Comparative study between balanced and equity mutual funds and unit investment trust funds in the Philippine market

Date of Publication

2016

Document Type

Bachelor's Thesis

Degree Name

Bachelor of Science in Management of Financial Institutions

College

Ramon V. Del Rosario College of Business

Department/Unit

Financial Management

Thesis Adviser

Tyrone Chan Pao

Defense Panel Chair

Christner Ang Alddon

Defense Panel Member

Andrea Hontiveros

Ricardo Ferdinand Basallo

Abstract/Summary

Mutual funds and Unit Investment Trust Funds (UITFs) are very similar investments in terms of nature, thus this study compared and examined, in terms of performance, whether or not the aforementioned funds have a significant difference relative to one another. In a quantitative financial point of view, researchers measured the risk and return of each funds to execute a comparative analysis of the period January 2011 until July 2016. Results found that there is a positive correlation between the performance of the balanced mutual funds and balanced UITFs, and equity mutual funds and equity UITF's. Moreover, there is also a significant difference between risk and return performance of equity mutual funds and equity UITFs, and balanced mutual funds and balanced UITFs using the four composite performance measures-- Treynor Ratio, Sharpe Ratio, Jensen's Alpha and Information Ratio Models.

Abstract Format

html

Language

English

Format

Print

Accession Number

TU19474

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

[5], 118, [4] pages : illustrations (some color) ; 29 cm.

Keywords

Mutual funds--Philippines; Investments--Philippines; Trusts and trustees--Philippines; Equity--Philippines

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