TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | BEHAVIOR OF ACTIVE AND PASSIVE MANAGEMENT EQUITY FUNDS | ||||||||||||
| Autor(es): |
BRUNO MADLUM FRAGA |
||||||||||||
| Colaborador(es): |
GRAZIELA XAVIER FORTUNATO - Orientador |
||||||||||||
| Catalogação: | 10/ABR/2023 | Língua(s): | PORTUGUESE - BRAZIL |
||||||||||
| 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. |
||||||||||||
| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=62139@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=62139@2 |
||||||||||||
| DOI: | https://doi.org/10.17771/PUCRio.acad.62139 | ||||||||||||
| Resumo: | |||||||||||||
|
In order for investors to obtain better returns with investment funds in a way that exposes them to minimal risk, it is necessary that they are prepared for appropriate decision-making. For this, indices are used to measure the performance of assets, through performance indices that even based on historical data, directing the analysis. This work aims to evaluate the risk and return relationship of investment funds of active and passive management through the Sharpe ratio in order to evaluate the first (active management) really delivers the best results. For this, data from January 2017 to 2022 of 6 active management funds and 2 passive management funds were compared as a benchmark to observe the performance of assets according to a defined strategy.
|
|||||||||||||
|
|||||||||||||