performance evaluation of Mutual Fund

performance evaluation of Mutual Fund - IBS 650 Performance...

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Unformatted text preview: IBS 650 Performance Evaluation of Mutual Funds Money & Capital Markets By: Hewad Wolasmal Contents Executive Summery ...................................................................................... 2 Introduction ................................................................................................... 2 There are two types of mutual funds: .......................................................................... 3 Literature Review: ........................................................................................ 3 Factors affecting mutual funds .................................................................... 4 1. Expense Ratio .............................................................................................................. 4 Risk .................................................................................................................................. 5 Treynors performance index: .......................................................................................... 7 2- Sharpes Performance index ........................................................................................ 8 3- Jensens Alpha: ............................................................................................................ 9 Analysis: ....................................................................................................... 10 Data: ............................................................................................................................... 10 Data analysis: ................................................................................................................. 10 The Result: ................................................................................................... 11 Conclusion: .................................................................................................. 11 Weaknesses of the model: ........................................................................... 12 Reference: .................................................................................................... 13 Appendix: ..................................................................................................... 15 TABLE 1 Descriptive Statistics for 80 European Mutual Funds .................................. 15 TABLE 2 Analysis of Financial Performance of Sample Funds ................................... 16 TABLE 3 Top Twenty Ranking of Funds ..................................................................... 17 Table 4 Top Twenty Ranking and Size .......................................................................... 17 Table 5 Ranking of Funds according to Size ................................................................. 18 Graph 1 SML ................................................................................................................. 19 Graph 2 Treynors SML ......................................................................................................
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This note was uploaded on 11/14/2010 for the course MARKETING 234 taught by Professor Arshad during the Spring '10 term at IMSciences.

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performance evaluation of Mutual Fund - IBS 650 Performance...

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