Performance of Mutual Funds in India: (2002-2006)

Saboo, Manish (2006) Performance of Mutual Funds in India: (2002-2006). [Dissertation (University of Nottingham only)] (Unpublished)

[img] PDF - Registered users only - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Download (653kB)


There has been many studies in the past on performance of Mutual Funds in comparison to the market. These studies might differ in time and the market under study but most of them concluded that on an average, Mutual Funds have failed to outperform the market and thus the Efficient Market Hypothesis holds good. This research was based on performance of 25 mutual funds for a period of almost 5 years on monthly basis. Funds were evaluated using measures like Sharpe ratio, Treynor ratio, Jensen's Alpha, etc. The results were quite surprising as 23 out of 25 mutual funds have outperformed the market index i.e. in our case BSE 500.

Item Type: Dissertation (University of Nottingham only)
Keywords: Mutual Funds Performance, Efficiency of Indian markets
Depositing User: EP, Services
Date Deposited: 26 Mar 2007
Last Modified: 09 Mar 2018 12:11

Actions (Archive Staff Only)

Edit View Edit View