We present a comprehensive analysis of the performance and flows of U.S. actively-managed equity mutual funds during the COVID-19 crisis of 2020. We find that most active funds underperform passive benchmarks during the crisis, contradicting a popular hypothesis. Funds with high sustainability...

Aim of the study is to determine the better performance measure during the financial crisis. In order to do so, we selected the pandemic period during the Jan to Jul 2020 and analyzed the different performance ratios for our sample of 1416 Indian equity funds. Then we ranked them based on...

In this paper we evaluated the relative performance of equity mutual funds in India with respect to three performance indicators namely raw returns, the tracking error they generate over their benchmarks, and the information ratios they attain and also tested the persistence in their performance...

In this paper we study the performance and performance persistence of international equity mutual funds with a focus on fund investment styles. Using a best-fit index methodology, we sort funds yearly based on the style dimensions of size and value/growth, as well as on regional categories...

We present a comprehensive analysis of the performance and flows of U.S. actively-managed equity mutual funds during the COVID-19 crisis of 2020. We find that most active funds underperform passive benchmarks during the crisis, contradicting a popular hypothesis. Funds with high sustainability...