Database: Uncovering investment management performance using SPIVA data

Published: 26 October 2018| Version 2 | DOI: 10.17632/pmtp6zn3ny.2
Contributors:
Imran H Shah,
, Hans Matthias Wanovits

Description

We used balanced panel data with 17 time dimensions from 2000 to 2016 and 14 cross sections (representing the different fund style/size categories) from the SPIVA US Scorecard, resulting in a total of 238 observations. The datasets of SPIVA scorecards only starts from 2000 as no data available for pre-2000 period. data is collected from the SPIVA US mid-year 2010 to the SPIVA US year-end 2016 reports, giving us semi-annual data from 12 SPIVA scorecards. The reason for using this time period is that the mid-year 2010 scorecard was the earliest one that is publicly available on the Standard and Poor’s website (Standard and Poor’s, 2017).

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University of Bath

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