Feature Importance for 3 years

Feature Importance for 3 years

Once the Random Forest Model was fitted, we calculated importance of each feature for short term and long term investment.

Based on the anlsysis, we found that Beta, R Squared, Standard Deviation, Alpha, and Sharpe Ratio are the important fearures when determining the good mutual fund for 3 years investment.

For 5 years investment, R Squared, Alpha, Standard Deviation, Returns, Treynor Ratio are the important fearures when determining the good mutual.

Similarly for 10 years investment R Squared, Treynor Ratio, Returns, Standard Deviation, Sharpe Ratio are the important fearures when determining the good mutual fund.

We plotted barplot of feature importance term/long basis. The bar plot for 3 years , 5 years and 10 years investment are as shown below.

Feature Importance for 5 years

Feature Importance for 5 years

Feature Importance for 10 years

Feature Importance for 10 years