Australian retail superannuation fund performance

Bilson, C, Frino, A and Heaney, R 2004, 'Australian retail superannuation fund performance', Accounting Research Journal, vol. 17, no. 1, pp. 43-56.

Document type: Journal Article
Collection: Journal Articles

Title Australian retail superannuation fund performance
Author(s) Bilson, C
Frino, A
Heaney, R
Year 2004
Journal name Accounting Research Journal
Volume number 17
Issue number 1
Start page 43
End page 56
Total pages 13
Publisher RMIT University, Department of Economics and Finance
Abstract This study provides new evidence on the performance of managed funds in Australia. Fund performance is examined using a survivorship bias free sample of Australian superannuation funds over the 1991 to 2000 period. Four different performance metrics are considered, namely raw returns, the Sharpe index, single-factor excess returns and four-factor excess returns. Overall, there is little evidence of superior performance in the retail superannuation fund market, exceptions being in the small and growth fund categories.
Subject Financial Institutions (incl. Banking)
ISSN 1030-9616
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