Mutual fund performance comparison

• Different Risk-Adjusted Fund Performance Measures: A Comparison

  Different Risk-Adjusted Fund Performance Measures: A Comparison Pilar Grau-Carles, Jorge Sainz, Javier Otamendi and Luis Miguel Doncel Rey Juan Carlos University, Madrid Abstract Traditional risk-adjusted performance measures, such as the Sharpe ratio, the Treynor index or Jensen’s alpha, based on the mean-variance framework, are widely used to

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• [PDF File]Performance Of Mutual Funds In India : A Comparative Analysis …

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  compared the 1 year performance (from 2011-2012) of SBI Magnum Equity Mutual Fund with HDFC top 100 Mutual Fund on the basis of Standard Deviation, Sharpe ratio and Beta. Conclusively the authors said that, both HDFC Mutual Fund and SBI Mutual fund are good funds to invest in and there is only a marginal difference between them.

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• [PDF File]Mutual Fund Performance: Using Bespoke Benchmarks to …

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  the performance of the Funds in comparison to their benchmark indices and a peer group of mutual funds; (3) the management fees and total operating expenses of the Funds, including comparative information with respect to a peer group of mutual funds; (4) the profitability of the Advisor with respect to the Funds; and (5) the extent to which economies of scale may be realized as the Funds grow. 3 …

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• [PDF File]New Evidence on Mutual Fund Performance: A Comparison of …

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  New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods David Blake* Tristan Caulfield** Christos Ioannidis*** and Ian Tonks**** June 2014 Abstract This paper compares the two bootstrap methods of Kosowski et al. (2006) and Fama and French (2010) using a new dataset on equity mutual funds in the UK. We find

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• www.jstor.org

  Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons Created Date: 20160810230911Z ...

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• [PDF File]Performance of ETFs and Index Funds: a comparative analysis

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  Performance of ETFs and Index Funds: a comparative analysis Prepared by S. Narend Doctoral Scholar, Department of Management Studies Indian Institute of Technology, Madras Supervised by Dr. M. Thenmozhi Professor, Department of Management Studies Indian Institute of Technology, Madras March 2014. 1 Performance of ETFs and Index Funds: a comparative analysis Prepared by S. Narend* …

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• DISCUSSION PAPER PI-1404

  New Evidence on Mutual Fund Performance: A Comparison of Alternative Bootstrap Methods Abstract We compare two bootstrap methods for assessing mutual fund performance. Kosowski, Timmermann, Wermers and White (2006) produces narrow confidence intervals due to pooling over time, while Fama and French (2010) produces wider confidence intervals

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• [PDF File]A COMPARATIVE ANALYSIS OF MUTUAL FUND SCHEMES IN INDIA

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  Mutual fund Industry was introduced in India 1963 with the formation of Unit Trust of India. During the last few years many extraordinary and rapid changes have been seen in the Mutual fund industry. Therefore, due to the changed environment it becomes important to investigate the mutual fund performance. The need for evaluating the

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