A comparative performance between government unit trust fund and private sector unit trust fund; comparison between Permodalan Nasional Berhad and public mutual fund, HLG unit trusts, SBB mutual / Mohd Azrie Jamal

• Main Author: Jamal, Mohd Azrie
• Format: Student Project
• Language: English
• Published: 2006
• Subjects: Investment companies. Investment trusts. Mutual funds
• Online Access: https://ir.uitm.edu.my/id/eprint/74743/1/74743.pdf; https://ir.uitm.edu.my/id/eprint/74743/

The study investigates the government and private sector unit trust fund performance in 2001 to 2005. A monthly closing price data of 10 growth funds was taken from the Malaysian financial market in the period under study. All the samples are from the equity funds which is one of the categories of unit trusts. The funds will be ranked order to see the performance according to Treynor, Sharpe and Jensen. There are many advantages of investing in unit trust. But the question is do all the advantages works all the time and is it possible for an investor to fully rely on fund managers professionalism? This study tries to see which sector of unit trusts that may perform between the government unit trusts and private unit trusts based on the ranking. The measure of performance applied in this study includes the non-risk adjusted performance measures, risk-adjusted performance measures and the measurement of risks. The result revealed that the private sector unit trusts is performing better than the government unit