title: ÐÐ¸ÑÐ¶ÐµÐ²ÑÐµ ÑÐ¾Ð½Ð´Ñ ETF Ð½Ð° Ð¼Ð¸ÑÐ¾Ð²ÑÑ Ð¸ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¼ ÑÐ¾Ð½Ð´Ð¾Ð²ÑÑ ÑÑÐ½ÐºÐ°Ñ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: ETF exchange funds in the global and Russian stock markets
Creators: name: ÐÐ°Ð»Ð°ÑÐ½Ð¸ÐºÐ¾Ð²Ð°, ÐÐºÐ°ÑÐµÑÐ¸Ð½Ð°
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2020
Subjects: ETF ÑÐ¾Ð½Ð´
Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ð¹ Ð´ÐµÐ¿Ð¾Ð·Ð¸Ñ
ÐÐÐ¤
ÐÐÐ¤
Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÑ
ÑÐ¸ÑÐº
ÐºÐ¾ÑÑÑÐ¸ÑÐ¸ÐµÐ½Ñ Ð¨Ð°ÑÐ¿Ð°
ETF fund
bank deposit
mutual fund
AIF
income
risk
sharp factor

description: ÐÐ°Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° Ð¸Ð·ÑÑÐµÐ½Ð¸Ñ Ð¸ÑÑÐ¾ÑÐ¸Ð¸ ÑÐ°Ð·Ð²Ð¸ÑÐ¸Ñ ETF ÑÐ¾Ð½Ð´Ð¾Ð² Ð½Ð° Ð¼Ð¸ÑÐ¾Ð²ÑÑ Ð¸ ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¼ ÑÑÐ½ÐºÐµ Ð¸ Ð¿ÑÐµÐ´ÑÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÐ¿Ð¾ÑÐ¾Ð±Ð¾Ð² Ð²ÑÑÐ¸ÑÐ»ÐµÐ½Ð¸Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ ÑÐ°Ð±Ð¾ÑÑ ETF ÑÐ¾Ð½Ð´Ð¾Ð², Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ ÑÐ¸ÑÐºÐ° Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² ÑÑÐ¾Ñ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½Ñ. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ
Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ:
1. ÐÐ·ÑÑÐµÐ½Ð¸Ðµ Ð¸ÑÑÐ¾ÑÐ¸Ð¸ ÑÐ°Ð·Ð²Ð¸ÑÐ¸Ñ ETF ÑÐ¾Ð½Ð´Ð¾Ð² Ð½Ð° Ð¼Ð¸ÑÐ¾Ð²ÑÑ Ð¸
ÑÐ¾ÑÑÐ¸Ð¹ÑÐºÐ¾Ð¼ ÑÑÐ½ÐºÐµ.
2. ÐÑÑÐ²Ð»ÐµÐ½Ð¸Ðµ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐµÐ¹ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² ETF ÑÐ¾Ð½Ð´Ñ, Ð²
ÑÑÐ°Ð²Ð½ÐµÐ½Ð¸Ð¸ Ñ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÑÐ¼Ð¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² ÐÐÐ¤Ñ, ÐÐÐ¤Ñ,
Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ðµ Ð´ÐµÐ¿Ð¾Ð·Ð¸ÑÑ.
3. ÐÑÐ¾Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ ÑÐ¸ÑÐºÐ° Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð²
ETF ÑÐ¾Ð½Ð´Ñ, ÐÐÐ¤Ð«, ÐÐÐ¤Ñ Ð¸ Ð² Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¸Ð¹ Ð´ÐµÐ¿Ð¾Ð·Ð¸Ñ. ÐÑÑÐ¸ÑÐ»ÐµÐ½Ð¸Ðµ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² ÐÐÐ¤Ñ Ð¸ ETF ÑÐ¾Ð½Ð´Ñ Ð¿Ð¾ Ð¾ÑÐ½Ð¾ÑÐµÐ½Ð¸Ñ Ðº Ð±Ð°Ð½ÐºÐ¾Ð²ÑÐºÐ¾Ð¼Ñ Ð´ÐµÐ¿Ð¾Ð·Ð¸ÑÑ.
