期刊名称：International Journal of Early Childhood Special Education
电子版ISSN：1308-5581
出版年度：2022
卷号：14
期号：5
页码：1762-1770
DOI：10.9756/INTJECSE/V14I5.180
语种：English
出版社：International Journal of Early Childhood Special Education
摘要：After 1991 Liberalization, Privatization, Globalization policy large numbers of financial institutions have entered into the market with emerging products. Mutual funds are one of them. The last decade has seen a tremendous growth in the mutual fund industry. Now a days the Indian market is swamped with more than a thousand mutual fund schemes, promising better returns than others. Mutual Funds are basically investment vehicles where people with comparable investment objective come together to pool their money and then invest accordingly. The investors can make their investment decisions rationally. This study on Performance evaluation would help the investors to choose the best schemes available and will also help the AUM’s in better portfolio construction and can rectify the problems of under performing schemes. Hence in this paper an attempt has been made to evaluate the performance of ELSSTax saving Public sector mutualfundsamong BARODA, CANARA ROBECO, IDBI, LIC, SBI & UTI on the basis of monthly returns compared to benchmark returns over the period of 5 years (2015 to 2020) and the performance evaluation of different category of funds using risk adjusted measures as suggested by Sharpe, Treynor,Jensen and Standard deviation, Beta, Co efficient of variation.
关键词：ELSS mutual funds;Average return;Beta;Coefficient of Determination;Standard deviation;the Sharpe ratio;Trynor ratio;and Jenson alpha performance index
