2021
DOI: 10.15675/gepros.v16i4.2787
|View full text |Cite
|
Sign up to set email alerts
|

Evaluation of investment funds through different performance measures

Abstract: Purpose - The aim of this study is to examine the evaluation of Brazilian equity funds from different performance measures. Theoretical framework - In the literature, several indexes are available that can be used to evaluate the performance of investment funds. Design/methodology/approach - Monthly return data were collected from 1,901 Brazilian equity funds. Fund performance was estimated using four indexes: the Sharpe ratio, the Sortino ratio, Jensen’s alpha, and the Treynor ratio. Findings - The results sh… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Publication Types

Select...

Relationship

0
0

Authors

Journals

citations
Cited by 0 publications
references
References 35 publications
0
0
0
Order By: Relevance

No citations

Set email alert for when this publication receives citations?