Unit trusts in Singapore: Performance of the local funds

James Chong
Additional contact information
James Chong: Chow Kiat Lim, The Government of Singapore Investment Corporation Ee Toh Chia, Schroder Investment Management (Singapore) Pte Ltd

Journal of Interdisciplinary Economics, 1997, vol. 8, issue 4, 245-251

Abstract: The objective of this study is to evaluate the performance of the funds in Singapore. A number of theoretical issues concerning the propriety of using the Sharpe Index as the performance measure are discussed. This study attempts to evaluate not only the funds’ performance over the entire research period (61/2 years) but also their performance during the volatile Gulf War period. Generally, the funds outperformed the market index during both evaluation periods. This unexpected result offers fresh perspective on the funds’ ability to ‘beat the market’.

Date: 1997
References: Add references at CitEc
Citations:

Downloads: (external link)
http://jie.sagepub.com/content/8/4/245.abstract (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sae:jinter:v:8:y:1997:i:4:p:245-251

Access Statistics for this article

More articles in Journal of Interdisciplinary Economics
Bibliographic data for series maintained by SAGE Publications ().