Table III Descriptive statistics of SRI... | Emerald Publishing

Table III

Descriptive statistics of SRI funds

	Annual geometric mean return (%)	Annualized SD (%)	Average monthly return (%)	Highest monthly return (%)	Lowest monthly return (%)	Skewness	Kurtosis
Mean	6.62	14.78	0.64	11.91	−16.31	−0.69	2.65
Minimum	−11.15	2.17	−0.51	1.47	−38.58	−3.21	0.22
Maximum	24.48	32.49	1.97	31.31	−1.51	0.54	24.30
First quartile	4.34	11.28	0.41	9.11	−20.01	−0.88	1.13
Median	6.13	15.78	0.60	12.37	−17.54	−0.67	2.09
Third quartile	8.21	18.12	0.77	14.09	−12.78	−0.40	3.11

	Annual geometric mean return (%)	Annualized SD (%)	Average monthly return (%)	Highest monthly return (%)	Lowest monthly return (%)	Skewness	Kurtosis
Mean	6.62	14.78	0.64	11.91	−16.31	−0.69	2.65
Minimum	−11.15	2.17	−0.51	1.47	−38.58	−3.21	0.22
Maximum	24.48	32.49	1.97	31.31	−1.51	0.54	24.30
First quartile	4.34	11.28	0.41	9.11	−20.01	−0.88	1.13
Median	6.13	15.78	0.60	12.37	−17.54	−0.67	2.09
Third quartile	8.21	18.12	0.77	14.09	−12.78	−0.40	3.11

Notes: This table reports the descriptive statistics of SRI funds. The sample includes 152 SRI funds during the sample period of January 1995 to May 2015