Performance Evaluation of Islamic Mutual Funds in Saudi Arabia: A Case Study
| المصدر: | مجلة الاقتصاد والتنمية المستدامة |
|---|---|
| الناشر: | جامعة الشهيد حمه لخضر الوادي - كلية العلوم الاقتصادية والتجارية وعلوم التسيير - مخبر اقتصاديات الطاقات المتجددة ودورها في تحقيق التنمية المستدامة |
| المؤلف الرئيسي: | Khelifi, Amina (Author) |
| مؤلفين آخرين: | Barca, El-Mehdi (Co-Author), Khelifa, Assia (Co-Author) |
| المجلد/العدد: | مج6, ع2 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | سبتمبر |
| الصفحات: | 802 - 812 |
| ISSN: |
2661-7986 |
| رقم MD: | 1417246 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Performance Evaluation | Islamic Mutual Funds | Tadawul All Share Index
|
| رابط المحتوى: |
| المستخلص: |
The purpose of this study is to evaluate the performance of Islamic mutual funds in Saudi Arabia by comparing their risk-return behavior with Tadawul All Share Index during the period from January 2018 to December 2021. we examine their performance by employing several measures such as Sharpe, Treynor, Jensen Alpha and their variants. Our results show that the performance evaluation is sensitive to the benchmark and the performance measures used for comparison. Furthermore, the selection of performance measurement methods depends on the investor's investment objectives, risk tolerance and personal preferences. Moreover, we found that the average returns and volatility of Islamic mutual funds are consistent with the performance of Tadawul All Share Index. This study is important to contribute positively to the development of the Islamic fund management by exploring and employing econometrics modelling to evaluate the investment portfolios. |
|---|---|
| ISSN: |
2661-7986 |
عناصر مشابهة
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Evaluate the Performance of the Saudi Local Mutual Funds
بواسطة: Al Sagrood, Khaled منشور: (2009) -
The Performance Analysis of Islamic Mutual Funds in the United Kingdom Saudi Arabia Malaysia and Kuwait
بواسطة: Aba Alkhil, Omar منشور: (2012) -
Performance of Mutual Funds: A Comparative Study of Prominent Multi Capital and Large Capital Funds
بواسطة: Derbali, Abdelkader منشور: (2020) -
Evaluating the Performance of Mutual Funds Operating in the Jordanian Financial Market
بواسطة: Abu Ennab, Anas Baker منشور: (2005) -
The Organisation of Investment Funds in the UK and Saudi Arabia
بواسطة: Al Eid, Bader Abd Allah منشور: (2011)
