Record Details

An Intricate Multiple-Factor Approach To Evaluate Performance Of Indian Mutual Fund

European Journal of Business and Economics

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Field Value
 
Title An Intricate Multiple-Factor Approach To Evaluate Performance Of Indian Mutual Fund
 
Creator Bhatt, Suyash; Department of Finance, Prin. L. N.Welingkar Institute of Management Development and Research (WE School), Mumbai
 
Subject Mutual Funds, Investment Performance, Alpha, Beta, Standard Deviation, R Squared, Sharpe Ratio, Treynor Ratio and Jensen’s Alpha.
D92, G11, G12, F21, F36
 
Description This research paper examines performance of top twelve Indian mutual funds by Asset Under Management (AUM).  We use seven portfolio performance measurement parameters like Alpha, Beta, Standard Deviation, R Squared, Sharpe Ratio, Treynor Ratio and Jensen’s Alpha. The study reveals which amongst these mutual fund is the best performer based on all these parameters and the benchmark taken for this is NIFTY Index. The mutual funds selected are HDFC Top 200 Fund, Franklin India Bluechip Fund, ICICI Prudential Focused Bluechip Equity Fund, DSPBR Top 100  Equity Fund, Birla Sun Life Equity Fund, DSPBR Top 100  Equity Fund, UTI Mastershare Fund, Reliance Equity Opportunity Fund, SBI Magnum Equity, Reliance Top 200 Fund, SBI Bluechip Fund, ICICI Prudential Top 200 Fund, Principal Large Cap Fund. This study is primarily done to evaluate performance of the select mutual funds over a period of five years.
 
Publisher CBU, o.p.s.
 
Contributor —
 
Date 2013-10-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier https://ojs.journals.cz/index.php/EJBE/article/view/374
10.12955/ejbe.v8i2.374
 
Source European Journal of Business and Economics; Vol 8, No 2 (2013)
1804-9699
10.12955/ejbe.v8i2
 
Language eng
 
Relation https://ojs.journals.cz/index.php/EJBE/article/view/374/374
 
Rights Copyright (c) 2013 Suyash Bhatt
https://creativecommons.org/licenses/by/3.0/