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• W2904297439 abstract "Bireysel emeklilik sisteminin ortaya cikmasi ile birlikte yeni bir finansal arac olarak adlandirilan emeklilik yatirim fonlari da faaliyetlerine baslamistir. Turkiye’de onemi her gecen gun giderek artmakta olan bireysel emeklilik sisteminde biriken fon buyuklugu 2018 yili Ekim ayi itibariyle 85 Milyar Turk Lirasini asmistir. Toplanan bu fonlarin, kaynak bulma maliyetlerini onemli olcude dusurdugu, sermaye piyasalarinin gelismesine ve derinlesmesine yardimci olarak uzun vadeli yatirimlarin artmasina yol actigi, ekonomik ve finansal istikrarin saglanmasina olumlu katkida bulundugu ifade edilmektedir. Bu kapsamda calismanin amaci, bireysel emeklilik sistemde yer alan emeklilik yatirim fonlarinin gosterdigi performanslari olcmektir. Calismada, yatirimcilar icin onemli bir yatirim araci olarak gorulen ve bireysel emeklilik sistemi icerisinde yer alan 157 adet emeklilik yatirim fonunun 2014 yili Ocak ayi ile 2017 yili Aralik ayi arasinda gosterdigi performanslarin olcumu; Sharpe Orani, Treynor Orani ve Jensen Olcutu kullanilarak hesaplanmis ve performans analizi sonucunda elde edilen ciktilar ayni donemdeki BIST-100 endeksinin performansi ile karsilastirilmistir. Calismadan elde edilen sonuclar incelendiginde; Sharpe Oranina gore, 48 adet bireysel emeklilik yatirim fonunun, Treynor Orani gore 21 adet emeklilik yatirim fonunun, Jensen Olcutune gore ise 51 adet emeklilik yatirim fonunun karsilastirma olcutu olarak alinan BIST-100 endeksinden daha iyi bir performans sergiledigi sonucuna ulasilmistir. Anahtar Kelimeler: Emeklilik Yatirim Fonlari, Performans Degerlendirme, Sharpe Orani, Treynor Orani, Jensen Olcutu JEL Kodu: H55, G22,G11 ----------------------------------------------------------------------------------------------------------------------  BIST-100 Index Performance Comparison of Performance on Pension Funds in Turkey ABSTRACT: With the emergence of the private pension system, a new financial instrument called pension funds has started to operate. Turkey increasingly in importance with each passing day total funds accumulated in individual pension system, which increases as of October 2018 has exceeded 85 billion Turkish Liras. It is stated that these funds contribute significantly to the cost of finding resources, increase the long-term investments by helping to develop and deepen capital markets, and contributes positively to economic and financial stability. In this context, the aim of the study is to measure the performance of pension investment funds in the private pension system. In the study, the measurement of the performances of 157 pension investment funds, which are considered as an important investment tool for investors, between January 2014 and December 2017; Sharpe Ratio was calculated by using Treynor Ratio and Jensen Criteria and the results obtained from the performance analysis were compared with the performance of the BIST-100 index in the same period. When the results of the study were examined; According to the Sharpe Ratio, it was concluded that 48 private pension investment funds performed better than the BIST-100 compared to the 21 pension investment funds according to the Treynor Ratio and 51 private pension  investment funds according to the Jensen Criteria. Keywords: Pension Mutual Fund, Performance Evaluation, Sharpe Ratio, Treynor Ratio, Jensen JEL Code: H55, G22,G11 DOI: https://doi.org/10.32479/iicd.129" @default.
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• W2904297439 date "2018-11-01" @default.
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• W2904297439 doi "https://doi.org/10.32479/iicd.129" @default.
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