The Fidelity® Family of Funds –PEGY Estimation

Authors

Doug Lyon, Fairfield UniversityFollow

Abstract

The Fidelity® network of mutual funds has $2T under management and gives investors access to over 10,000 funds. We describe a technique for screening some of these funds using the PEGY ratio. We are motivated by our employers’ constraint on the purchase of funds outside of the Fidelity® family of funds and by the prohibition on the purchase of individual stocks in our retirement account. Our approach has led to a deep dive into data mining techniques and the creation of a data mining framework.

Recommended Citation

Lyon, Doug (2020) "The Fidelity® Family of Funds –PEGY Estimation," International Journal of Computer and Systems Engineering: Vol. 1: Iss. 1, Article 3.
Available at: https://digitalcommons.fairfield.edu/ijcase/vol1/iss1/3