Hållbara kontra konventionella fonder : En prestationsstudie om passivt och aktivt förvaltade fonder

Detta är en Kandidat-uppsats från Mittuniversitetet/Institutionen för informationssystem och –teknologi; Mittuniversitetet/Institutionen för informationssystem och –teknologi

Sammanfattning: Every fourth Swede chooses to invest their capital in sustainable funds. There is consensus on the fact that the financial market has been affected by the increased awareness on sustainability which companies have embraced and now manage extensive CSR-work. The goal of this essay is to answer the question whether sustainable funds contributes larger to a portfolios risk adjusted return than conventional mutual funds and if there is a connection between that and passive or active fund management. The report compares 16 funds between the years of 2012 to 2018, whereas 8 funds are conventional and 8 are sustainable. Furthermore, half of each group is passively managed and half is actively managed. The ratios used to measure risk adjusted return in this essay is the Sharpe ratio and the Sortino Ratio. The results show that the conventional funds have a higher risk adjusted return than the sustainable funds. The result is further compared to previous research and discussed towards the hypotheses presented in the theory chapter.

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