Hodnocení výkonnosti vybraných podílových fondů

Abstract

The aim of the thesis is the performace evaluation of the eight selected equity mutual funds the largest providers in the Czech Republic between years 2011 - 2015. The thesis is divided into three others parts except of the introduction and conclusion. The first part is focused on collective investment undertaking for collective investment and investment decision - making. The second part is devoted to the theory of portfolio and methodology of portfolio performace measurement. It describes a revenues - risk methods of performance measurement and regression models of market timing. In the third part of thesis methods are applied. Firstly the necessary imput data are identified and then calculation methods of performance measurement is done. Then the results are interpreted and an evaluation of the performance of selected mutual funds at the conclution is carried out.