Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX).
This internship report is submitted in a partial fulfillment of the requirements for the degree of Master of Business Administration,2015.
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| Lenguaje: | English |
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BRAC University
2015
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| Acceso en línea: | http://hdl.handle.net/10361/3957 |
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10361-3957 |
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10361-39572019-09-30T03:52:24Z Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). Islam, Rakibul Afiruzzaman, S. M. BRAC Business School, BRAC University Business administration Mutual fund Standard deviation Treynor ratio Dividend Monthly return Annual return This internship report is submitted in a partial fulfillment of the requirements for the degree of Master of Business Administration,2015. Cataloged from PDF version of Internship report. Includes bibliographical references (page 20). Mutual Fund is a Capital Market Investment Vehicle. In Bangladesh there are 48 Mutual Funds under 17 Asset Management Companies. This paper focused on evaluating the performance of 48 growth oriented mutual funds on the basis of weekly returns compared to market returns. Risk adjusted performance measures suggested by Jenson, Treynor, Sharpe and statistical models are employed. It is found that, most of the mutual funds have performed better according to Jenson and Treynor measures but not up to the benchmark on the basis of Sharpe ratio. However, most of the mutual funds are diversified and have reduced its unique risk. The growth oriented funds have performed better in terms of total risk and the funds are offering advantages of diversification and professionalism to the investors. So, mutual funds perform better with their expertise. Rakibul Islam M. Business Administration 2015-01-27T09:45:45Z 2015-01-27T09:45:45Z 2015 2015-01-14 Internship report ID 12364053 http://hdl.handle.net/10361/3957 en BRAC University Internship reports are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. 25 pages application/pdf BRAC University |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Business administration Mutual fund Standard deviation Treynor ratio Dividend Monthly return Annual return |
| spellingShingle |
Business administration Mutual fund Standard deviation Treynor ratio Dividend Monthly return Annual return Islam, Rakibul Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| description |
This internship report is submitted in a partial fulfillment of the requirements for the degree of Master of Business Administration,2015. |
| author2 |
Afiruzzaman, S. M. |
| author_facet |
Afiruzzaman, S. M. Islam, Rakibul |
| format |
Internship report |
| author |
Islam, Rakibul |
| author_sort |
Islam, Rakibul |
| title |
Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| title_short |
Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| title_full |
Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| title_fullStr |
Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| title_full_unstemmed |
Mutual fund performance: an analysis of mutual funds’ return compare to the market return (DSEX). |
| title_sort |
mutual fund performance: an analysis of mutual funds’ return compare to the market return (dsex). |
| publisher |
BRAC University |
| publishDate |
2015 |
| url |
http://hdl.handle.net/10361/3957 |
| work_keys_str_mv |
AT islamrakibul mutualfundperformanceananalysisofmutualfundsreturncomparetothemarketreturndsex |
| _version_ |
1814307166566219776 |