Assignment 4 Please submit assignments (one per group) to asufin421@gmail.com by Monday, Nov 21th,...

Question

Assignment 4 Please submit assignments (one per group) to [email protected] by Monday, Nov 21th, at 6 pm. No late assignments will be accepted. If submitting an excel file, make sure you do not submit unnecessary pages of data and create a summary tab containing all answers. Mutual Fund Performance Evaluation The spreadsheet on the course website contains historical returns (and other data) of the Fidelity Magellan Fund as well as the three Fama-French factors and the UMD-momentum portfolio. Don’t forget to divide the series by 100 and deduct the risk free rate (if needed). The 1 month t-bill series and 10 year bond returns are available in your file. 1. Perform market, Fama-Frech, and 4-factor model regressions. Compare the results. What does is suggest about the investment strategy of this fund? Is this a good fund to invest in? 2. Perform rolling 60 months 4-factor regressions: In each months t, estimate the regression using months t - 59 to t. Express alphas in annual terms by multiplying it by 12. Plot the coefficients over time and interpret (You might have to rescale the coefficients a bit to make them visible in the plot, e.g. plot 100 × alpha). Also compute and plot rolling mean estimates. 3. Interpret the development of the coefficients with respect to the data provided about the fund (changes of the manager, expenses,...). Comment on the peaks and lows of the coefficients. Do you see any connection to the facts about the fund? Comment on the alphas. 4. Estimate inflows and outflows of the fund as the change in total net asset value unexplained by the fund return. How do flows react to past performance? How does future performance react to fund flows? Add a (sufficiently smooth) measure of fund flows to the plot above and interpret. Hint: For the rolling regressions, you might want to use the Excel-function called LINEST(known y’s,known x’s,[const],[stats]) You won’t need [const] or [stats]. Enter the formula into one cell and select fund returns as “Y’s” and factor returns as “X’s”. To get all coefficients, you need to select the cell with the function and the 4 cells to its right (for a total of 5 coefficients). Press F2, and then press CTRL+SHIFT+ENTER. Check the order of coefficients by comparing them to the results obtained from Tools ? Data Analysis ? Regression once.

year	month	name	Mgr_Name	expenses	turnover	return	net_assets
1968	1	Magellan Fund	0	-0.05462
1968	2	Magellan Fund	0	-0.08853
1968	3	Magellan Fund	0	0.00442
1968	4	Magellan Fund	0	0.15729
1968	5	Magellan Fund	0	0.17053
1968	6	Magellan Fund	0	-0.02234
1968	7	Magellan Fund	0	-0.03251
1968	8	Magellan Fund	0	0.05456
1968	9	Magellan Fund	0	0.07161
1968	10	Magellan Fund	0	0.01649
1968	11	Magellan Fund	0	0.12453
1968	12	Magellan Fund	0	-0.01674	7.1
1969	1	Magellan Fund	0	-0.0076
1969	2	Magellan Fund	0	-0.11111
1969	3	Magellan Fund	0	0.03771
1969	4	Magellan Fund	0	0.04075
1969	5	Magellan Fund	0	0.03496
1969	6	Magellan Fund	0	-0.12253
1969	7	Magellan Fund	0	-0.1077
1969	8	Magellan Fund	0	0.07113
1969	9	Magellan Fund	0	-0.006
1969	10	Magellan Fund	0	0.06379
1969	11	Magellan Fund	0	-0.04741
1969	12	Magellan Fund	0	-0.00766	8.2
1970	1	Magellan Fund	0.0079	-0.07973
1970	2	Magellan Fund	0.0079	-0.00047
1970	3	Magellan Fund	0.0079	-0.08854
1970	4	Magellan Fund	0.0079	-0.12219
1970	5	Magellan Fund	0.0079	-0.04562
1970	6	Magellan Fund	0.0079	-0.07055
1970	7	Magellan Fund	0.0079	0.0363
1970	8	Magellan Fund	0.0079	0.04268
1970	9	Magellan Fund	0.0079	0.12584
1970	10	Magellan Fund	0.0079	-0.02713
1970	11	Magellan Fund	0.0079	0.02677
1970	12	Magellan Fund	0.0079	0.06247	6.9
1971	1	Magellan Fund	0	0.08538
1971	2	Magellan Fund	0	0.06453
1971	3	Magellan Fund	0	0.07832
1971	4	Magellan Fund	0	0.04021
1971	5	Magellan Fund	0	-0.01986
1971	6	Magellan Fund	0	-0.02033
1971	7	Magellan Fund	0	-0.04027
1971	8	Magellan Fund	0	0.05407
1971	9	Magellan Fund	0	0.00657
1971	10	Magellan Fund	0	-0.08602
1971	11	Magellan Fund	0	-0.02587
1971	12	Magellan Fund	0	0.19734	9.2
1972	1	Magellan Fund	0.011	0.11205
1972	2	Magellan Fund	0.011	0.07256
1972	3	Magellan Fund	0.011	0.06412
1972	4	Magellan Fund	0.011	0.04188
1972	5	Magellan Fund	0.011	0.02313
1972	6	Magellan Fund	0.011	-0.03166
1972	7	Magellan Fund	0.011	-0.02539
