EU Equity Retail Funds: Correlation Between Cost and Performances

Better Finance #FundResearch Reports, 2019

84 Pages Posted: 28 Jun 2019

See all articles by Michal Mešťan

Michal Mešťan

Faculty of Economics Matej Bel University in Banska Bystrica

Ján Šebo

Faculty of Economics at Matej Bel University

Matej Zofaj

Faculty of Economics, Matej Bel University in Banska Bystrica, Slovakia

Ivan Kralik

Faculty of Economics, Matej Bel University in Banska Bystrica, Slovakia

Date Written: June 20, 2019

Abstract

This research paper is part of BETTER FINANCE’s annual #FundResearch project, an umbrella research activity aimed at providing qualitative and quantitative assessments of the EU market for retail investment funds, focusing on Undertakings for Collective Investment in Transferable Securities (UCITS) and Alternative Investment Funds (AIFs). This paper compares mutual fund returns with their market index (benchmark) and analyses the relationship between the main factors impacting fund performance and the ability to deliver returns higher than the market.

Keywords: fund research, performance, mutual funds, alfa, turnover ratio, tracking error

Suggested Citation

Mešťan, Michal and Šebo, Ján and Zofaj, Matej and Kralik, Ivan, EU Equity Retail Funds: Correlation Between Cost and Performances (June 20, 2019). Better Finance #FundResearch Reports, 2019. Available at SSRN: https://ssrn.com/abstract=3411074

Michal Mešťan (Contact Author)

Faculty of Economics Matej Bel University in Banska Bystrica ( email )

Tajovskeho 10
Banska Bystrica, 97590
Slovakia

Ján Šebo

Faculty of Economics at Matej Bel University ( email )

Tajovského 10
Banská Bystrica, 974 01
Slovakia

Matej Zofaj

Faculty of Economics, Matej Bel University in Banska Bystrica, Slovakia ( email )

Ivan Kralik

Faculty of Economics, Matej Bel University in Banska Bystrica, Slovakia ( email )

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