TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | ANALYSIS OF SPECIFIC PERFORMANCE INDICATORS APPLIED TO INVESTMENT FUNDS | ||||||||||||
| Autor(es): |
BRUNO RAFAEL FERREIRA DE ANDRADE |
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| Colaborador(es): |
ANTONIO CARLOS FIGUEIREDO PINTO - Orientador |
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| Catalogação: | 13/MAR/2014 | 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=22635@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=22635@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.22635 | ||||||||||||
| Resumo: | |||||||||||||
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The study aims to perform an analysis of indicators known as drawdowns, you will use your losses so you can analyze the investment funds and in order to draw conclusions on these indicators. The analyzes were based on an exploratory and descriptive research that had a broader vision of the study. The indicators (Sterling Ratio; Calmar Ratio; Burke Ratio; Pain Ratio; Martin Ratio; Sterling – Calmar Ratio) were applied in eighty-five investment funds in stocks. The conclusion is that the indicators are more a form of analysis that uses a more rigid analysis of risk by using only the losses on the return, being more a valid method for assessing investment funds.
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