Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio

This study evaluated Philippine bond and equity funds from 2010-2016 by comparing them to their respective benchmarks, iBoxx Philippines and Philippine Stock Exchange index (PSEi). The performance measures used were returns and risk-adjusted returns (Sharpe ratio) which were derived across four hold...

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Main Authors: Banez, Denisse Erica M., Barsanalina, Rozza Liza Marie, Calapatan, Jonas B., Villacorta, Julia Victoria H.
Format: text
Language:English
Published: Animo Repository 2017
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Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/6410
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Institution: De La Salle University
Language: English
id oai:animorepository.dlsu.edu.ph:etd_bachelors-7054
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spelling oai:animorepository.dlsu.edu.ph:etd_bachelors-70542021-07-22T08:33:44Z Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio Banez, Denisse Erica M. Barsanalina, Rozza Liza Marie Calapatan, Jonas B. Villacorta, Julia Victoria H. This study evaluated Philippine bond and equity funds from 2010-2016 by comparing them to their respective benchmarks, iBoxx Philippines and Philippine Stock Exchange index (PSEi). The performance measures used were returns and risk-adjusted returns (Sharpe ratio) which were derived across four holding periods: 1-year, 3-year, 5-year, and 7-year period. Results showed that, in general, bond funds outperformed equity funds both in return and risk adjusted return, However, it was proven that there were no significant differences between the said funds in all holding periods thus the study cannot make a definite claim on which fund category performed better than the other on any time period. Additionally, the percentage of out performing equity funds decreased as the holding period increased whereas the percentage of outperforming bond funds increased as the holding-period lengthened. 2017-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/6410 Bachelor's Theses English Animo Repository Bonds--Philippines Mutual funds--Philippines Finance and Financial Management
institution De La Salle University
building De La Salle University Library
continent Asia
country Philippines
Philippines
content_provider De La Salle University Library
collection DLSU Institutional Repository
language English
topic Bonds--Philippines
Mutual funds--Philippines
Finance and Financial Management
spellingShingle Bonds--Philippines
Mutual funds--Philippines
Finance and Financial Management
Banez, Denisse Erica M.
Barsanalina, Rozza Liza Marie
Calapatan, Jonas B.
Villacorta, Julia Victoria H.
Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
description This study evaluated Philippine bond and equity funds from 2010-2016 by comparing them to their respective benchmarks, iBoxx Philippines and Philippine Stock Exchange index (PSEi). The performance measures used were returns and risk-adjusted returns (Sharpe ratio) which were derived across four holding periods: 1-year, 3-year, 5-year, and 7-year period. Results showed that, in general, bond funds outperformed equity funds both in return and risk adjusted return, However, it was proven that there were no significant differences between the said funds in all holding periods thus the study cannot make a definite claim on which fund category performed better than the other on any time period. Additionally, the percentage of out performing equity funds decreased as the holding period increased whereas the percentage of outperforming bond funds increased as the holding-period lengthened.
format text
author Banez, Denisse Erica M.
Barsanalina, Rozza Liza Marie
Calapatan, Jonas B.
Villacorta, Julia Victoria H.
author_facet Banez, Denisse Erica M.
Barsanalina, Rozza Liza Marie
Calapatan, Jonas B.
Villacorta, Julia Victoria H.
author_sort Banez, Denisse Erica M.
title Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
title_short Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
title_full Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
title_fullStr Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
title_full_unstemmed Philippine bond funds vs equity funds: Performance evaluation in terms of return and sharpe ratio
title_sort philippine bond funds vs equity funds: performance evaluation in terms of return and sharpe ratio
publisher Animo Repository
publishDate 2017
url https://animorepository.dlsu.edu.ph/etd_bachelors/6410
_version_ 1772834799527919616