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Measuring mutual fund performance : the selection decision / Varun Dawar.
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View online- Format:
- Book
- Author/Creator:
- Dawar, Varun, author.
- Series:
- SAGE Knowledge. Cases.
- SAGE Knowledge. Cases
- Language:
- English
- Subjects (All):
- Mutual funds--Management.
- Mutual funds.
- Gupta, Sandeep, active 2018.
- Gupta, Sandeep.
- Franklin India Bluechip Fund.
- SBI Magnum Equity Fund.
- Reliance Growth Fund.
- HDFC Top 200 Fund.
- Physical Description:
- 1 online resource.
- Place of Publication:
- London : SAGE Publications: SAGE Business Cases Originals, 2018.
- System Details:
- text file
- Summary:
- In early January 2015, in his home office in Mumbai, India, Sandeep Gupta, pondered if the investment strategy he had used for the previous ten years was the optimal strategy and whether he should modify it. That is, since 2005 Sandeep had been allocating his investible money saved out of his annual salary through systematic investment plans to four open-ended mutual funds, namely HDFC Top 200 Fund, Franklin India Bluechip Fund, SBI Magnum Equity Fund, and Reliance Growth Fund. After almost a decade of investing through mutual funds, Sandeep wondered whether his investment strategy had worked and whether these funds have outperformed relative to the benchmark indices. Sandeep knew that evaluating fund performance solely on the basis of average returns would not be meaningful as absolute returns needed to be adjusted for risk undertaken before they can be compared. With this quantitative analysis in mind, Sandeep decided to focus on the proposed computation of various fund performance measures such as the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, M-square measure, and Sortino ratio. The case puts the students in a financial analyst role and illustrates the relevance and computation of various risk-adjusted measures of fund/portfolio performance for investors' rational decision-making over a period of time.
- Notes:
- Includes bibliographical references and index.
- No ILL or scholarly sharing allowed.
- Description based on XML content.
- ISBN:
- 9781526441775
- OCLC:
- 1023534919
- Access Restriction:
- Restricted for use by site license.
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