The unit trust performance: comparison between Permodalan Nasional Berhad and public mutual, HLG unit trust, pacific mutual berhad / Saldatul Shella Kamardin

• Main Author: Kamardin, Saldatul Shella
• Format: Student Project
• Language: English
• Published: 2008
• Subjects: Investment, capital formation, speculation; Investment companies. Investment trusts. Mutual funds
• Online Access: https://ir.uitm.edu.my/id/eprint/74071/1/74071.pdf; https://ir.uitm.edu.my/id/eprint/74071/

This study claims to evaluate the performance of an equity unit trust fund in government and private sector. The period of this study will cover from January 2001 until December 2007. The data for this study will collect on the monthly data basis. It focus on four (4) selected management companies in Malaysia such as Permodalan Nasional Berhad, HLG Unit Trust , Pacific Mutual and also Public Mutual in order to measure an equity fund performance that have been offer in the management companies. In doing so the sample of funds on each management companies are evaluate by using Treynor Index Performance, Sharpe Index Performance and also Jensen Alpha Index. The data will acquire in the Bloomberg and the company itself as the resources to complete this research. The sample for this research is twelve (12) equity unit trust funds from four (4) selected Management Company that represented by government and private sector. This study tries to see which sector of unit trust that may perform between the government unit trust and private unit trusts based on the ranking. The measure of performance applied in this study includes the non-risk adjusted performance measure, risk adjusted performance measures and the measurement of risks. The result revealed that the private sector unit trusts are performing better than government unit trusts.