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Active versus Passive fund performance: A quantitative study in risk-adjusted return between actively and passively managed equity funds from 2010 until 2021 including the COVID-19 pandemic
Jönköping University, Jönköping International Business School, JIBS, Economics.
Jönköping University, Jönköping International Business School, JIBS, Economics.
2022 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

The following paper is a quantitative study that examine whether actively managed equity funds have a higher risk-adjusted return than index funds. The study uses the performance measurement Sharpe ratio to determine the risk-adjusted return for the funds. The time-period of the examination was between January 2010 until December 2021. We also examined whether actively managed equity funds have a higher risk-adjusted return than index funds during the Covid-19 pandemic. The study shows that there is no significance in risk-adjusted return between the actively managed funds and the passively managed funds. 

Place, publisher, year, edition, pages
2022. , p. 28
National Category
Economics
Identifiers
URN: urn:nbn:se:hj:diva-57107ISRN: JU-IHH-NAA-1-20220263OAI: oai:DiVA.org:hj-57107DiVA, id: diva2:1668168
Subject / course
JIBS, Economics
Examiners
Available from: 2022-06-27 Created: 2022-06-12 Last updated: 2025-10-13Bibliographically approved

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • ieee
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  • vancouver
  • Other style
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Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
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