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Mutual Fund Rating Evaluation: Introducing the Q-ratio, an alternative approach
Stockholm University, Faculty of Social Sciences, School of Business.
Stockholm University, Faculty of Social Sciences, School of Business.
2002 (English)Independent thesis Advanced level (degree of Master (One Year)), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

In Sweden, mutual fund rating is a fairly new concept. Since the introduction of the new Swedish pension funds' system, the demand for fund rating literally exploded. After a thorough scrutiny between portfolio theory and rating methods, we found that an alternative approach was needed. By introducing the so-called Q-ratio we claim to have taken one step in filling this gap between financial theory and rating methods. We have used the Q-ratio to calculate and compare risk-adjusted returns for different funds on the Swedish market. We have found that some funds managers can out-perform the market, but that theyt do not fully recognise the unique properties of their benchmarks.

Place, publisher, year, edition, pages
2002.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-2986OAI: oai:DiVA.org:su-2986DiVA: diva2:192135
Uppsok
samhälle/juridik
Available from: 2007-01-05 Created: 2007-01-05

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CiteExportLink to record
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