Home  Journals  Finance and Credit  11(587) - 2014 March

Analysis of activity of share fund by means of complex indicator of fund efficiency

Available online: 15 March 2014

Subject Heading: Stock market

JEL Classification: 

Pages: 44-52

The article points out that now in Russia more than 400 management companies (MC) (according to National League of managing directors) that attract private investors in mutual funds are registered. The authors define the main criteria of a choice of MC and fund and analyze jn the example of BNP Paribas funds activities of funds for such main indicators, as profitability, Sharp's coefficient, Sortino, coefficients β and σ. They carry out for comparison the analysis of the same funds on complex indicator of efficiency of the fund which calculation isn't based on such indicator as risk.

Keywords: share funds, management efficiency, system of ratings, criteria of profitability, complex indicator of efficiency of fund

References:

1. Bodie Z., Kane A., Marcus A. Essentials of Investments. Moscow, Vil'iams Publ., 2002.
2. Pankratova L.D. Paevye investitsionnye fondy RF [Mutual investment funds of the Russian Federation]. Moscow, 2008, 194 p.
3. Ekspert magazine site. Available at: Link. (In Russ.)
4. The site of National League of Managers. Available at: Link. (In Russ.)
5. The site of Federal Service for Financial Markets. Available at: Link. (In Russ.)
6. The site BNP Paribas fund. Available at: Link. (In Russ.)

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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