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Mutual Fund Performance comparison

Discuss Mutual Fund Performance comparison within the Financial Management forums, part of the PUBLISH / UPLOAD PROJECT OR DOWNLOAD REFERENCE PROJECT category; Hi friends, I am doing a project which compares the performance of 2 mutual funds. Generally we use Sharpe and ...

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LS_MBA
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Mutual Fund Performance comparison - July 5th, 2009

Hi friends,

I am doing a project which compares the performance of 2 mutual funds.
Generally we use Sharpe and Treynor Ratio.
Do you have any suggestions to use any other formulae or method for comparing the performance.


Thanks,
L.S
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Kartik Raichura
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Re: Mutual Fund Performance comparison - July 5th, 2009

You may want to check up on Jensen’s alpha too !

Quote:
Jensen’s alpha (aka Jensen index), developed by Michael C. Jensen, uses the capital asset pricing model (CAPM) to determine the amount of the return that is firm-specific over that which is due to market risk, which causes market volatility as measured by the firm’s beta.Jensen’s Alpha = Total Portfolio Return – Risk-Free Rate – [Portfolio Beta x (Market Return – Risk-Free Rate)]
Jensen’s alpha can be positive, negative, or zero. Note that, by definition, Jensen’s alpha of the market is zero. If the alpha is negative, then the portfolio is underperforming the market.
Check http://www.bnet.com/2410-13074_23-68750.html

http://papers.ssrn.com/sol3/Delivery...886728&mirid=5

http://www.stanford.edu/~wfsharpe/art/sr/sr.htm


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Priyanka Dhanvekar
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Re: Mutual Fund Performance comparison - July 5th, 2009

i've attached a report that i had for my reference. hope some 1 finds it useful

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File Type: doc Mutual fund - karvy.doc (1.60 MB, 61 views)
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Re: Mutual Fund Performance comparison - July 15th, 2009

you file is not opening proprly. plz repostt it
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Priyanka Dhanvekar
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Re: Mutual Fund Performance comparison - July 16th, 2009

hey, i'm reuploading the project

let me know if this project is opening or not
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File Type: doc Mutual fund - karvy.doc (1.57 MB, 27 views)
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Prakhar Maheshwari
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Re: Mutual Fund Performance comparison - September 12th, 2010

hey is there any projecct regarding performance of various mutual fund schemes...need it urgently
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