1972	8	Magellan Fund	0.011	-0.03953
1972	9	Magellan Fund	0.011	-0.00343
1972	10	Magellan Fund	0.011	-0.02503
1972	11	Magellan Fund	0.011	0.05424
1972	12	Magellan Fund	0.011	0.03562	11.6
1973	1	Magellan Fund	0.0126	-0.09553
1973	2	Magellan Fund	0.0126	-0.10432
1973	3	Magellan Fund	0.0126	-0.00907
1973	4	Magellan Fund	0.0126	-0.12193
1973	5	Magellan Fund	0.0126	-0.1221
1973	6	Magellan Fund	0.0126	-0.04425
1973	7	Magellan Fund	0.0126	0.19302
1973	8	Magellan Fund	0.0126	-0.02167
1973	9	Magellan Fund	0.0126	0.13498
1973	10	Magellan Fund	0.0126	-0.0404
1973	11	Magellan Fund	0.0126	-0.24787
1973	12	Magellan Fund	0.0126	0.02327	6.3
1974	1	Magellan Fund	0.0125	0.05286
1974	2	Magellan Fund	0.0125	-0.03503
1974	3	Magellan Fund	0.0125	-0.03146
1974	4	Magellan Fund	0.0125	-0.05533
1974	5	Magellan Fund	0.0125	-0.10186
1974	6	Magellan Fund	0.0125	-0.03706
1974	7	Magellan Fund	0.0125	-0.0077
1974	8	Magellan Fund	0.0125	-0.07991
1974	9	Magellan Fund	0.0125	-0.11636
1974	10	Magellan Fund	0.0125	0.16317
1974	11	Magellan Fund	0.0125	0.00246
1974	12	Magellan Fund	0.0125	-0.05155	4
1975	1	Magellan Fund	0.0168	0.1113
1975	2	Magellan Fund	0.0168	0.08773
1975	3	Magellan Fund	0.0168	0.03212
1975	4	Magellan Fund	0.0168	0.18787
1975	5	Magellan Fund	0.0168	0
1975	6	Magellan Fund	0.0168	0.05453
1975	7	Magellan Fund	0.0168	-0.06858
1975	8	Magellan Fund	0.0168	-0.01388
1975	9	Magellan Fund	0.0168	-0.02938
1975	10	Magellan Fund	0.0168	0.01009
1975	11	Magellan Fund	0.0168	0.01124
1975	12	Magellan Fund	0.0168	0.01481	5.4
1976	1	Magellan Fund	0.0168	1.689	0.15085
1976	2	Magellan Fund	0.0168	1.689	0.03858
1976	3	Magellan Fund	0.0168	1.689	0.02494
1976	4	Magellan Fund	0.0168	1.689	0.0007
1976	5	Magellan Fund	0.0168	1.689	0.02158
1976	6	Magellan Fund	0.0168	1.689	0.07565
1976	7	Magellan Fund	0.0168	1.689	-0.03201
1976	8	Magellan Fund	0.0168	1.689	-0.03259
1976	9	Magellan Fund	0.0168	1.689	0.01855
1976	10	Magellan Fund	0.0168	1.689	-0.02397
1976	11	Magellan Fund	0.0168	1.689	0.0334
1976	12	Magellan Fund	0.0168	1.689	0.06274	22
1977	1	Magellan Fund	Peter Lynch	0.0149	0.01521
1977	2	Magellan Fund	Peter Lynch	0.0149	-0.00044
1977	3	Magellan Fund	Peter Lynch	0.0149	-0.01454
1977	4	Magellan Fund	Peter Lynch	0.0149	0.03419
1977	5	Magellan Fund	Peter Lynch	0.0149	0.00351
1977	6	Magellan Fund	Peter Lynch	0.0149	0.07524
1977	7	Magellan Fund	Peter Lynch	0.0149	-0.02482
1977	8	Magellan Fund	Peter Lynch	0.0149	-0.03296
1977	9	Magellan Fund	Peter Lynch	0.0149	-0.00259
1977	10	Magellan Fund	Peter Lynch	0.0149	-0.03114
1977	11	Magellan Fund	Peter Lynch	0.0149	0.08214
1977	12	Magellan Fund	Peter Lynch	0.0149	0.04002	22.2
1978	1	Magellan Fund	Peter Lynch	0.015	2.39	-0.06624
1978	2	Magellan Fund	Peter Lynch	0.015	2.39	0.04206
1978	3	Magellan Fund	Peter Lynch	0.015	2.39	0.09172
1978	4	Magellan Fund	Peter Lynch	0.015	2.39	0.12284
1978	5	Magellan Fund	Peter Lynch	0.015	2.39	0.06392
1978	6	Magellan Fund	Peter Lynch	0.015	2.39	-0.02384
1978	7	Magellan Fund	Peter Lynch	0.015	2.39	0.12504
1978	8	Magellan Fund	Peter Lynch	0.015	2.39	0.08886
1978	9	Magellan Fund	Peter Lynch	0.015	2.39	-0.03296
1978	10	Magellan Fund	Peter Lynch	0.015	2.39	-0.20836
1978	11	Magellan Fund	Peter Lynch	0.015	2.39	0.1
1978	12	Magellan Fund	Peter Lynch	0.015	2.39	0.03062	26.4
1979	1	Magellan Fund	Peter Lynch	0.0143	2.485	0.10383
1979	2	Magellan Fund	Peter Lynch	0.0143	2.485	-0.04412
1979	3	Magellan Fund	Peter Lynch	0.0143	2.485	0.12714
1979	4	Magellan Fund	Peter Lynch	0.0143	2.485	0.02006
1979	5	Magellan Fund	Peter Lynch	0.0143	2.485	-0.02582
1979	6	Magellan Fund	Peter Lynch	0.0143	2.485	0.07375
1979	7	Magellan Fund	Peter Lynch	0.0143	2.485	0.02591
1979	8	Magellan Fund	Peter Lynch	0.0143	2.485	0.11746
1979	9	Magellan Fund	Peter Lynch	0.0143	2.485	-0.00682
1979	10	Magellan Fund	Peter Lynch	0.0143	2.485	-0.09596
1979	11	Magellan Fund	Peter Lynch	0.0143	2.485	0.10283
1979	12	Magellan Fund	Peter Lynch	0.0143	2.485	0.05319	35.1
1980	1	Magellan Fund	Peter Lynch	0.014	3.38	0.08628
1980	2	Magellan Fund	Peter Lynch	0.014	3.38	0.00414
1980	3	Magellan Fund	Peter Lynch	0.014	3.38	-0.13496
1980	4	Magellan Fund	Peter Lynch	0.014	3.38	0.08321
1980	5	Magellan Fund	Peter Lynch	0.014	3.38	0.08715
1980	6	Magellan Fund	Peter Lynch	0.014	3.38	0.07827
1980	7	Magellan Fund	Peter Lynch	0.014	3.38	0.08897
1980	8	Magellan Fund	Peter Lynch	0.014	3.38	0.0487
1980	9	Magellan Fund	Peter Lynch	0.014	3.38	0.07822
