Portfolio Performance Evaluation: Investment Corporation of Bangladesh

Asphia Habib


The number of mutual funds which are professionally managed is increasing in the financial arena. With time the importance of portfolio performance measurement tools are really booming since investors will always like to choose fund managers on a comparative basis. The influence of traditional portfolio measurement tools are also waning with the enhanced level of competition. This very research paper had evaluated the ICB fund manager’s performance on a timeline basis based on the traditional techniques of measuring the performance of portfolio. It was revealed that the performance of the ICB portfolio is satisfactory if not extraordinary. Much of the underperformance can be attributed to the structural rigidity of the organization.

Keywords: Sharpe index, Treynor index, Jensen Alpha, Fama decomposition, NAV

Full Text: PDF
Download the IISTE publication guideline!

To list your conference here. Please contact the administrator of this platform.

Paper submission email: JESD@iiste.org

ISSN (Paper)2222-1700 ISSN (Online)2222-2855

Please add our address "contact@iiste.org" into your email contact list.

This journal follows ISO 9001 management standard and licensed under a Creative Commons Attribution 3.0 License.

Copyright © www.iiste.org