Examinando por Materia "Trust company"

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    Ítem
    Evaluación de los diez fondos de inversión colectiva de mejor desempeño en Colombia en el período 2015 - 2018
    (Universidad EAFIT, 2020) Pérez Rodriguez, Ana Milena; Quintero Torres, Bibiana Marcela; Waserman Álvarez, Jean Paul
    This study carries out an evaluation of the ten best-performing collective investment funds in Colombia in the 2015-2018 period, through the calculation and analysis of the performance indicators obtained by each of them. As indicators proposed for the evaluation –and approved in the proposal of this thesis– Sharpe ratio, alpha, tracking error and information ratio were used, since they are measures of the risk / return ratio that allow identifying the management performed by the administrator on the asset (Autorregulador del Mercado de Valores de Colombia, AMV, 2018). Additionally, the EVA® model was used to determine the value generated by the funds selected by “XYZ” Trust Company in 2018, which allowed identifying opportunities for improvement in its financial results.