Analyzing performance of different economic cycles towards unit trust found of ASN: a case of Amanah Saham Nasional Berhad (ASNB) / Roziana Hanif

• Main Author: Hanif, Roziana
• Format: Thesis
• Language: English
• Published: 2013
• Subjects: Business cycles. Economic fluctuations. Economic indicators
• Online Access: https://ir.uitm.edu.my/id/eprint/100500/1/100500.pdf; https://ir.uitm.edu.my/id/eprint/100500/

This study has provided empirical evidence where the different of economic cycles does not have significant relationship with unit trust funds' performance for ASN, a fund issued by Amanah Saham Nasional Berhad which is also a government link company (GLC). The study covered the period from 2001 to 2010. This paper used GDP as a key economic variables and economic indicators as independent variables and also used Holding Period Retun,Treynor, Jensen and Sharpe index as a method to measure funds' performance and as a dependent variables.