1980	10	Magellan Fund	Peter Lynch	0.014	3.38	0.06067
1980	11	Magellan Fund	Peter Lynch	0.014	3.38	0.11938
1980	12	Magellan Fund	Peter Lynch	0.014	3.38	-0.03001	53.5
1981	1	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.00932
1981	2	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.0237
1981	3	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.09592	58.81
1981	4	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.03087
1981	5	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.0653
1981	6	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.01012	104.37
1981	7	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.00139
1981	8	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.07671
1981	9	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.06999	90.44
1981	10	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.10449
1981	11	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	0.04412
1981	12	Fidelity Magellan Fund	Peter Lynch	0.0123	2.77	-0.02535	107.25
1982	1	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	-0.02938
1982	2	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	-0.02333
1982	3	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0	115.778
1982	4	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.08283
1982	5	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	-0.02929
1982	6	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.00365	146.819
1982	7	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	-0.00468
1982	8	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.09238
1982	9	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.03966	231.161
1982	10	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.14384
1982	11	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.10888
1982	12	Fidelity Magellan Fund	Peter Lynch	0.0134	1.94	0.03261	458.433
1983	1	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.0607
1983	2	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.0612
1983	3	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.06764	797.602
1983	4	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.10511
1983	5	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.03291
1983	6	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.05277	1351.9
1983	7	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	-0.0347
1983	8	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	-0.02237
1983	9	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.03351	1477.9
1983	10	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	-0.04349
1983	11	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	0.04492
1983	12	Fidelity Magellan Fund	Peter Lynch	0.0085	1.2	-0.01556	1606
1984	1	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.00911
1984	2	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.06488
1984	3	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.01792	1604.107
1984	4	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.00795
1984	5	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.06822
1984	6	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.0323	1617.6
1984	7	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.01581
1984	8	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.11658
1984	9	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.00184	1891.91
1984	10	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.01284
1984	11	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	-0.01207
1984	12	Fidelity Magellan Fund	Peter Lynch	0.0104	0.85	0.02902	1954.4
1985	1	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.10122
1985	2	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.00701
1985	3	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.00883	2359.026
1985	4	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.00531
1985	5	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.05406
1985	6	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.02991	2878.476
1985	7	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.00752
1985	8	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.00489
1985	9	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	-0.04686	2961.971
1985	10	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.06475
1985	11	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.08453
1985	12	Fidelity Magellan Fund	Peter Lynch	0.0112	1.26	0.05188	4136
