Selecting the Best of Portfolio Using OWA Operator Weights in Cross Efficiency-Evaluation

Table 3

Descriptive statistics of the mutual funds.

Mutual fund	Expected return	Variance
ACEFX	2.671	64.173
ACEGX	2.734	64.254
ACEMX	2.668	64.098
AELAX	1.241	22.976
AELGX	1.287	22.970
AGTHX	1.902	23.445
ARCGX	2.017	30.697
AVLFX	1.615	19.817
BJBIX	1.506	33.203
CUCAX	1.990	24.858
FAGIX	0.533	5.471
FAIAX	1.404	39.099
FAICX	1.420	39.095
FDEGX	2.445	53.059
FEURX	1.696	30.655
FIUIX	1.398	13.813
FSUTX	1.697	18.829
GEGTX	1.727	19.483
HRCPX	2.376	34.856
IDETX	2.356	35.331
IDEUX	1.874	24.913
IGLBX	1.858	25.178
IGLCX	2.488	39.982
JAMRX	1.991	35.740
JAOSX	1.870	23.264
JAVLX	2.237	30.771
JAWWX	1.946	20.705
LMVTX	1.735	19.463
MAFGX	1.849	20.490
MBFGX	1.923	20.626
MCFGX	2.463	60.247
MCOBX	1.959	19.729
MCOFX	1.875	18.821
MDFGX	1.942	18.833
MGCAX	1.789	31.720
MSEQX	1.842	31.348
NAWCX	1.318	24.631
NAWGX	1.384	24.676
POVBX	2.579	149.234
POVSX	1.619	21.647
RYOSX	2.690	42.951
SCGEX	1.656	18.530
SRGFX	2.224	40.412
SSGWX	2.044	26.771
TALGX	1.368	30.664
TRGEX	1.786	25.739
TWIEX	1.773	23.208
UMBIX	1.823	12.379
USBOX	2.093	24.542
VGHCX	1.334	26.919
VPMCX	1.513	20.243
WAGEX	1.625	17.619
WBIGX	0.979	25.015
FMAGX	1.681	14.225
JANSX	2.643	35.453
VFINX	1.690	27.731
VWNDX	1.889	21.968