理解decile portfolio||summary statistics

  • Decile

    From wikipedia, in descriptive statistics, a decile is any of the nine values that divide the sorted data into ten equal parts, so that each part represents 1/10 of the sample or population.

    A decile is one possible form of a quantile, others include the quartile and percentile.

    A decile is usually used to assign decile ranks to a data set.

    In Finance and Economics, deciles are used to assess(评估) the performance of a portfolio or a group of mutual funds. The decile rank acts as a comparative number that measures the performance of an asset against similar assets.

    一种统计方法,用于显示数据样本在十分位下的分布情况。

  • Summary statistics

    In descriptive statistics, summary statistics are used to summarize a set of observations, in order to communicate the largest amount of information as simple as possible.

    A common collection of order statistics used as summary statistics are the five-number summary, sometimes extended to a seven-number summary, and the associated box plot.

  • Reference

  1. Investopedia : decile

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