Evaluation of Mutual Funds Performance in Bangladesh: Investors and Market Perspective

1
Tanvir Mohammad Hayder Arif
Tanvir Mohammad Hayder Arif
2
S M Rakibul Anwar
S M Rakibul Anwar
1 University of Chittagong.

Send Message

To: Author

GJMBR Volume 16 Issue C9

Article Fingerprint

ReserarchID

C: FINANCEEJNUP

Evaluation of Mutual Funds Performance in Bangladesh: Investors and Market Perspective Banner
  • English
  • Afrikaans
  • Albanian
  • Amharic
  • Arabic
  • Armenian
  • Azerbaijani
  • Basque
  • Belarusian
  • Bengali
  • Bosnian
  • Bulgarian
  • Catalan
  • Cebuano
  • Chichewa
  • Chinese (Simplified)
  • Chinese (Traditional)
  • Corsican
  • Croatian
  • Czech
  • Danish
  • Dutch
  • Esperanto
  • Estonian
  • Filipino
  • Finnish
  • French
  • Frisian
  • Galician
  • Georgian
  • German
  • Greek
  • Gujarati
  • Haitian Creole
  • Hausa
  • Hawaiian
  • Hebrew
  • Hindi
  • Hmong
  • Hungarian
  • Icelandic
  • Igbo
  • Indonesian
  • Irish
  • Italian
  • Japanese
  • Javanese
  • Kannada
  • Kazakh
  • Khmer
  • Korean
  • Kurdish (Kurmanji)
  • Kyrgyz
  • Lao
  • Latin
  • Latvian
  • Lithuanian
  • Luxembourgish
  • Macedonian
  • Malagasy
  • Malay
  • Malayalam
  • Maltese
  • Maori
  • Marathi
  • Mongolian
  • Myanmar (Burmese)
  • Nepali
  • Norwegian
  • Pashto
  • Persian
  • Polish
  • Portuguese
  • Punjabi
  • Romanian
  • Russian
  • Samoan
  • Scots Gaelic
  • Serbian
  • Sesotho
  • Shona
  • Sindhi
  • Sinhala
  • Slovak
  • Slovenian
  • Somali
  • Spanish
  • Sundanese
  • Swahili
  • Swedish
  • Tajik
  • Tamil
  • Telugu
  • Thai
  • Turkish
  • Ukrainian
  • Urdu
  • Uzbek
  • Vietnamese
  • Welsh
  • Xhosa
  • Yiddish
  • Yoruba
  • Zulu

Net assets value is the widely used techniques to know the fund’s overall performance. NAV calculation of mutual funds in Bangladesh is guided by Bangladesh securities exchange commission (BSEC). Sharpe ratio, Treynor ratio and Jensen’s Alpha are the three popular indicators that are used by investor and researcher to know the performance of mutual fund. In this paper an attempt is made to evaluate the performance of 31 growth oriented mutual funds on the basis of weekly NAV and Weekly close price compared to benchmark returns. For this purpose, risk adjusted performance measures suggested by Jenson, Treynor and Sharpe are employed widely known as Treynor ratio, Sharpe ratio, and Jensen’s alpha. This study found that over the research period selected mutual funds shows large negative return than and downward trend in comparison to market return.

Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

Tanvir Mohammad Hayder Arif. 2017. \u201cEvaluation of Mutual Funds Performance in Bangladesh: Investors and Market Perspective\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 16 (GJMBR Volume 16 Issue C9): .

Download Citation

Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Keywords
Classification
GJMBR-C Classification: JEL Code: E59
Version of record

v1.2

Issue date

January 26, 2017

Language

English

Experiance in AR

The methods for personal identification and authentication are no exception.

Read in 3D

The methods for personal identification and authentication are no exception.

Article Matrices
Total Views: 3772
Total Downloads: 1851
2026 Trends
Research Identity (RIN)
Related Research

Published Article

Net assets value is the widely used techniques to know the fund’s overall performance. NAV calculation of mutual funds in Bangladesh is guided by Bangladesh securities exchange commission (BSEC). Sharpe ratio, Treynor ratio and Jensen’s Alpha are the three popular indicators that are used by investor and researcher to know the performance of mutual fund. In this paper an attempt is made to evaluate the performance of 31 growth oriented mutual funds on the basis of weekly NAV and Weekly close price compared to benchmark returns. For this purpose, risk adjusted performance measures suggested by Jenson, Treynor and Sharpe are employed widely known as Treynor ratio, Sharpe ratio, and Jensen’s alpha. This study found that over the research period selected mutual funds shows large negative return than and downward trend in comparison to market return.

Our website is actively being updated, and changes may occur frequently. Please clear your browser cache if needed. For feedback or error reporting, please email [email protected]
×

This Page is Under Development

We are currently updating this article page for a better experience.

Request Access

Please fill out the form below to request access to this research paper. Your request will be reviewed by the editorial or author team.
X

Quote and Order Details

Contact Person

Invoice Address

Notes or Comments

This is the heading

Lorem ipsum dolor sit amet, consectetur adipiscing elit. Ut elit tellus, luctus nec ullamcorper mattis, pulvinar dapibus leo.

High-quality academic research articles on global topics and journals.

Evaluation of Mutual Funds Performance in Bangladesh: Investors and Market Perspective

S M Rakibul Anwar
S M Rakibul Anwar
Tanvir Mohammad Hayder Arif
Tanvir Mohammad Hayder Arif University of Chittagong.

Research Journals