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.