u04563680_MPhil_FMS_Library submission data.zip (73.76 MB)
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Assessment of performance persistence of South African unit trust funds

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posted on 03.03.2022, 13:43 by Francois SmithFrancois Smith
This folder contains the data used for the study titled "Performance persistence of South African unit trust funds". The software used to assess the data was R, and RStudio was utilised as the interface for using the software. The script/code used for assessment is included in the folder as a word document termed "R Script". The code itself has annotations to assist any potential users in understanding and applying the data for potential replication/future studies. Upon opening the relevant data spreadsheets (named "Data - abbreviation for relevant third-tier ASISA name"), the relevant fund codes are listed in the rows and the applicable dates for the data points are listed in the columns. The fund names for the relevant codes can be found in the appendices of the dissertation that is currently at the PERCom committee. The final tab for any of the sector-specific spreadsheets will contain the codes of the funds in the columns and the relevant datapoint number in the row label. Before R-processing, a copied matrix of data (e.g. excess returns) is transposed as this is how R reads and delivers output data. Finally, the folder termed "ASISA data" contains all the relevant Association of Savings and Investments South Africa data used for discussion purposes in the introduction and literature review. Only the data relevant to this study was included in this folder ("ASISA data"); however, a reader/researcher can obtain extended versions from the ASISA website (" https://www.asisa.org.za/statistics/collective-investments-schemes/ ")



Department of Financial Management