A comparative analysis of the risk-adjusted performance of Philippine active and passive equity funds before and during the COVID-19 pandemic

• Main Authors: Dizon, Luisa L., Ng, Irvin Avery F., See, Audrey Nicole F., Yu, Lance Spencer T.
• Format: text
• Language: English
• Published: Animo Repository 2022
• Subjects: Mutual funds—Philippines; Trusts and trustees—Philippines; COVID-19 Pandemic, 2020- —Philippines—Influence; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/33; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1031/viewcontent/A_comparative_analysis_of_the_risk_adjusted_performance_of_Philip2.pdf
• Institution: De La Salle University

The study aims to evaluate the risk-adjusted performance of actively managed and passively managed equity mutual funds and unit investment trust fund (UITFs) in the Philippines before and during the COVID-19 pandemic by testing whether or not actively managed funds do better in times of crisis than...