COMPARATIVE STUDY ON PERFORMANCE EVALUATION OF MUTUAL FUND SCHEMES OF INDIAN COMPANIES

dc.contributor.authorDr. Mahesh Patel
dc.date.accessioned2026-06-17T08:49:05Z
dc.date.issued2012-07-15
dc.description.abstractIn this paper the performance evaluation of Indian mutual funds is carried out through relative performance index, risk-return analysis, Treynor's ratio, Sharp's ratio, Sharp's measure, Jensen's measure, and Fama's measure. The data used is daily closing NAVs. The source of data is website of Association of Mutual Funds in India (AMFI). The study period is 1st January 2007 to 31st December, 2011. The results of performance measures suggest that most of the mutual fund have given positive return during 2007 to 2011.
dc.identifier.issn2231-4172
dc.identifier.urihttp://160.160.1.15:4000/handle/123456789/371
dc.language.isoen
dc.publisherInternational Refereed Research Journal ■ www.researchersworld.com
dc.subjectMutual fund
dc.subjectRisk-return
dc.subjectSharp ratio
dc.subjectTreynor ratio
dc.subjectJensen ratio
dc.subjectFama
dc.titleCOMPARATIVE STUDY ON PERFORMANCE EVALUATION OF MUTUAL FUND SCHEMES OF INDIAN COMPANIES
dc.typeArticle

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
3 mutual fund.pdf
Size:
174.42 KB
Format:
Adobe Portable Document Format

License bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
license.txt
Size:
1.45 KB
Format:
Item-specific license agreed to upon submission
Description:

Collections