Indian Journal of Finance

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Quantitative Analysis of Indian Mutual Funds: Equity Schemes


Affiliations
1 Research Scholar, SRM University, Kattankulathur - 603 203, Tamil Nadu, India
2 Research Supervisor, Professor, and Head School of Management, SRM University, Ramapuram, Chennai, Tamil Nadu, India

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Mutual funds are an integral part of the stock market, which have become an investment avenue for a large number of investors in recent years. There are a number of investment opportunities available to an investor. Each of these investments has its own risk and return features. The present study was conducted to evaluate and compare the performance of equity mutual fund schemes of selected companies (HDFC, ICICI, and Franklin Templeton).

Keywords

Mutual Fund, Risk-Return, Sharpe Ratio, Treynor Ratio, Jensen Ratio, Beta

G110, G120, G170

Paper Submission Date : December 17, 2013 ; Paper sent back for Revision : February 4, 2014 ; Paper Acceptance Date : May 12, 2014.

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  • Quantitative Analysis of Indian Mutual Funds: Equity Schemes

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Authors

S. Prakash
Research Scholar, SRM University, Kattankulathur - 603 203, Tamil Nadu, India
C. Sundar
Research Supervisor, Professor, and Head School of Management, SRM University, Ramapuram, Chennai, Tamil Nadu, India

Abstract


Mutual funds are an integral part of the stock market, which have become an investment avenue for a large number of investors in recent years. There are a number of investment opportunities available to an investor. Each of these investments has its own risk and return features. The present study was conducted to evaluate and compare the performance of equity mutual fund schemes of selected companies (HDFC, ICICI, and Franklin Templeton).

Keywords


Mutual Fund, Risk-Return, Sharpe Ratio, Treynor Ratio, Jensen Ratio, Beta

G110, G120, G170

Paper Submission Date : December 17, 2013 ; Paper sent back for Revision : February 4, 2014 ; Paper Acceptance Date : May 12, 2014.




DOI: https://doi.org/10.17010/ijf%2F2014%2Fv8i10%2F71846