Essays about: "Treynor ratio"

Showing result 21 - 25 of 27 essays containing the words Treynor ratio.

  1. 21. A case study on the risk-adjusted- financial performance of The Vice Fund : The risk-adjusted-financial performance of this fund will be evaluate through a comparison with an other mutual fund having a different investment strategy and with two benchmarks.

    University essay from Företagsekonomi

    Author : Arthur Bernardin; Camille Dumoussaud; [2013]
    Keywords : fund’s return; Sharpe’s ratio; normalized Sharpe’s ratio; modified Sharpe’s ratio; Treynor’s ratio; Jensen’s ratio; sin fund;

    Abstract : Nowadays, there is a debate about the possibility that sin stocks bring higher returns than other ones to the investors. This thesis is a case study on a mutual fund: The Vice Fund. This US fund has a specific investment strategy: it invests in sin stocks. READ MORE

  3. 22. Testing market efficiency in an ex-dividend setting - Could the market be efficient in the presence of inefficiency?

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Magnus Swärdh; Gustaf Kullenberg; [2013]
    Keywords : Market efficiency; inefficiency; volatility; risk-return; compensation; Sharpe ration; Treynor’s performance index.; Business and Economics;

    Abstract : Market efficiency in an ex-dividend context is still a disputed matter in the world of finance. Even though numerous articles have been published in the area, with several different approaches, this anomaly is still contested. READ MORE

  4. 23. Ethical Funds' Performance

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Ida Ottersten; Evelina Östholm; [2012-04-16]
    Keywords : Ethical fund; Mutual fund; Significance level; Sharpe ratio; Treynor ratio; CAPM; Single Index Model;

    Abstract : This thesis provides an explanation of how well ethical funds perform in relation to a suitable market index and it also evaluates which bank in Sweden has the best performing Swedish ethical fund as well as the best performing Global ethical fund, between 2008 and 2011. Furthermore, it investigates if the funds are significantly different from the market index or not, by a reliable statistical method. READ MORE

  5. 24. Does Cap-Size Matter? A study of ten Swedish Small and Large-Cap Funds

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Anna-Lina Boström; Johanna Petersson; [2012-03-27]
    Keywords : ;

    Abstract : This study aims to examine and compare the performance of five small-cap funds and five large-cap funds during a ten-year time period and two sub-periods. The used performance measures to evaluate the funds are Jensen’s alpha, Sharpe and Treynor ratio. READ MORE

  6. 25. Ethical investing - why not? : An evaluation of financial performance of ethical indexes in comparison to conventional indexes

    University essay from Umeå universitet/Handelshögskolan vid Umeå universitet

    Author : Anastasia Mironova; Lovisa Kynäs; [2012]
    Keywords : ethical investments; socially-responsible investments; Shariah-compliant investments; investment indexes; global indexes; benchmark indexes; financial performance; Sharpe ratio; Treynor ratio; Jensen’s alpha;

    Abstract : Problem: Do ethical investments perform better than conventional investments? Purpose: To evaluate whether Shariah-compliant indexes and/or socially responsible indexes can improve financial performance of an investment portfolio. Sub-problem: What kind of relationship exists between socially responsible investments and faith-based investments, represented by Shariah-compliant investments? Sub-purpose: To discover how two types of ethical investments, socially-responsible and Shariah-compliant, are related. READ MORE