مجلة الاقتصاد والبيئة
Volume 8, Numéro 1, Pages 334-347
2025-05-25
Performance Evaluation Of Socially Responsible Investment Funds: Evidence From European Market
Authors : Khelifi Amina .
Abstract
Abstract: This study aims to assess the performance of Socially Responsible Investment (SRI) funds by analyzing data from European market countries between 2018 and 2023. The evaluation considers absolute returns, risk measures, and risk-adjusted performance, utilizing the Sharpe ratio, Treynor ratio, and Jensen's Alpha across varying market conditions. Our findings suggest that SRI funds can serve as a safeguard for investors during crises. Investors should consider the positive impact of ESG factors on performance. Additionally, a customized investment strategy is recommended to enhance returns and manage risk across various market conditions, aligning with investors' goals and risk profiles to contribute to the achievement of sustainable development objectives.
Keywords
Performance evaluation ; Socially responsible investment funds ; European market
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