1986	1	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.03937
1986	2	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.10343
1986	3	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.06731	5998.5
1986	4	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.00452
1986	5	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.03286
1986	6	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.02384	7270.9
1986	7	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.0667
1986	8	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.06434
1986	9	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.08501	6504
1986	10	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.05225
1986	11	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.01005
1986	12	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.01483	7405.5
1987	1	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.13001
1987	2	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.07415
1987	3	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.01286	9843.9
1987	4	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.0162
1987	5	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.00102
1987	6	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.0414	10842.3
1987	7	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.04887
1987	8	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.04016
1987	9	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.02457	11589.5
1987	10	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.25805
1987	11	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	-0.07552
1987	12	Fidelity Magellan Fund	Peter Lynch	0.0108	0.96	0.09742	7800.1
1988	1	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.03965
1988	2	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.06069
1988	3	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	-0.00271	8434.3
1988	4	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.01791
1988	5	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	-0.00267
1988	6	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.06835	9257.4
1988	7	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	-0.00648
1988	8	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	-0.03178
1988	9	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.04195	9016
1988	10	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.02086
1988	11	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	-0.01349
1988	12	Fidelity Magellan Fund	Peter Lynch	0.0113	0.82	0.01965	8971.1
1989	1	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.08113
1989	2	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	-0.01627
1989	3	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.02977	9622.2
1989	4	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.05026
1989	5	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.0528
1989	6	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	-0.00868	10756.6
1989	7	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.08402
1989	8	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.02616
1989	9	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.01731	12427.9
1989	10	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	-0.0314
1989	11	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.01645
1989	12	Fidelity Magellan Fund	Peter Lynch	0.0108	0.87	0.00626	12699.6
1990	1	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.06449
1990	2	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.02054
1990	3	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.02555	13176.9
1990	4	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.02526
1990	5	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.08894
1990	6	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.00435	14038.9
1990	7	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.01132
1990	8	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.09798
1990	9	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.06346	11318.9
1990	10	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	-0.01236
1990	11	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.07567
1990	12	Fidelity Magellan Fund	Peter Lynch	0.0101	1.42	0.03103	12325.7
1991	1	Fidelity Magellan Fund	0.0106	0.06991	13122.3
1991	2	Fidelity Magellan Fund	0.0106	0.08683	14292.5
1991	3	Fidelity Magellan Fund	0.0106	0.03397	14805.3
