Abstract:

for investors who aim to achieve maximum return to a certain risk, portfolio performance is used three traditional methods to measure portfolio performance that has an important place in investment decisions, these are sorted as sharpe rasyosu treynor rasyosu and jensen performance measure, this study was examined using the traditional methods of performance of a and b-type funds in turkey in 20002008, showing that the negative performance values obtained according to sharpe and treynor rasyosyo have higher returns than risk-free securities. as a result of the negative performance criteria, the negative performance values in which are located within the framework of the genesis, it is considered as a result of the performance criteria