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USE OF SHARPE RATIO AND SORTINO’S COEFFICIENT IN CASE OF AN EFFICIENCY EVALUATION OF MANAGEMENT OF MUTUAL INVESTMENT FUND
Polteva Tatiana Vladimirovna
Togliatti State University
assistant professor of the chair «Finance and Credit»
Togliatti State University
assistant professor of the chair «Finance and Credit»
Abstract
In article Sharpe ratios and Sortino which allow to estimate effective management of mutual investment fund in detail are considered. So, rules of their application, a technique of their calculation for a formula are provided, including the algorithm of calculation of these indicators in the Excel program is provided. Application of the official sites for carrying out the analysis on the example of the website of National league of managing directors is shown. Mutual investment funds which have the best indicators of Sharpe ratios and Sortino following the results of the first half of the year 2016 are revealed.
Category: 08.00.00 Economics
Article reference:
Use of Sharpe ratio and Sortino's coefficient in case of an efficiency evaluation of management of mutual investment fund // Modern scientific researches and innovations. 2016. № 11 [Electronic journal]. URL: https://web.snauka.ru/en/issues/2016/11/73056
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