034930,034990,054400,040980,551390,027610,076210,06768-0,033910,037370,02881-0,06756-0,000750,017190,025900,57950-0,006000,99116Median0,050490,17859-0,013730,090540,050530,035450,162800,122400,000000,456581,299480,140120,036150,108040,958200,092820,032570,035060,139830,088730,073060,113570,993580,070890,191650,389610,022580,100930,029900,89876-0,00200-0,008880,165251,545300,000000,89693Maximum3,6233518,100055,3757220,559043,928995,8590212,2240920,122797,2091818,3006028,0320318,430154,3257621,2081827,3986214,891037,053852,4684517,678115,4155611,4951818,8695212,6799717,5064622,203017,0572423,8361622,2256711,8243410,291090,067219,7186020,7048536,2695712,1251173,35250Minimum-3,06766-10,00000-6,51454-15,37810-6,11407-5,07574-9,48979-14,86024-7,62023-27,12675-28,08101-14,37677-4,77104-16,07739-39,82927-10,40333-6,61277-5,24746-14,87123-7,64085-11,08863-13,42838-22,29552-13,28135-14,61277-21,12194-32,08188-19,78472-5,71741-19,56397-0,08014-9,67495-20,94699-43,66922-13,24839-46,60512Std.Dev.0,587333,285661,424961,807841,192440,693091,559111,873530,849424,043268,053722,222060,548202,430168,536231,535290,340250,321351,981741,167601,624761,926435,727361,845542,306723,955101,397681,345890,866245,518770,021881,690852,617149,245931,9388212,58561Skewness-0,24970-17,07090-0,473700,63084-1,00135-0,45770-0,767790,91557-1,64168-1,67708-0,111890,09000-0,567210,44329-0,73202-0,12320-0,66587-3,71237-0,21046-0,79486-0,64180-0,03867-1,25778-0,267120,06036-2,27674-5,785370,781992,02570-0,98524-0,357810,11693-0,49936-0,91850-0,335551,50065Kurtosis8,38193517,850305,8449827,364887,7094921,1667311,8372725,6643628,2954720,941766,2504913,5771533,2385717,720537,6962819,63644205,2519061,1836119,387759,7219311,1363617,230826,3633018,5140915,5056412,74692267,5922078,9694943,835784,725735,801249,8623418,2051310,2626013,6345617,20705Jarque-Bera1838,08418481251,000111,26941840,370323,01123188,3305675,45436428,80026269,6402221,04836,7135949,80548072,06011925,150105,86819805,0002928303,000245562,80019236,9903393,4804907,66714649,11061,73916898,19010805,020395,4334857396,000411865,10099003,67023,72726,1221726,73910342,280236,1715052,720808,251Probability0,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000010,000000,000000,000000,000000,000000,00000Obser.151016662971687296168216931691969160831276126013161051717171817131718170717361736841683165882166217121411837587910691011068921543738394041424344454647484950515253545556575859606162636465666768697071727374757677Название фондаАльтернативный процентАльфа-КапиталАльфа-Капитал АкцииАльфа-Капитал Глобальные финансыАльфа-Капитал Драгоценные металлыАльфа-Капитал Облигации плюсАльфа-Капитал РезервАльфа-Капитал СбалансированныйАльфа-Капитал Сырьевые рынкиАльфа–Капитал Акции ростаАльфа–Капитал Высокие технологииАльфа–Капитал Индекс ММВБАльфа–Капитал МеталлургияАльфа–Капитал НефтегазАльфа–Капитал Потребительский секторАльфа–Капитал ЭлектроэнергетикаАльянс РОСНО - МаксимумАльянс РОСНО – АкцииАльянс РОСНО – Акции второго эшелонаАльянс РОСНО – Акции несырьевых компанийАльянс РОСНО – Акции сырьевых компанийАльянс РОСНО – ОблигацииАльянс РОСНО – СбалансированныйАльянс РОСНО — Государственные облигацииАметистАМК ЛидерАМК РеалистАМК ЭкспертАналитический центр - ПенсионныйАналитический Центр - СбалансированныйАрсагера - ФААрсагера – A 6.4Арсагера – СИАстерком - Индекс РТСАстерком – фонд акцийАстерком – фонд сбалансированныйАтлант - фонд сбалансированныйАтлант - фонд акцийАтлант - фонд облигацийАтон - Фонд акцийАтон – Индекс ММВБMean0,016120,009650,05541-0,06524-0,011140,033020,02981-0,025260,010070,109880,01441-0,017170,001870,01579-0,01967-0,03272-0,113060,078140,42802-0,012260,040670,025550,038050,00189-0,00068-0,001770,052470,01397-0,023090,010200,070431,240490,04877-0,020400,021500,00740-0,001350,008200,022620,039350,01392Median0,014980,097790,201260,036420,088000,042480,025420,036300,043200,266200,078170,150500,120310,154210,067390,013000,033450,253280,154820,100040,123100,031400,097360,020830,403510,033820,016960,029850,070060,091710,204610,533030,106390,095720,084800,075460,031840,065010,029360,155730,12700Maximum0,210269,6556915,5350411,4064415,872821,951612,6593210,133413,2273722,422099,8621616,7469213,2324416,4135510,346165,910964,0994917,3842517,281965,5961117,235661,256797,053465,2230425,6117020,1162226,2006610,603258,4721515,4482615,4514733,699108,3293516,207906,491916,449390,954646,219500,9823221,9783718,20603Minimum-0,16417-27,07455-13,84418-18,24495-12,18972-3,99104-2,18431-6,91002-6,29347-33,76517-12,84387-14,09804-16,83980-11,53279-13,06633-10,38639-6,67125-12,36605-29,44957-13,65395-14,87846-2,26785-7,27420-4,13534-41,85848-15,21019-11,12386-11,09350-9,88969-13,58708-13,15619-29,94277-9,82443-11,76237-7,67698-9,25189-1,26351-4,29097-1,31780-14,68165-14,29343Std.Dev.0,063102,369241,855921,853601,970030,294590,166541,197810,661212,899631,690442,304552,043831,909731,740171,698141,692852,000226,185881,604562,296710,203801,032060,492487,719452,199401,151931,318221,347491,865352,183799,504661,415792,094511,273751,277620,285191,345920,166992,281622,35944Skewness-0,08694-4,73290-0,54365-1,55663-0,20370-2,85474-0,39351-0,12027-2,10367-2,70341-0,96677-0,24734-0,80788-0,09150-1,08921-0,54070-0,75108-0,25042-1,05834-1,36510-0,05373-3,51519-0,62965-1,48701-2,423390,1866711,25795-0,25205-1,27185-0,26392-0,597940,42645-0,72393-0,00739-0,57107-0,59870-0,93138-0,12235-1,716820,212070,02217Kurtosis4,7653656,1221310,8183719,3180111,2264341,9293180,6927611,7556823,4985950,9728910,0128012,5651910,8552311,5853712,789836,427564,5000213,898459,2308011,5180614,3059039,9517610,3966538,7428319,3118418,95710254,4918016,6158114,2055618,8935011,273306,1222411,8530411,507216,268398,566796,239834,4934018,3051016,8281413,95296Jarque-Bera14,68566723,3004470,67612418,6403038,675111978,400436660,7003321,32913264,54048069,2902729,6874732,1333309,5593800,7894547,337666,33123,2848520,360254,4063750,5315928,340102341,4004013,45779434,880663,59213152,4303275419,0009297,6896002,09213213,0904317,85035,7924248,2793691,011635,3041703,553206,00352,3874520,91210144,0606078,450Probability0,000650,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000010,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,000000,00000Obser.112550172210801075173617361039727495123812381235123710851238124171814111251113173617111482551239123312021091125414838212671224127212613545494411272121615578798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118Название фондаАтон – Фонд облигацийАФМ.
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