Home|Journals|Articles by Year Follow on Twitter

Directory for Medical Articles
 

Open Access

Research Article

EEO. 2021; 20(2): 963-974


Analysis of Pakistanís Mutual Fund Performance Evidence from Traditional & Modern Methods

Dr. Yasir Khan, ArifHussain, Dr.Maqsood Haider, Dr.NaveedHussain Shah, Zubir Khan, Dr. Walied Askarzai.

Abstract
Mutual Fund provides an opportunity to small investors who have not any information, skills, or knowledge of investing in capital market. The study was aimed to analyze the performance of mutual Funds industry in Pakistan. This research used monthly data of all Open Ended Mutual funds from 2005 to 2017 for generating risk adjusted return through Traditional method (Ratio method) and Modern (Model) method. Ten different portfolios of mutual funds were generated ranging from low performer to top performer in order to understand their behavior to market return. Time series regressions were applied to find the performance of these portfolios measured through above mentionedratios and models. The annual data of 44 mutual funds characteristics such as Fund size, Fund cash flow, Fund family, Expense ratio, Fund age and fund liquidity was collected to find their impact on risk adjusted return of funds. The results showed that thepast performer funds owe performing better presently due to the significance of the lagged alpha in regression.

Key words: Mutual Fund, Open Ended, Fund characteristics, Regression, Performance analysis



Similar Articles

Dendritic spine density changes and homeostatic synaptic scaling: a meta-analysis of animal studies.
Moulin TC, Rayêe D, Schiöth HB
Neural regeneration research. 2022; 17(1): 20-24

Chemometric analysis of the global pattern of volatile organic compounds in the exhaled breath of patients with COVID-19, post-COVID and healthy subjects. Proof of concept for post-COVID assessment.
Zamora-Mendoza BN, Díaz de León-Martínez L, Rodríguez-Aguilar M, Mizaikoff B, Flores-Ramírez R
Talanta. 2022; 236(): 122832

Structure-property relationship in thioxotriaza-spiro derivative: Crystal structure and molecular docking analysis against SARS-CoV-2 main protease.
Mahesha , Udaya Kumar AH, Vindya KG, Pampa KJ, Rangappa KS, Lokanath NK
Journal of molecular structure. 2022; 1250(): 131746

Identification of key genes involved in axon regeneration and Wallerian degeneration by weighted gene co-expression network analysis.
Lu Y, Shan Q, Ling M, Ni XA, Mao SS, Yu B, Cao QQ
Neural regeneration research. 2022; 17(4): 911-919

Impact of pesticide formulation excipients and employed analytical approach on relative matrix effects of pesticide determination in strawberries.
Kasperkiewicz A, Lendor S, Pawliszyn J
Talanta. 2022; 236(): 122825


Full-text options


Latest Statistics about COVID-19
• pubstat.org


Add your Article(s) to Indexes
• citeindex.org






Covid-19 Trends and Statistics
ScopeMed.com
CiteIndex.org
CancerLine
FoodsLine
PhytoMedline
Follow ScopeMed on Twitter
Author Tools
eJPort Journal Hosting
About BiblioMed
License Information
Terms & Conditions
Privacy Policy
Contact Us

The articles in Bibliomed are open access articles licensed under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License (https://creativecommons.org/licenses/by-nc-sa/4.0/) which permits unrestricted, non-commercial use, distribution and reproduction in any medium, provided the work is properly cited.
ScopeMed is a Database Service for Scientific Publications. Copyright © ScopeMedģ Information Services.



ScopeMed Web Sites