Performance Evaluation of Mutual Funds: A Study of Selected Diversified Equity Mutual Funds in India

2014 ◽  
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Equity Mutual Funds

Conditional performance evaluation for German equity mutual funds

2009 ◽  
Vol 15 (3) ◽  
pp. 287-316 ◽  
Author(s):  
Wolfgang Bessler ◽  
Wolfgang Drobetz ◽  
Heinz Zimmermann
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Conditional Performance ◽  
Equity Mutual Funds

scholarly journals Performance evaluation of Saudi equity mutual funds: Fama decomposition model

2018 ◽  
Vol 15 (4) ◽  
pp. 158-168
Author(s):  
Sumathi Kumaraswamy ◽  
Ibrahim Al Ezee
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Diagnostic Tests ◽  
Performance Measure ◽  
Equity Fund ◽  
Decomposition Model ◽  
Future Performance ◽  
Equity Mutual Funds ◽  
Equity Funds ◽  
The Relationship

This paper is in pursuit of analyzing and elongating prior research on the performance evaluation of mutual funds by a comparative analysis with three categories of 82 Saudi equity funds during 2011 to 2016 using Fama’s decomposition model. The paper also made an attempt to explore the relationship with the risk reward ratio to the relative performance measure in predicting the future performance of the Saudi equity fund returns. The empirical results show that Saudi local equity funds perform better followed by Arabian and international/global equity funds in terms of expected signs and diagnostic tests.

scholarly journals Performance Evaluation of Mid-Cap Retail Equity Mutual Funds

2019 ◽  
Vol 8 (2) ◽  
pp. 09-17
Author(s):  
Abhay Kaushik
Keyword(s):  
Performance Evaluation ◽  
Mutual Funds ◽  
Balance Sheet ◽  
High Growth ◽  
Poor Performance ◽  
Market Positioning ◽  
Fund Managers ◽  
Equity Mutual Funds ◽  
Portfolio Managers ◽  
Over Time

Mid-cap funds invest in stocks with a market cap between $2 billion and $10 billion. Some of the mid-cap firms recently overcame their small-cap status, but are still in the high growth mode with a better market positioning and stronger balance sheet. Because of their size and status, mid-cap stocks offer a unique platform to portfolio managers of mid-cap funds to earn superior returns by using their selectivity skills. This study analyzes the performance and persistence of performance of 257 U.S. domiciled retail mid-cap funds from January 2000 to December 2017. The results of this study suggest that despite the interesting platform offered by these stocks, it is not easy for fund managers to pick the stocks that beat the market. The results of this study show that mid-cap funds do not outperform the market and their poor performance persists over time.

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