期刊名称：Researchers World - Journal of Arts Science & Commerce
印刷版ISSN：2229-4686
电子版ISSN：2229-4686
出版年度：2012
卷号：3
期号：3(3)
页码：47-59
出版社：Educational Research Multimedia & Publication
摘要：In this paper the performance evaluation of Indian mutual funds is carried out through relative performance index, risk-return analysis, Treynor's ratio, Sharp's ratio, Sharp's measure, Jensen's measure, and Fama's measure. The data used is daily closing NAVs. The source of data is website of Association of Mutual Funds in India (AMFI). The study period is 1stJanuary 2007 to 31stDecember, 2011. The results of performance measures suggest that most of the mutual fund have given positive return during 2007 to 2011
关键词：Mutual fund; Risk-return; Sharp ratio; Treynor ratio; Jensen ratio; Fama