1991	4	Fidelity Magellan Fund	0.0106	0.0037	14990
1991	5	Fidelity Magellan Fund	0.0106	0.05702	16004.6
1991	6	Fidelity Magellan Fund	0.0106	-0.05876	15251.8
1991	7	Fidelity Magellan Fund	0.0106	0.06211	16384.4
1991	8	Fidelity Magellan Fund	0.0106	0.03074	17227.3
1991	9	Fidelity Magellan Fund	0.0106	-0.00378	17276.5
1991	10	Fidelity Magellan Fund	0.0106	0.01343	17704.6
1991	11	Fidelity Magellan Fund	0.0106	-0.04942	16992.5
1991	12	Fidelity Magellan Fund	0.0106	0.11802	19257.1
1992	1	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.00044	19424.1
1992	2	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.02025	20049.7
1992	3	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	-0.02713	19745.5
1992	4	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.01482	20442
1992	5	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.00958	20788
1992	6	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	-0.01761	20553.6
1992	7	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.02806	21219.9
1992	8	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	-0.02169	20826.5
1992	9	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.01147	21046.6
1992	10	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.00705	21193.2
1992	11	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.02526	21817.3
1992	12	Fidelity Magellan Fund	JEFF VINIK	0.01	1.55	0.01939	22268.9
1993	1	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.02635	22940
1993	2	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.02088	23484.3
1993	3	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.03666	24875.4
1993	4	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.00979	25345.8
1993	5	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.03941	26537.5
1993	6	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.01395	27126.3
1993	7	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.01103	27804.6
1993	8	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.05881	29847.9
1993	9	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.01084	30509.8
1993	10	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.00066	31024.5
1993	11	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	-0.03295	30614.6
1993	12	Fidelity Magellan Fund	JEFF VINIK	0.0099	1.32	0.02987	31705.1
1994	1	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.03952	33943.1
1994	2	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.00733	33984.7
1994	3	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.04637	33197
1994	4	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.01004	34175.4
1994	5	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.01152	34278.3
1994	6	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.04339	33179.4
1994	7	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.03347	34147.2
1994	8	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.04737	36708.2
1994	9	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.02601	36163
1994	10	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.03382	37567.1
1994	11	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	-0.05481	35954.9
1994	12	Fidelity Magellan Fund	JEFF VINIK	0.0096	1.2	0.01412	36441.5
1995	1	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	-0.01018	36091.3
1995	2	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.05611	38217.4
1995	3	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.03738	39773.8
1995	4	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.04652	41810.7
1995	5	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.02796	43208.4
1995	6	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.07617	46653.2
1995	7	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.07677	50729.4
1995	8	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.00868	51613
1995	9	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.01852	53038.2
1995	10	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	-0.02577	52310.8
1995	11	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	0.02222	53805
1995	12	Fidelity Magellan Fund	JEFF VINIK	0.0092	1.55	-0.01076	53702.3
1996	1	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.01442	55429.9
1996	2	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	-0.00654	55501.6
1996	3	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.00992	56159.9
