Home
Add
Get on Google Play
Home
> Edit
Add/Update Thesis
Title*
Author's Name*
Supervisor's Name
Abstract
This research measures and evaluates the performance of 13 Shariah Compliant Mutual Funds of Pakistan from September 2009 to August 2017 by using 18 performance measures including Sharp Ratio, Treynor Ratio, Jenson?s Alpha, Beta, Absolute Performance, Standard Deviation, Modigliani Risk-Adjusted Performance, Appraisal Ratio, Information Ratio, Adjusted Sharpe Ratio, Downside Risk, Downside Potential, Tracking Error, Number of Negative Periods, Number of Positive Periods, Max Drawdown, Sortino Ratio, Fama?s Decomposition Measure. Few measures declare some funds to have outperformed the benchmark while others declare them to have underperformed. The research also analyzes and compares the performance measures to characterize the relationship between them and find if they lead to an identical ranking by using three analysis techniques: Pearson?s r, Spearman?s rho, Kendall?s tau coefficient. The study concludes that there is a high level of correlation among performance measures which indicates that the performance measures classify mutual funds in a similar manner in the three sub-periods i.e. 6 months, 1 year and 3 years. Change of frequency doesn?t disturb their classification ability.
Subject/Specialization
Language
Program
Faculty/Department's Name
Institute Name
Univeristy Type
Public
Private
Campus (if any)
Institute Affiliation Inforamtion (if any)
City where institute is located
Province
Country
Degree Starting Year
Degree Completion Year
Year of Viva Voce Exam
Thesis Completion Year
Thesis Status
Completed
Incomplete
Number of Pages
Urdu Keywords
English Keywords
Link
Select Category
Religious Studies
Social Sciences & Humanities
Science
Technology
Any other inforamtion you want to share such as Table of Contents, Conclusion.
Your email address*