Performance-Analyse bei Aktienfonds
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Inhaltsangabe: Gang der Untersuchung: Das 2. Kapitel, das stark an der wissenschaftlichen Literatur orientiert ist, gibt eine Einführung in die grundlegenden Methoden der Performancemessung, die sich in die Bereiche Benchmark-Definition, Rendite-, Risiko- und Performancema e gliedern lassen. Im 3. Kapitel schlie t sich eine rein deskriptive Darstellung von vier konkreten Fondsranglisten für Publikumsfonds an, die auf den zuvor dargestellten theoretischen Konzepten basieren. Der Ausblick am Ende der Arbeit nennt offene Fragen und stellt damit die Verbindung zur Diplomarbeit her. Das Ziel der Arbeit besteht darin, ausgehend von einer systematischen Beschäftigung mit den Prinzipien der Performancemessung die Umsetzung dieser Ideen in aktuellen Fonds-Rankings zu untersuchen. Erst dadurch wird es möglich, verschiedene Fonds-Ranglisten kritisch zu beurteilen und ihre praktische Eignung für die Vorbereitung und Kontrolle von Anlageentscheidungen einzuschätzen. Dieser letztgenannte Schritt wird Gegenstand der sich anschlie enden Diplomarbeit sein. Inhaltsverzeichnis: Inhaltsverzeichnis: AbbildungsverzeichnisII SymbolverzeichnisIII FormelverzeichnisIV Verzeichnis des AnhangsV AbkürzungsverzeichnisVI 1.Einführung1 1.1Begriffsbestimmungen und Themenabgrenzung1 1.2Begründung der Themenwahl2 1.3Aufbau und Ziel der Arbeit3 2.Methoden der Performancemessung4 2.1Renditemaáe4 2.1.1Zeitgewichtete Rendite4 2.1.2BVI-Methode5 2.2Benchmarks6 2.3Risikomaáe7 2.3.1Standardabweichung8 2.3.2Volatilit"t9 2.3.3Tracking Error10 2.3.4Weitere Risikomaáe11 2.4Performancemaáe12 2.4.1Sharpe-Ratio12 2.4.2Information-Ratio15 2.4.3Weitere Performancemaáe16 3.Fonds-Ranglisten und ihre Bewertungskriterien17 3.1Onvista18 3.2Standard & Poor's Fund Services19 3.3Feri Trust21 3.4Finanztest23 4.Ausblick26 AnhangVII Literatur- und QuellenverzeichnisXIX
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