Performance of equity fund invested in Malaysia and overseas market / Noreen Mohamad

Mohamad, Noreen (2007) Performance of equity fund invested in Malaysia and overseas market / Noreen Mohamad. [Student Project] (Submitted)

Abstract

This study claims to evaluate the performance of equity unit trust fund of Malaysia that been invested in locally and overseas market. Due to limitation, only thirteen companies that been invested in both Malaysia and overseas equity funds market were selected. This study covers for five month period ranging from 1st of October 2006 to 28th of February 2007. In doing so, the sample of funds then were evaluate and results from the study were ranked on the basis of their return, total risk, coefficient of variation and systematic risk using the technique of Treynor Index, Sharpe Index and Jensen's Index. Then, the performance were compared to both market and the outperform funds and underperformed funds were identified. For Malaysian market, 34 counters out of 53 counters were found out to outperform the market using Sharpe Index, 45 counters out of 53 counters were found out to outperform using Treynor Index, and al' 53 counters were found out to outperform using Jensen's Index. While for Overseas market, only 2 counters out of 17 were outperforming using the Sharpe Index, 6 counters were outperform using Treynor Index and all 17 counters were found out to outperform Jensen Index.

Metadata

Item Type: Student Project
Creators:
Creators
Email / ID Num.
Mohamad, Noreen
2005656167
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Ismail, Hazila
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Fund raising. General works
H Social Sciences > HG Finance > Investment, capital formation, speculation > Investment companies. Investment trusts. Mutual funds
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Administration (HONS) Finance
Keywords: Investment; Equity fund
Date: 2007
URI: https://ir.uitm.edu.my/id/eprint/74070
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