masterThesis
Evaluación de los diez fondos de inversión colectiva de mejor desempeño en Colombia en el período 2015 - 2018
Fecha
2020Registro en:
332.67 P438
Autor
Pérez Rodriguez, Ana Milena
Quintero Torres, Bibiana Marcela
Institución
Resumen
This study carries out an evaluation of the ten best-performing collective investment funds in Colombia in the 2015-2018 period, through the calculation and analysis of the performance indicators obtained by each of them.
As indicators proposed for the evaluation –and approved in the proposal of this thesis– Sharpe ratio, alpha, tracking error and information ratio were used, since they are measures of the risk / return ratio that allow identifying the management performed by the administrator on the asset (Autorregulador del Mercado de Valores de Colombia, AMV, 2018). Additionally, the EVA® model was used to determine the value generated by the funds selected by “XYZ” Trust Company in 2018, which allowed identifying opportunities for improvement in its financial results.