A Risk-Return Analysis of SBI Mutual Fund

Abstract

The aim of this study is to analyse the financial performance of SBI equity fund using statistical parameters (Standard Deviation, Beta, and Correlation Coefficient) and ratio analysis (Sharpe Ratio, Treynor Ratio). The study collected five years of data from SBI mutual fund house and focused on providing insights into the financial performance of selected mutual fund schemes. The findings of the study suggest that all SBI mutual funds have yielded more returns than bank fixed deposits.. Notably, the SBI Small Cap fund has been identified as the most volatile fund with the highest returns, while the SBI PSU fund has been found to be less volatile but with lower returns. The research findings could help investors understand the financial performance of mutual fund schemes better, enabling them to make informed investment decisions based on their risk profiles Key Words: Mutual fund, financial performance, risk return analysis