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Performance of Large Cap Growth Funds : Recent Trends

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Author
Dinabandhu Bag
Category
Financial
Date Posted
2022/07/05
Date Retrieved
2022/08/05
Date Revised
Empty
Date Written
2022/07/05
Description
The objective of this paper is to study about the performance evaluation of Indian mutual funds in the market is carried out through risk-return analysis Treynor’s ratio Sharpe’s ratio Jensen’s measure and M2 ratio. The data used is monthly closing NAVs. NSE Sensex (NIFTY50) has been used for market portfolio. We consider a sample of 12 growth funds for computing relative performance index. The investigation was made for a period of first quarter of 2015 to the last quarter of 2021. The results of performance measures suggest that most of the mutual fund schemes in the sample of 12 were able to satisfy investor’s expectations by giving excess returns over expected returns based on both premium for systematic risk and total risk. The results of the investigation show that the vast majority of the funds chosen for the study have surpassed the expectations of the market.
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I25 G11G0
Keywords
winners Treynor’s Ratio Sharpe’s Ratio Jensen’s Alpha M2 Ratio
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18
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670
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URL
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4182634
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