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You searched Library Catalogue - Author: Saksena, Gopal
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Call Number (WOU)
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SP CEMBA 2012 3
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Author
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Low, Shun Kyo
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Title
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Performance of unit trusts in Malaysia / Low Shun Kyo
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Abstract
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Unit Trust Funds are facing challenges from various alternative investments. The objectives of this research are to determine whether Unit Trust Funds are able to outperform the market. Performance of Unit Trust Funds are measured and tested in 2 groups of Unit Trust categories. The first category is Equity Funds and the second category is Bond & Money Market Funds. There are total of 15 Equity Funds used and 7 Bond & Money Market Funds used for this research study.
The methods used to measure the performance of Unit Trust Funds are Adjusted Sharpe Index, Treynor Index and Adjusted Jensen Alpha Index. The test used is t-test. To examine the performance of Unit Trust Funds, the market portfolio used for comparison is Kuala Lumpur Composite Index (KLCI).
The results for the 3 methods used produced interesting results where Equity Funds outperformed the market portfolio measured using Adjusted Sharpe Index and Bond & Money Market Funds outperformed the market portfolio measured using Treynor Index.
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Notes
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Final project report submitted in partial fulfilment of the requirements for the Degree of Master of Business Administration (CeMBA)
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Publisher/Year
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Penang : School of Business and Administration, Wawasan Open University, 2012
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Physical Description
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87 p.; 30 cm.
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Subject
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Wawasan Open University -- Dissertations
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Subject
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Mutual funds -- Malaysia
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Subject
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Financial institutions -- Investments -- Malaysia
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Subject
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Investments -- Malaysia
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