TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | ANALYZE THE PERFORMANCE OF INVESTMENT FUNDS | ||||||||||||
| Autor(es): |
PIETRO BARROS DE LAVRA PINTO |
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| Colaborador(es): |
ANTONIO CARLOS FIGUEIREDO PINTO - Orientador |
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| Catalogação: | 04/JUL/2012 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=19804@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=19804@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.19804 | ||||||||||||
| Resumo: | |||||||||||||
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The goal of this study is to evaluate the performance of brazilian activelly managed equity funds. The analysis involved the construction of three performance indicators that verify the compatibility between the selected funds profitability and risk exposure. The sample gathered for such test is made up of 15 funds in total, which are all actively managed. This fund universe was observed during a single period, ranging from November 2007 to September 2010, that allows for analyses of these funds performances in the pre and post stockmarket crisis moments. From the reasoning assembled, it is possible to conclude that the majority of the funds in the sample present an inadequate risk/return relationship based on their stated principles.
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