Posouzení výkonnosti a investiční strategie vybraných podílových fondů

Abstract

The bachelor thesis deals with the issue of collective investment, which represents an effective tool for protecting assets against depreciation and a means of achieving the optimal appreciation of savings. The aim of the thesis is to assess the performance and investment strategies of selected mutual funds over the period from 2021 to 2025 years. In the theoretical part, the key concepts of collective investment are defined, and the analyzed funds managed by Conseq Investment Management, a.s. are presented. In the methodological part, the indicators of return and risk are defined, specifically the arithmetic mean of return, standard deviation, and the beta factor. To evaluate risk-adjusted performance, the Sharpe, Treynor, and Sortino ratios, along with the coefficient of variation, are applied. In the practical part, these methods are applied to historical data. The results are assessed from the perspective of risk-averse, risk-neutral, and risk-seeking investors across various investment horizons. Based on the analysis, Fund 3 (Conseq Invest Akcie Nové Evropy A) is identified as the most suitable option for risk-averse and risk-neutral investors. For risk-seeking investors, the technologically oriented Fund 1 (BNPPF Disruptive Technology) was evaluated as the best choice.