The Standard & Poor's Mutual Fund Performance Persistence Scorecard provides semi-annual results on the persistence of top performing funds in the current market. These reports show performances of actively managed mutual funds within their capitalization peer groups and monitor the consistency of their performance results.
The methodology is designed to provide historical rankings without survivorship bias. The scorecard presents top-quartile and top-half performance results over three and five consecutive years. Additionally, transition matrices highlight the movements between quartiles and halves for two non-overlapping one-, three-, and five-year time periods. The scorecard also provides averages of various factors (expenses, manager tenure, etc.) in comparing consistently top ranking funds versus their peer universe.
Standard & Poor's Mutual Fund Performance Persistence Scorecard is the only comprehensive, periodic, and publicly available source of such data.
