R&D PROJECTS

Development of Platform for Evaluation of Portfolio Performance in Private Pension System

Ali Tükel 01.01.2011 - 31.12.2012

 

Project Team: Ali Tükel, Birgül Kutlu Bayraktar, Meltem Özturan

The objective of this research is to develop a platform for private pension system participants that evaluate their fund manager and/or their portfolio performance by using risk-adjusted performance measurement methods based on historical data. The platform calculates the period returns of the user’s portfolio as well the its Sharpe ratio, the well known risk-adjusted performance measurement from portfolio theory.The platform gets daily pension fund price data from the website of the Capital Markets Board (CMB). Users will be able to use this platform from internet to calculate the period return and Sharpe ratio of their porfolio, and compare the results with the results of equivalent portfolios made up of penison funds of other portfolio managers, using the equivalence tables of pension funds provided by the platform.