Keywords
maintenance
wind energy
Costa Rica
How to Cite
Abstract
The objective of this study was to evaluate the risk-adjusted performance of a sample of 34 Chilean mutual funds, applying different financial indicators. The funds analyzed were classified into three categories, according to the composition of assets they incorporate, and six indices were applied: Treynor, Sharpe, Jensen's Alpha, Sortino, Information and Modigliani. Finally, the correlation between the results obtained was analyzed. It was shown that Aggressive Allocation mutual funds are those with the highest profitability and risk, but the best risk-adjusted performance. The Cautious Allocation funds showed the opposite results. Finally, a high positive correlation was shown between the results delivered by the different efficiency indices, except for the Treynor index.
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