Abstract
Liberalization and private participation in the Indian mutual fund industry has thrown the challenge and concern to survive and retain investor confidence for fund managers. For small investors who do not have the time or the expertise to take direct investment decision in equities successfully, the alternative is to invest in mutual funds. The performance of the mutual fund products become more complex in context of accommodating both return and risk measurements while giving due importance to investment objectives. An attempt has been made to study the performance of selected schemes of mutual funds sponsored by IDFC, Premier Sector Equity Plan A & Strategic Sector 50–50 Plan A based on risk-return relationship models and measures. The analysis has been made on the basis of, coefficient of determination, Sharpe ratio, Treynor ratio and Jensen Alpha Fama's Measure and M2.
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