اختبار نجاعة أداء صناديق الاستثمار الإسلامية المستهدفة لإستراتيجية مخاطرة عالية : حالات مختارة من السوق المالي السعودي خلال الفترة 2008-2017

الملخص EN

The purpose of the research is testing of efficiency the Islamic mutual funds performance, which has targeted.

the high risk strategy, to achieve the objective of research that base on a practical study on 5 Islamic mutual funds which has selected from Saudi financial market between 2008-2017, using statistical Programmes : Smartpls v3, Spss19 and Excel 2007.

This study reached to many findings, such as, the indicators of Jensen's alpha, Treynor, and Sharpe, are considered a high relative importance to measure the performance of funds, the funds of study sample have characterized by positive annual returns in the most of period, further, there is a high positive correlation with statistically significant, between annual returns of funds and market indicator during period examined.

In addition, the directors of mutual funds have a selective skill.

JEL Classification Codes : G1, G11, G15.