1996	4	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.00651	56019.5
1996	5	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.00452	55203.3
1996	6	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	-0.00093	54468.6
1996	7	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	-0.04652	50972.3
1996	8	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.02524	51683
1996	9	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.04007	53001.4
1996	10	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.02367	53244.4
1996	11	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	0.06474	55851.1
1996	12	Fidelity Magellan Fund	Robert Stansky	0.0092	1.55	-0.01968	53988.7
1997	1	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.04389	55151
1997	2	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.01342	53788.9
1997	3	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.03443	51417.6
1997	4	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.04464	52990.8
1997	5	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.07134	56264.4
1997	6	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.0414	58340.3
1997	7	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.08391	62949.7
1997	8	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.04448	60097.1
1997	9	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.05885	63775.68
1997	10	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.03405	61752.76
1997	11	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.01949	63035.38
1997	12	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.01138	63766.16
1998	1	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.01081	63958.6
1998	2	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.0758	68703.59
1998	3	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.05029	72042.39
1998	4	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.01158	72959.59
1998	5	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.01976	71534.47
1998	6	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.04261	74613.36
1998	7	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.00748	73830.43
1998	8	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	-0.15486	62315.3
1998	9	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.06046	65881.99
1998	10	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.07701	70600.02
1998	11	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.0776	76290.44
1998	12	Fidelity Magellan Fund	Robert Stansky	0.0061	0.34	0.09619	83552.07
1999	1	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.05247	88181.83
1999	2	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	-0.03193	85857.73
1999	3	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.05402	90778.93
1999	4	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.02389	93682.26
1999	5	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	-0.02875	91386.01
1999	6	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.06517	97594.05
1999	7	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	-0.03367	94598.43
1999	8	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	-0.01236	93561.88
1999	9	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	-0.01478	92186.95
1999	10	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.06007	97456.28
1999	11	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.02049	99184
1999	12	Fidelity Magellan Fund	Robert Stansky	0.006	0.37	0.07204	105938.5
2000	1	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.04809	100845.9
2000	2	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	0.01	100818.6
2000	3	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	0.09051	109073
2000	4	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.04307	104606
2000	5	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.03357	100939.8
2000	6	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	0.03857	104718.3
2000	7	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.0124	103536.2
2000	8	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	0.06393	109796.2
2000	9	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.0538	103647.7
2000	10	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.01793	101625.4
2000	11	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	-0.08513	92588.11
2000	12	Fidelity Magellan Fund	Robert Stansky	0.0074	0.28	0.00838	93066.88