Ð Ð°Ð±Ð¾ÑÐ° Ð²ÑÐ¿Ð¾Ð»Ð½ÐµÐ½Ð° Ð½Ð° Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð´Ð°Ð½Ð½ÑÑ Ð¾ ÑÐµÐ°Ð»ÑÐ½Ð¾
ÑÑÑÐµÑÑÐ²ÑÑÑÐ¸Ñ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ°Ñ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² Ð¼Ð¸ÑÐµ Ð¸ Ð² Ð Ð¾ÑÑÐ¸Ð¸, Ð½Ð° Ð¼Ð¾Ð¼ÐµÐ½Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ. Ð¢ÐµÐ¾ÑÐµÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¾ÑÐ¾Ð±ÐµÐ½Ð½Ð¾ÑÑÐ¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð±ÑÐ»Ð¸ Ð¸Ð·ÑÑÐµÐ½Ñ Ð¾ ETF ÑÐ¾Ð½Ð´Ð°Ñ, Ð¿ÑÐµÐ´ÑÑÐ°Ð²Ð»ÐµÐ½Ð½ÑÑ Ð½Ð° ÐÐÐ Â«ÐÐ¾ÑÐºÐ¾Ð²ÑÐºÐ°Ñ Ð±Ð¸ÑÐ¶Ð°Â», Ð¾ ÐÐÐ¤Ð°Ñ ÑÐ°Ð·Ð»Ð¸ÑÐ½Ð¾Ð³Ð¾ ÑÐ¸Ð¿Ð°, ÐÐÐ¤Ð°Ñ Ð¸ Ð¾Ð± Ð°ÐºÑÑÐ°Ð»ÑÐ½ÑÑ Ð´ÐµÐ¿Ð¾Ð·Ð¸ÑÐ¾Ð², Ð¿ÑÐµÐ´Ð¾ÑÑÐ°Ð²Ð»ÑÐµÐ¼ÑÑ Ð±Ð°Ð½ÐºÐ°Ð¼Ð¸. ÐÐ½Ð°Ð»Ð¸Ð· Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ ÑÐ¸ÑÐºÐ° Ð±ÑÐ» Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð½Ð° ÐºÐ¾Ð½ÐºÑÐµÑÐ½ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ°Ñ: FXIT Ð¸ FXRB (ETF ÑÐ¾Ð½Ð´Ñ), VTBB Ð¸ SBSP ( ÐÐÐÐ¤Ñ) Ð¸ Ð´ÐµÐ¿Ð¾Ð·Ð¸Ñ âÐÐ¾ÑÐ¾Ð´Ð½ÑÐ¹â Ð¾Ñ ÐÐÐ¡ ÐÐ°Ð½ÐºÐ°. Ð¢Ð°ÐºÐ¶Ðµ Ð±ÑÐ» Ð¿ÑÐ¾Ð²ÐµÐ´ÐµÐ½ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² Ð¿ÑÐµÐ´ÑÑÐ°Ð²Ð»ÐµÐ½Ð½ÑÐµ ÑÐ¾Ð½Ð´Ñ, Ð¿Ð¾ Ð¾ÑÐ½Ð¾ÑÐµÐ½Ð¸Ñ Ðº Ð²Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ ÑÑÐµÐ´ÑÑÐ² Ð² Ð´ÐµÐ¿Ð¾Ð·Ð¸Ñ âÐÐ¾ÑÐ¾Ð´Ð½ÑÐ¹â.
Ð ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐµ Ð¸Ð½Ð²ÐµÑÑÐ¾ÑÐ°Ð¼ Ð¿ÑÐµÐ´ÑÑÐ°Ð²Ð»ÐµÐ½ Ð¼ÐµÑÐ¾Ð´ Ð²ÑÑÐ¸ÑÐ»ÐµÐ½Ð¸Ñ Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ ÑÐ¸ÑÐºÐ° Ð¾Ñ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Ð² ÑÐ¾Ð½Ð´Ñ ÐºÐ¾Ð»Ð»ÐµÐºÑÐ¸Ð²Ð½ÑÑ Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¹, Ð° ÑÐ°ÐºÐ¶Ðµ ÑÐ¿Ð¾ÑÐ¾Ð± ÑÑÐ°Ð²Ð½ÐµÐ½Ð¸Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð²Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ ÑÑÐµÐ´ÑÑÐ² Ð² ÑÑÐ¸ ÑÐ¾Ð½Ð´Ñ Ð¿Ð¾ Ð¾ÑÐ½Ð¾ÑÐµÐ½Ð¸Ñ Ðº Ð½Ð°Ð¸Ð¼ÐµÐ½ÐµÐµ ÑÐ¸ÑÐºÐ¾Ð²Ð¾Ð¼Ñ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÑ.
description: The subject of the graduate qualification work is âETF exchange
funds in the global and Russian stock marketsâ.
This work is devoted to studying the history of the development of
ETF funds in the world and the Russian market and introducing methods for calculating the performance of ETF funds, the profitability and risk of investing in this tool. The research set the following goals:
1.Studying the history of development of ETF funds in the world and the Russian market.
2. Identification of the features of investing in ETF funds, in comparison with the features of investing in mutual funds, AIFs, bank deposits.
3. Analysis of the profitability and risk of investing in ETF funds, mutual funds, AIFs and bank deposits. Calculation of the effectiveness of investing in mutual funds and ETF funds in relation to the bank deposit.
The work is based on data on real-life investment tools in the world and in Russia, at the time of the study. The theoretical features of investing were studied on ETF funds represented on PJSC Moscow Exchange, on various types of mutual funds, on mutual funds and on current deposits provided by banks. Profitability and risk analysis was carried out on specific instruments: FXIT and FXRB (ETF funds), VTBB and SBSP (BPIFs) and the âProfitableâ deposit from BCS Bank. An analysis was also made of the effectiveness of investing in the funds presented, in relation to investing in the âProfitableâ deposit.
As a result, investors are presented with a method of calculating the profitability and risk of investing in collective investment funds, as well as a method of comparing the effectiveness of investing in these funds in relation to the least risky instrument.