Risks and returns of investment in active fund and passive fund

  • รัศมิ์พงศ์ กุลถวายพร
  • สมพร ปั่นโภชา
  • นลินี เวชวิริยะกุล
Keywords: Active Fund, Passive Fund, Portfolio Management


This study is regarding the risk and return of investment funds in the form of active and passive funds using Sharpe ratio and Treynor ratio for the selection of an effective fund to organize the investment portfolio. In which the investment portfolio must has the lowest risk by comparison between the return of the passive fund portfolios, the active fund portfolio and the mixed investment portfolio of active funds and passive funds. The selection conducted by using historical data of yield, risk, and systemic risk of the fund. Since 1 January 2014 to 27 September 2019

Regarding to the study result of three types of portfolios. For the yield of the active fund portfolio and the mixed portfolio of active and passive funds. These two types have very similar result in the return on both portfolio and have better investment yield than the   portfolio of passive funds. Thus the study of portfolio management between active and passive funds will be useful for the investors who interested in mutual funds by suggesting investment information for the better investment decision.


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