تقييم الأداء الاستثماري لمحفظة استثمارية وفق الإدارة الستاتيكية : دراسة حالة صندوق المؤشرات المتداولة في بورصة باريس

Abstract EN

The passive management avoids any economic analysis with respect to the portfolio securities; as it focuses on non-market fighting.

It relies on forecasting, and uses special types of investments, particularly the ETFs.

In order to ascertain the hypotheses, we attempted to compare the performance of the LVC with the performance of its benchmark (CAC40), in Paris Stock Exchange during the period between 2009- 2016.

We based in that on the comparison the following variables: the return, the standard deviation, the variance, the correlation coefficient, and tracking error.

The results showed a significant convergence in performance, which confirms the Fund's strategic objectives achievement in simulating the performance of the indices traded.