The Performance Analysis of Investment on Mutual Funds

• Main Authors: HUANG,PEI-HSIEN, 黃珮嫻
• Other Authors: LIN,SHIN-HUNG
• Format: Others
• Language: zh-TW
• Published: 2018
• Online Access: http://ndltd.ncl.edu.tw/handle/63b2uv

碩士 === 國立雲林科技大學 === 財務金融系 === 106 === This study chooses different types of mutual funds as research samples to explore the fund investment of 3 months, 6 months, 9 months and 1 year in the mutual fund research investment period selected by the 4433 rule and Sharpe index can have good performance. We can find that most of the funds have good investment performance, and the investment performance of the Jingshun Taiwan Select Growth Fund is better. In addition, we use the weighted stock price index return rate as a benchmark portfolio for measuring performance to explore whether these two selection methods really have good performance. The result found that most of the performance was significant, and the excess returns and system risks of the Invesco Select Growth Fund in Taiwan was also significant, so the results showed that the average performance of the funds were selected by the 4433 rule or the Sharpe index can indeed outperform the market. Investors can select funds and invest according to their own risk nature.