International Journal of Management (IJM), ISSN 0976 – 6502(Print), ISSN 0976 - 6510(Online),
Volume 6, Issue 1, January (2015), pp. 661-669 © IAEME
661
PERFORMANCE EVALUATION OF OPEN ENDED
LARGE CAP EQUITY MUTUAL FUND AND MID &
SMALL CAP EQUITY MUTUAL FUND GROWTH
SCHEME WITH SPECIAL REFERENCE TO SBI MUTUAL
FUND AND HDFC MUTUAL FUND
S Rohitraj
Research Scholar, Jain University, Bengaluru
Dr D H Rao
Dean, Visvesvaraya Technological University, Belgaum
ABSTRACT
Investment is very important to park the surplus fund of an individual for the purpose of
earning additional income or capital appreciation or both. The investor has to consider various
factors while making an investment decision these are as follows: risk associated with the
investment, tax benefits, liquidity, and marketability etc.
A mutual fund is a pool of money collected from many investors which is professionally
managed by the portfolio managers. It is a type of collective investment scheme and invests it
various securities such as in stocks, bonds and short-term money market instruments. The
performance of the fund depends upon the economic condition of the country and the world as a
whole.
In this research work the performance of the fund will be evaluated using five portfolio
performance measurement parameters like Beta, Standard Deviation, Sharpe Ratio, Treynor Ratio
and Jensen’s Alpha. The benchmark taken for this is CNX NIFTY Index. The study is primarily
done to evaluate the performance of the selected Mutual Funds schemes over a period ranging from
2009 to 2014.
Keywords: Jensen Performance, Net Asset Value (NAV), Open Ended, Sharpe measure, Treynor
measure.
INTERNATIONAL JOURNAL OF MANAGEMENT (IJM)
ISSN 0976-6502 (Print)
ISSN 0976-6510 (Online)
Volume 6, Issue 1, January (2015), pp. 661-669
© IAEME: http://www.iaeme.com/IJM.asp
Journal Impact Factor (2014): 7.2230 (Calculated by GISI)
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