2001	1	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.03252	95834.25
2001	2	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.09368	86540.2
2001	3	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.06396	80177.71
2001	4	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.08756	87197.48
2001	5	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.01045	88173.13
2001	6	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.02467	86007.34
2001	7	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.0153	84557.97
2001	8	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.06481	78834.21
2001	9	Fidelity Magellan	Robert Stansky	0.0088	0.24	-0.08084	71651.69
2001	10	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.02372	73285.52
2001	11	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.0748	78790.21
2001	12	Fidelity Magellan	Robert Stansky	0.0088	0.24	0.01043	79515.17
2002	1	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.03147	76885.83
2002	2	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.01724	75376.13
2002	3	Fidelity Magellan	Robert Stansky	0.0088	0.15	0.03377	77766.88
2002	4	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.06358	72473.34
2002	5	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.00209	71892.8
2002	6	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.07669	65860.46
2002	7	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.07186	59855.34
2002	8	Fidelity Magellan	Robert Stansky	0.0088	0.15	0.00975	60280.61
2002	9	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.10758	53462.12
2002	10	Fidelity Magellan	Robert Stansky	0.0088	0.15	0.094439	58056
2002	11	Fidelity Magellan	Robert Stansky	0.0088	0.15	0.050068	60873.3
2002	12	Fidelity Magellan	Robert Stansky	0.0088	0.15	-0.06453	56750.8
2003	1	Fidelity Magellan	Robert Stansky	0.0076	0.21	-0.02761	54728.2
2003	2	Fidelity Magellan	Robert Stansky	0.0076	0.21	-0.01211	53720.6
2003	3	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.011074	54165.1
2003	4	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.082149	58661.8
2003	5	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.044167	61169.6
2003	6	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.011102	61942.4
2003	7	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.013153	62509.9
2003	8	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.016595	63346.4
2003	9	Fidelity Magellan	Robert Stansky	0.0076	0.21	-0.01477	62268.2
2003	10	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.048805	65007.7
2003	11	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.004406	64988.7
2003	12	Fidelity Magellan	Robert Stansky	0.0076	0.21	0.052312	67995.1
2004	1	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.012789	67678.2
2004	2	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.014244	68289.2
2004	3	Fidelity Magellan	Robert Stansky	0.0069	0.13	-0.01265	66873.3
2004	4	Fidelity Magellan	Robert Stansky	0.0069	0.13	-0.01705	65142.6
2004	5	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.010508	65301.3
2004	6	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.014555	65616.6
2004	7	Fidelity Magellan	Robert Stansky	0.0069	0.13	-0.03913	62421.7
2004	8	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.002401	61924.9
2004	9	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.009478	61520
2004	10	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.015374	61721
2004	11	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.033127	62550
2004	12	Fidelity Magellan	Robert Stansky	0.0069	0.13	0.031135	63295.8
2005	1	Fidelity Magellan	Robert Stansky	0.0062	0.06	-0.01879	60397.1
2005	2	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.011881	59656.7
2005	3	Fidelity Magellan	Robert Stansky	0.0062	0.06	-0.01989	57371.6
2005	4	Fidelity Magellan	Robert Stansky	0.0062	0.06	-0.02059	54856.6
2005	5	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.036052	55737.8
2005	6	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.000391	54894.4
2005	7	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.0402	55955.7
2005	8	Fidelity Magellan	Robert Stansky	0.0062	0.06	-0.01147	53890.9
2005	9	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.007039	52491.6
2005	10	Fidelity Magellan	Robert Stansky	0.0062	0.06	-0.01285	50671.9
2005	11	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.03349	51336.5
2005	12	Fidelity Magellan	Robert Stansky	0.0062	0.06	0.019762	51181
