A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah

This study examine the performance of thirty throe unit trust funds managed by private agencies for the period 1991 to 1995. It is also examine the degree of risk diversification, the annual capital gains, the consistency of performance of the funds over time and the average weekly excess return. Th...

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Main Author: Abdullah, Nurjalillah
Format: Thesis
Language:English
Published: 1996
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/40615/1/40615.pdf
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spelling my-uitm-ir.406152021-01-18T04:10:47Z A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah 1996 Abdullah, Nurjalillah Financial management. Business finance. Corporation finance Trust services. Trust companies This study examine the performance of thirty throe unit trust funds managed by private agencies for the period 1991 to 1995. It is also examine the degree of risk diversification, the annual capital gains, the consistency of performance of the funds over time and the average weekly excess return. The performance measurement used are Sharpe and Adjusted Sharpe Index, Teynor Index, Jensen and Adjusted Jensen Index. The result is similar to research that had been carried out by other researcher. It was found that, unit trust performance underperformed the market. Only a few of the funds examined managed to heal the market. It was also found that, the performance result in 1993 is good compared to the previous year and the year after. The findings revealed that, the unit trust funds managed by different management companies performed differently with other companies The study also found that, Islamic funds did not perform well. However, in term of risk, unit trust still carry lower risk. It is suitable for investors who require a good return at acceptable risk. The performance of unit trust industry now is relatively better and some of the unit trust funds able to pay a high dividend to their investors. 1996 Thesis https://ir.uitm.edu.my/id/eprint/40615/ https://ir.uitm.edu.my/id/eprint/40615/1/40615.pdf text en public degree Universiti Teknologi MARA Faculty of Business Management Hassan, Rokiah (Dr.)
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
advisor Hassan, Rokiah (Dr.)
topic Financial management
Business finance
Corporation finance
Financial management
Business finance
Corporation finance
spellingShingle Financial management
Business finance
Corporation finance
Financial management
Business finance
Corporation finance
Abdullah, Nurjalillah
A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
description This study examine the performance of thirty throe unit trust funds managed by private agencies for the period 1991 to 1995. It is also examine the degree of risk diversification, the annual capital gains, the consistency of performance of the funds over time and the average weekly excess return. The performance measurement used are Sharpe and Adjusted Sharpe Index, Teynor Index, Jensen and Adjusted Jensen Index. The result is similar to research that had been carried out by other researcher. It was found that, unit trust performance underperformed the market. Only a few of the funds examined managed to heal the market. It was also found that, the performance result in 1993 is good compared to the previous year and the year after. The findings revealed that, the unit trust funds managed by different management companies performed differently with other companies The study also found that, Islamic funds did not perform well. However, in term of risk, unit trust still carry lower risk. It is suitable for investors who require a good return at acceptable risk. The performance of unit trust industry now is relatively better and some of the unit trust funds able to pay a high dividend to their investors.
format Thesis
qualification_level Bachelor degree
author Abdullah, Nurjalillah
author_facet Abdullah, Nurjalillah
author_sort Abdullah, Nurjalillah
title A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
title_short A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
title_full A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
title_fullStr A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
title_full_unstemmed A study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / Nurjalillah Abdullah
title_sort study on the performance of unit trust funds managed by private agencies (1991 - 1995 ) / nurjalillah abdullah
granting_institution Universiti Teknologi MARA
granting_department Faculty of Business Management
publishDate 1996
url https://ir.uitm.edu.my/id/eprint/40615/1/40615.pdf
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