A Research On The Relationship Between The Social Responsibility And The Performance Of The Fund Based On The Fund Portfolio

Looking around in the world development of socially responsible investment funds, Western countries began as early as socially responsible investment, more research related to development, and has become a mainstream investment of Western developed countries, the other hand the development of socially responsible investment. The gradual opening of China’s securities market, the international advanced investment gradually into the Chinese market, the development of ideas and experience in socially responsible investment funds investment into China, with the socially responsible investment-related information dissemination and development, but also promote China fund managers a sense of responsibility and professionalism improvement. Compared with the international development of social responsibility, socially responsible investment, China began to carry out SRI late, there are various aspects to be studied and developed corresponding facilities are not complete, the relevant specification standards are not perfect. China’s first specialized branch of socially responsible investment funds established and started operating in 2008.This study is a departure from the Fund’s investment portfolio, the case study of the social responsibility fund portfolio, and to contact research and fund performance over the same period. In our country raised funds in the equity and hybrid funds as the research object, select 735 samples fund net growth and performance from the fluctuation risk of the Fund for the choice of two angles fund net growth rate, the Sharpe ratio, Treynor ratio and Bate coefficients, standard deviation fund net growth rate of these indicators to evaluate the performance of the fund, then the fund’s portfolio of socially responsible fund performance correlation and regression analysis to investigate the case based on the relationship between social responsibility fund portfolio and fund performance understand the situation at this stage by the social responsibility of different enterprise portfolio to establish what kind of impact the performance of the fund, to explore whether the country raised funds because of good corporate social responsibility to fulfill conditions for investment by the fund performance is better, proposed to further take into account the recommendations of the Fund and the performance of the fund’s portfolio of social responsibility.This innovation is that research on corporate social responsibility has always been the forefront of the oretical research scholars are concerned. However, for the Fund and the relevant social responsibility is not much research, this study from the perspective of the fund’s portfolio of social responsibility to conduct research and analyze their impact on fund performance, which is a major innovation of this article. In addition, recommendations for the proposed findings also innovative.