Abstract
This paper investigates the different performance values of the food sector in Turkish stock market between the dates 01.01.2000 and 31.12.2014. I used the income values I got from Stock Ground and turned them into return values. Then, I used the daily return values to calculate 4 different performance values (Sharpe Ratio, Sharpe Ratio modified according to 0, Sharpe Ratio modified according to the average values and VaR performance value). We aimed to compare three different sectors in Turkish stock market (the others are real-estate and banking) and also draw a conclusion on if we can benefit from these calculations and make efficient investments by minimizing the risk and maximizing the performance. Through this process we had the chance to test the durability of the return and performance values and wanted to decide on the predictability of possible crisis and if it is possible suggest ways to overcome them.
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