Did Mutual Fund Return Persistence Persist?

2020 ◽  
Author(s):  
James Choi ◽  
Kevin Zhao
Keyword(s):  
Mutual Fund ◽  
Fund Return

Mutual Fund Return Predictability in Partially Segmented Markets

2011 ◽  
Author(s):  
Ayelen Banegas ◽  
Benjamin J. Gillen ◽  
Allan G. Timmermann ◽  
Russ R. Wermers
Keyword(s):  
Mutual Fund ◽  
Return Predictability ◽  
Segmented Markets ◽  
Fund Return

An Empirical Study on the Performance of Select Large Cap Equity Mutual Funds in India

2015 ◽  
Vol 2 (1) ◽  
Author(s):  
Samyabrata Das
Keyword(s):  
Mutual Funds ◽  
Asset Management ◽  
Mutual Fund ◽  
Human Element ◽  
Risk Return ◽  
Equity Mutual Funds ◽  
Equity Funds ◽  
Managed Funds ◽  
Opening Up ◽  
Fund Return

Since the opening up of the economy in the early 1990s, Indian mutual fund industry has witnessed fabulous quantitative growth. Funds which invest a larger proportion of their corpus in companies with large market capitalization are called large cap funds. Actively managed funds make use of a human element, such as a single manager, comanagers or a team of managers, to actively manage a fund's portfolio. The main objective of the study is to analyse the performance of select actively managed large cap equity funds in the line of risk-return parameters. This study is based on fourteen funds from twelve Asset Management Companies. All the funds are ranked under seven performance measures, namely, fund return, fund standard deviation, Sharpe Ratio, Treynor Ratio, return from systematic investment plan (SIP), Jensen Alpha, and RSQ, for five different time periods of 1-year, 3-year, 5-year, 7-year, and 10-year.

scholarly journals INVESTORS' PERCEPTION TOWARDS MUTUAL FUND STUDY WITH REFERENCE TO EAST GODAVARI ANDHRA PRADESH

2021 ◽  
pp. 1-12
Author(s):  
G.V.D. N. Prasad Rao ◽  
P.V.V. Satyanarayana ◽  
D. Suryachandra Rao
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Andhra Pradesh ◽  
Risk Tolerance ◽  
Stock Selection ◽  
Fund Managers ◽  
Level Of Knowledge ◽  
Prevailing Rate ◽  
Selection Of ◽  
Fund Return

The mutual fund industry in India has registered significant growth since the liberalization of Indian Economy in 1991 and has emerged as a significant financial intermediary.The growing importance of Indian mutual funds may be noted in terms of the increased mobilization of funds and the increasing number of schemes and investors in the industry.The results show that there is a significant association between educational qualification of the investors and the risk tolerance level and occupation of the investors and the risk tolerance level.The results further indicate that there is no significant association between occupation of the investors and the level of knowledge of mutual fund and monthly savings of the investors and the level of knowledge of mutual fund.Therefore, the investors have to consider the prevailing rate of risk free returns and to compare the fund returns with it. Based on this the selection of schemes and the choice of investment avenues can be decided.Due to the fund man timing skill,stock selection ability,imperfect diversification the schemes had suffered with low return. Hence to increase the fund return the concerned fund managers have to improve all these skills.

scholarly journals Performance of Public Mutual Funds (PMFs) in Emerging Economies: A Case of Bangladesh

2016 ◽  
Vol 11 (6) ◽  
pp. 296
Author(s):  
Leo Vashkor Dewri ◽  
Md. Rashidul Islam
Keyword(s):  
Mutual Funds ◽  
Mutual Fund ◽  
Investment Decision ◽  
Fund Performance ◽  
Dividend Payout ◽  
Asset Value ◽  
Price Earnings Ratio ◽  
Fund Size ◽  
Better Than ◽  
Fund Return

<p>Public Mutual fund (PMF) is an instrument for pooling the funds by issuing units to the investors and investing funds in the capital market to achieve their objectives. To invest in mutual funds is a complicated trade for investors as individual assets are belongs to verity of risks and they are dubious on return on investment. There are only 43 Mutual Funds are available to choose from where the investors can invest. To take the investment decision, the investors need to know which funds are performing better than others, gives more return, which fund is more risky etc. In this study the performance evaluation of public mutual funds carried out by considering fund age, fund size, fund return, fund dividend payout, fund price earnings ratio and fund net asset value (NAV). There are only eight PMFs are available in Bangladesh. For analysis purposes the study investigates 1999 to 2015 operations of PMF. Therefore, this study analyzes 128 a firm years, for measuring PMFs performance. The study reveals that fund size, fund return, fund dividend payout and P/E ratio has significant relation on fund performance. Whereas, fund age and fund NAV has insignificant relation on fund performance.</p>

scholarly journals ANALISIS RISK DAN RETURN REKSADANA SAHAM DIBANDINGKAN DENGAN PORTFOLIO SAHAM SECARA ACAK

2017 ◽  
Vol 9 (1) ◽  
Author(s):  
Mirna Mirna ◽  
Oktafalia Marisa Muzammil
Keyword(s):  
Key Words ◽  
Mutual Funds ◽  
Mutual Fund ◽  
Research Method ◽  
Stock Exchange ◽  
Normality Test ◽  
Kolmogorov Smirnov ◽  
Stock Portfolio ◽  
Descriptive Method ◽  
Fund Return

<p>The research was conducted on the data listed in Indonesia Stock Exchange (BEI) in 2008-2010. This research aims to determine the risk and return’s difference between Mutual Funds Risk and Portfolio shares listed on the Stock Exchange. The research method used in this research is descriptive method using Kolmogorov Smirnov normality test and Non parametric: Mann Whitney. The results obtained by SPSS output is there is no difference between the shares of the Mutual Fund Return Portfolio randomly selected stocks, meanwhile there is a difference between the risk of stock mutual funds with random stock portfolio.</p><p> </p><p>Key Words- Mutual Funds Risk, Mutual Funds Return, Stock Exchange</p>

The Study of the Determinants Affecting the Performance of Mutual Funds in Indiaequity Mutual Fund

2019 ◽  
Vol 54 (5) ◽  
pp. 58
Author(s):  
Preeta Sinha ◽  
Tamal Taru Roy ◽  
Debi Prasad Lahiri
Keyword(s):  
Mutual Funds ◽  
Mutual Fund
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