The Impact of Turnover Ratio and Fund Size on Mutual Funds Performance in Egypt

نوع المستند : المقالة الأصلية

المؤلفون

1 Lecturer of Business Administration Faculty of Commerce - Mansoura University

2 Teaching Assistant at Egyptian Russian University

3 Professor of Finance and Investment Faculty of Commerce - Mansoura University

المستخلص

This research investigates the relationship between mutual fund performance and key fund characteristics.
By examining factors such as fund size, age, type, expenses, and trading activity (turnover ratio), we aim to identify their impact on investment returns. Our analysis employs rigorous econometric methods and a comprehensive dataset that contribute to the understanding of mutual fund performance determinants and provide valuable insights for investors.
The study results indicate that fund age, fund type, fund size, fund expense ratio, and turnover ratio significantly impact the fund performance measured by Sharpe ratio and Treynor ratio. Factors like fund age and fund size positively influence the Treynor ratio, suggesting better performance relative to systematic risk for older and larger funds.  

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