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  4. The Performance Evaluation of RetirementMutual Funds (RMFs) in Thailand
 
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The Performance Evaluation of RetirementMutual Funds (RMFs) in Thailand

Journal
University of the Thai Chamber of Commerce Journal
Publisher(s)
Chulalongkorn University Printing House
University of the Thai Chamber of Commerce
Date Issued
2012
Author(s)
Pusuwanaratana, Sukanya
Other Contributor(s)
University of the Thai Chamber of Commerce. Journal Editorial Office
Abstract
The objectives of this research are to estimate the rate of return and to evaluate the performance of Retirement Mutual Funds in Thailand by using Sharpe, Treynor and Jensen models The results show that equity, mix and money market have average rate of returns higher than the market (benchmark), with 0.01 significance level. The performance of Retirement Mutual Funds evaluated by the Sharpe and Treynor model show that equity, mix and money market have higher Sharpe's ratio and Treynor's ratio than the market and when evaluated by the Jensen model shows that equity and mix policies have Jensen's Alpha > 0,while debt and money market have Jensen's Alpha < 0 with 0.01 significance level.
Subject(s)
Finance
Journals
ISSN
0125-2437
Access Rights
public
Rights
This work is protected by copyright. Reproduction or distribution of the work in any format is prohibited without written permission of the copyright owner.
Rights Holder(s)
University of the Thai Chamber of Commerce
Bibliographic Citation
Sukanya Pusuwanaratana (2012) The Performance Evaluation of RetirementMutual Funds (RMFs) in Thailand. University of the Thai Chamber of Commerce Journal Vol.32 No.3.
File(s)
 1167fulltext.pdf (1.81 MB)
Views
2
Acquisition Date
Mar 13, 2023
Downloads
12
Acquisition Date
Mar 13, 2023
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