Abstract
This paper attempts to have a comparative study on Performance Evaluation of Large Cap Equity and Debt Mutual Fund Schemes. It consists of data of returns and volatility measures of sample equity and debt mutual funds schemes. The research methodology tools include Standard Deviation, Sharpe ratio, Bata, Alpha, R-squared and Treynor ratio. The results concluded that out of all equity mutual fund schemes, UTI opportunities fund is the best as it has lowest standard deviation, lowest beta, highest value of alpha, highest Sharpe ratio and highest Treynor ratio. But in case of debt mutual fund scheme UTI short term Income fund is not performing so in case of debt schemes as it has highest beta and lowest Sharpe Ratio. The present study will be significant not only for investors but also for the asset management companies so as to evaluate their portfolio and performance.
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