Analysis of Components of Investment Performance - An Empirical Study of Mutual Funds in India

2006 ◽  
Author(s):  
S. Anand ◽  
V. Murugaiah
Keyword(s):  
Empirical Study ◽  
Mutual Funds ◽  
Investment Performance

scholarly journals Long-Term Sustainable Investment for Retirement

2021 ◽  
Vol 13 (9) ◽  
pp. 5000
Author(s):  
Iqbal Owadally ◽  
Jean-René Mwizere ◽  
Neema Kalidas ◽  
Kalyanie Murugesu ◽  
Muhammad Kashif
Keyword(s):  
Mutual Funds ◽  
Performance Metrics ◽  
Retirement Income ◽  
Retirement Plans ◽  
Full Account ◽  
Investment Performance ◽  
Management Fees ◽  
Sustainable Investment ◽  
Managed Funds

We consider whether sustainable investment can deliver performance comparable to conventional investment in investors’ long-term retirement plans. On the capital markets, sustainable investment can be achieved through various instruments and strategies, one of them being investment in mutual funds that subscribe to ESG (environmental, social, and governance) principles. First, we compare the investment performance of ESG funds with matched conventional funds over the period 1994–2020, in Europe and the U.S. We find no significant evidence of differing performance (at 5% level) despite using a number of investment performance metrics. Second, we perform a historical backtest to model a UK personal retirement plan from 2000 till 2020, taking full account of investment management fees and transaction costs. We find that investing in an index-tracker fund overlaid with ESG screening delivers a pension which is 10.4% larger than is achieved if the index-tracker fund is used without screening. This is also 20.2% larger than is achieved by investing in a collection of actively managed funds with a sustainable purpose. We conclude that an ESG-screened long-term passive investment approach for retirement plans is likely to be successful in satisfying the twin objectives of a secure retirement income and of sustainability.

scholarly journals Investment Performance of Islamic Bank: An Empirical Study

2014 ◽  
Vol 4 (1) ◽  
pp. 37-40
Author(s):  
Evana Nusrat Dooty ◽  
◽  
Mohammed Syedul Islam
Keyword(s):  
Empirical Study ◽  
Investment Performance ◽  
Islamic Bank
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