TITLE:
Investment Trust Performance Analysis Report Based on JPMorgan, Witan and Monks
AUTHORS:
Wanchao Liu
KEYWORDS:
Sharpe Ratio, Treynor Ratio, Information Ratio, Risk
JOURNAL NAME:
American Journal of Industrial and Business Management,
Vol.10 No.8,
August
31,
2020
ABSTRACT: As an investor, it is critical to review and understand historical performance of each invested trust before making decisions. It reflects whether this invested trust can bring excepted return for investor. Hence, to offer this wealthy investor advice, this report will introduce investment trusts and analyze the index of three stocks over the past five years, including JPMorgan American IT., Witan Inv. Trust and Monks Inv. Trust, to forecast the future performance and generate investment recommendation based on Sharpe, Treynor and Information ratios. Firstly, investment trusts and performance measures will be introduced. Secondly, it will calculate, analyze and compare returns and three different ratios. Then, investment risks, limitations and recommendation will be concluded.