A comparative analysis of fixed income unit trust funds versus equity unit trust funds in Malaysia

• Main Authors: Nur Adiana Hiau Abdullah, Aminah Shari
• Format: Article
• Language: English; English
• Published: Penerbit USM 2019
• Subjects: HG1-9999 Finance
• Online Access: https://eprints.ums.edu.my/id/eprint/32497/1/A%20comparative%20analysis%20of%20fixed%20income%20unit%20trust%20funds%20versus%20equity%20unit%20trust%20funds%20in%20Malaysia.pdf; https://eprints.ums.edu.my/id/eprint/32497/2/A%20comparative%20analysis%20of%20fixed%20income%20unit%20trust%20funds%20versus%20equity%20unit%20trust%20funds%20in%20Malaysia.pdf; https://eprints.ums.edu.my/id/eprint/32497/; http://web.usm.my/journal/aamjaf/aamjaf15022019/aamjaf15022019_5.pdf; https://doi.org/10.21315/aamjaf2019.15.2.5
• Institution: Universiti Malaysia Sabah

This study examines the performance of fixed income and equity unit trust funds from 2006 to 2012. A total of 31 fixed income and 57 equity funds are evaluated by using the Treynor ratio, Sharpe ratio and Jensen alpha. Results indicate that fixed income funds outperform the market and the Maybank 12...