Assessment of performance persistence of South African unit trust funds

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/ ")

本文件夹包含了用于研究《南非单元信托基金的表现持续性》所使用的数据。评估数据所采用的软件为 R，而 RStudio 则作为软件操作的界面。用于评估的脚本/代码以名为“R Script”的文档形式包含在文件夹中，该代码包含注释以协助潜在用户理解并应用数据，以实现潜在的复制/未来研究。打开相关的数据电子表格（命名为“Data - 相关第三层级 ASISA 名称的缩写”），相关基金代码列于行中，而数据点的适用日期则列于列中。相关代码的基金名称可在当前存于 PERCom 委员会的论文附录中找到。任何特定行业电子表格的最后一个标签页将包含基金代码于列中，以及相关的数据点编号于行标签中。在 R 处理之前，数据（例如超额收益）的复制品矩阵被转置，因为这正是 R 读取和提供输出数据的方式。最后，名为“ASISA 数据”的文件夹包含了用于引言和文献综述讨论目的的所有相关南非储蓄与投资协会数据。仅包含本研究相关的数据被纳入此文件夹（“ASISA 数据”）；然而，读者/研究人员可以从 ASISA 网站获取扩展版本（https://www.asisa.org.za/statistics/collective-investments-schemes/）。