Purpose: The main purpose of this study is to study the 45 funds, divided into three differentdivisions, then the result will provide a greater understanding of how returns change with ahigher risk. Methodology: The study is based on a quantitative approach. The survey was conducted bygathering raw data from databases and secondary data from literature, printed and electronicsources. Theoretical perspectives: The study is based on the theory: the efficient markethypothesis, which argues that future returns can not be calculated as the market is fullyinformed. The study is therefore studying historical yields. Empirical foundation: Empirical data are acquired from www.morningstar.se, andtherefore also treated on this page. The material is then divided into documents and time axes. Conclusions: The study has shown that high-risk funds give a higher percentage returns thanmedium-and low-risk funds. However, does not imply a higher risk automatically earn ahigher return when the low-risk funds have shown a higher yield than medium-risk funds. Animportant factor to study when you are looking for the fund which generated the highest ROIis the Sharpe ratio. Although this study demonstrates that high-risk funds have a higherSharpe ratio than competing risk groups.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:sh-3569 |
| Date | January 2010 |
| Creators | Karlevall, Jimmie |
| Publisher | Södertörns högskola, Institutionen för ekonomi och företagande |
| Source Sets | DiVA Archive at Upsalla University |
| Language | Swedish |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
Page generated in 0.0015 seconds