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I think the only valid answer is you can't. The techniques you describe would work of the signal was much stronger than the noise but it seems that with your fund returns this is not the case. You could try to get more data or look at other risk measures like max drawdown to get some idea of the risks involved.


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To get one-month rate X from three-month rate Y, you use this formula: 1 + X = (1 + Y)^(1/3) To get one-month rate X from annual (12-month) rate Y, you use this formula: 1 + X = (1 + Y)^(1/12) To get three-month rate X from annual (12 month) rate Y, you use: 1 + X = (1 + Y)^(3/12) 0.25% is annual 3% converted to a monthly rate, i.e. (1+0.03)^(1/12) - 1 ...



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