Fondstrategiers effektivitet under varierande konjunkturlägen
This study explores the performance of passively and actively managed funds across varying economic conditions. By analyzing the risk-adjusted returns of Swedish funds over a ten year period, data has been classified in line with the economic cycles expansion, peak, contraction, and recovery. The study evaluates fund performance using Jensen’s alpha, the Sharpe ratio, and the Treynor ratio. Result