2006	1	Fidelity Magellan	Harry Lange	0.0058	0.74	0.047726	51690.1
2006	2	Fidelity Magellan	Harry Lange	0.0058	0.74	-0.01489	50230.1
2006	3	Fidelity Magellan	Harry Lange	0.0058	0.74	0.026761	50753
2006	4	Fidelity Magellan	Harry Lange	0.0058	0.74	0.019149	50963.5
2006	5	Fidelity Magellan	Harry Lange	0.0058	0.74	-0.05096	47552
2006	6	Fidelity Magellan	Harry Lange	0.0058	0.74	-0.00737	46615.3
2006	7	Fidelity Magellan	Harry Lange	0.0058	0.74	-0.03128	44468
2006	8	Fidelity Magellan	Harry Lange	0.0058	0.74	0.024037	45004.6
2006	9	Fidelity Magellan	Harry Lange	0.0058	0.74	0.011276	44832
2006	10	Fidelity Magellan	Harry Lange	0.0058	0.74	0.029127	45403.4
2006	11	Fidelity Magellan	Harry Lange	0.0058	0.74	0.025981	45958.5
2006	12	Fidelity Magellan	Harry Lange	0.0058	0.74	-0.00516	44962.2
2007	1	Fidelity Magellan	Harry Lange	0.0053	0.41	0.028709	45181.7
2007	2	Fidelity Magellan	Harry Lange	0.0053	0.41	-0.01651	43812.3
2007	3	Fidelity Magellan	Harry Lange	0.0053	0.41	0.008281	43379.8
2007	4	Fidelity Magellan	Harry Lange	0.0053	0.41	0.048182	44421.5
2007	5	Fidelity Magellan	Harry Lange	0.0053	0.41	0.040484	45277.3
2007	6	Fidelity Magellan	Harry Lange	0.0053	0.41	-0.00425	44373.1
2007	7	Fidelity Magellan	Harry Lange	0.0053	0.41	-0.01823	42836.5
2007	8	Fidelity Magellan	Harry Lange	0.0053	0.41	0.011619	42899.7
2007	9	Fidelity Magellan	Harry Lange	0.0053	0.41	0.062151	45351
2007	10	Fidelity Magellan	Harry Lange	0.0053	0.41	0.053158	47337.1
2007	11	Fidelity Magellan	Harry Lange	0.0053	0.41	-0.0379	45094.4
2007	12	Fidelity Magellan	Harry Lange	0.0053	0.41	0.0035	44821.9
2008	1	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.08949	39971.3
2008	2	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.01603	39363.4
2008	3	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.02188	38402.2
2008	4	Fidelity Magellan	Harry Lange	0.0072	0.57	0.065159	40531.8
2008	5	Fidelity Magellan	Harry Lange	0.0072	0.57	0.030498	41213.3
2008	6	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.08376	37618.3
2008	7	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.03934	35653.7
2008	8	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.00078	35177
2008	9	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.17981	28359.5
2008	10	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.2159	21563.1
2008	11	Fidelity Magellan	Harry Lange	0.0072	0.57	-0.11329	18637.7
2008	12	Fidelity Magellan	Harry Lange	0.0072	0.57	0.048884	18948.4
2009	1	Fidelity Magellan	Harry Lange	0.007	0.67	-0.07545	17173.6
2009	2	Fidelity Magellan	Harry Lange	0.007	0.67	-0.07594	15529.1
2009	3	Fidelity Magellan	Harry Lange	0.007	0.67	0.139102	17229.2
2009	4	Fidelity Magellan	Harry Lange	0.007	0.67	0.136679	19530.3
2009	5	Fidelity Magellan	Harry Lange	0.007	0.67	0.062313	20635.4
2009	6	Fidelity Magellan	Harry Lange	0.007	0.67	-0.01376	19909.9
2009	7	Fidelity Magellan	Harry Lange	0.007	0.67	0.087637	21519.8
2009	8	Fidelity Magellan	Harry Lange	0.007	0.67	0.02166	21812.8
2009	9	Fidelity Magellan	Harry Lange	0.007	0.67	0.053087	22722.6
2009	10	Fidelity Magellan	Harry Lange	0.007	0.67	-0.05428	21113.4
2009	11	Fidelity Magellan	Harry Lange	0.007	0.67	0.054496	21942.9
2009	12	Fidelity Magellan	Harry Lange	0.007	0.67	0.043492	22609.6
2010	1	Fidelity Magellan	Harry Lange	0.0074	0.39	-0.04369	21210
2010	2	Fidelity Magellan	Harry Lange	0.0074	0.39	0.030076	21632
2010	3	Fidelity Magellan	Harry Lange	0.0074	0.39	0.066288	22631.2
2010	4	Fidelity Magellan	Harry Lange	0.0074	0.39	0.014506	22577.4
2010	5	Fidelity Magellan	Harry Lange	0.0074	0.39	-0.08098	20392
2010	6	Fidelity Magellan	Harry Lange	0.0074	0.39	-0.0647	18864.6
2010	7	Fidelity Magellan	Harry Lange	0.0074	0.39	0.050646	19075.5
2010	8	Fidelity Magellan	Harry Lange	0.0074	0.39	-0.0592	17722.5
2010	9	Fidelity Magellan	Harry Lange	0.0074	0.39	0.108322	19327.4
2010	10	Fidelity Magellan	Harry Lange	0.0074	0.39	0.036146	19318.2
2010	11	Fidelity Magellan	Harry Lange	0.0074	0.39	0.013625	19324.7
2010	12	Fidelity Magellan	Harry Lange	0.0074	0.39	0.066593	19913.2

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Assignment 4 Please submit assignments (one per group) to XXXXXXXXXX by Monday, Nov 21th, at 6 pm. No late assignments will be accepted. If submitting an excel file, make sure you do not submit...

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