Issue 4, 2003

Ilina Y. B., Romanyuk E. I. Russian Mutual Funds’Performance Specifics and Evaluation (Managing Company AVK «Dvortsovaya Ploshad» Mutual Funds Experience)

This article presents the specifics of mutual funds investment activity in Russia: types of funds, investment strategies, performance outcomes. Authors analyze performance of equity funds, bond funds, diversified portfolio funds using the experience of mutual funds managed by the company AVK «Dvortsovaya Ploshad». Method of performance evaluation based on W. Sharpe model (risk and return analysis) is applied. Authors provide their considerations on the opportunity of applying this method for mutual funds performance analysis.

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