skip to content
Measuring mutual fund performance : the selection decision Preview this item
ClosePreview this item
Checking...

Measuring mutual fund performance : the selection decision

Author: Varun Dawar
Publisher: London : SAGE Publications: SAGE Business Cases Originals, 2018.
Series: SAGE Knowledge., Cases.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
In early January 2015, in his home office in Mumbai, India, Sandeep Gupta, pondered if the investment strategy he had used for the previous ten years was the optimal strategy and whether he should modify it. That is, since 2005 Sandeep had been allocating his investible money saved out of his annual salary through systematic investment plans to four open-ended mutual funds, namely HDFC Top 200 Fund, Franklin India  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Named Person: Sandeep Gupta
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Varun Dawar
ISBN: 9781526441775 1526441772
OCLC Number: 1023534919
Description: 1 online resource.
Series Title: SAGE Knowledge., Cases.
Responsibility: Varun Dawar.

Abstract:

In early January 2015, in his home office in Mumbai, India, Sandeep Gupta, pondered if the investment strategy he had used for the previous ten years was the optimal strategy and whether he should modify it. That is, since 2005 Sandeep had been allocating his investible money saved out of his annual salary through systematic investment plans to four open-ended mutual funds, namely HDFC Top 200 Fund, Franklin India Bluechip Fund, SBI Magnum Equity Fund, and Reliance Growth Fund. After almost a decade of investing through mutual funds, Sandeep wondered whether his investment strategy had worked and whether these funds have outperformed relative to the benchmark indices. Sandeep knew that evaluating fund performance solely on the basis of average returns would not be meaningful as absolute returns needed to be adjusted for risk undertaken before they can be compared. With this quantitative analysis in mind, Sandeep decided to focus on the proposed computation of various fund performance measures such as the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, M-square measure, and Sortino ratio. The case puts the students in a financial analyst role and illustrates the relevance and computation of various risk-adjusted measures of fund/portfolio performance for investors' rational decision-making over a period of time.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1023534919> # Measuring mutual fund performance : the selection decision
    a schema:CreativeWork, schema:MediaObject, schema:Book ;
    library:oclcnum "1023534919" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Person/gupta_sandeep_active_2018> ; # Sandeep Gupta
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Organization/reliance_growth_fund> ; # Reliance Growth Fund.
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Topic/mutual_funds_management> ; # Mutual funds--Management
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Organization/hdfc_top_200_fund> ; # HDFC Top 200 Fund.
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Organization/franklin_india_bluechip_fund> ; # Franklin India Bluechip Fund.
    schema:about <http://experiment.worldcat.org/entity/work/data/4769055251#Organization/sbi_magnum_equity_fund> ; # SBI Magnum Equity Fund.
    schema:about <http://dewey.info/class/332.6327/e23/> ;
    schema:author <http://experiment.worldcat.org/entity/work/data/4769055251#Person/dawar_varun> ; # Varun Dawar
    schema:bookFormat schema:EBook ;
    schema:datePublished "2018" ;
    schema:description "In early January 2015, in his home office in Mumbai, India, Sandeep Gupta, pondered if the investment strategy he had used for the previous ten years was the optimal strategy and whether he should modify it. That is, since 2005 Sandeep had been allocating his investible money saved out of his annual salary through systematic investment plans to four open-ended mutual funds, namely HDFC Top 200 Fund, Franklin India Bluechip Fund, SBI Magnum Equity Fund, and Reliance Growth Fund. After almost a decade of investing through mutual funds, Sandeep wondered whether his investment strategy had worked and whether these funds have outperformed relative to the benchmark indices. Sandeep knew that evaluating fund performance solely on the basis of average returns would not be meaningful as absolute returns needed to be adjusted for risk undertaken before they can be compared. With this quantitative analysis in mind, Sandeep decided to focus on the proposed computation of various fund performance measures such as the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, M-square measure, and Sortino ratio. The case puts the students in a financial analyst role and illustrates the relevance and computation of various risk-adjusted measures of fund/portfolio performance for investors' rational decision-making over a period of time."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/4769055251> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4769055251#Series/sage_knowledge> ; # SAGE Knowledge.
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4769055251#Series/sage_knowledge_cases> ; # SAGE Knowledge. Cases
    schema:name "Measuring mutual fund performance : the selection decision"@en ;
    schema:productID "1023534919" ;
    schema:url <http://sk.sagepub.com/cases/measuring-mutual-fund-performance-the-selection-decision> ;
    schema:workExample <http://worldcat.org/isbn/9781526441775> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/1023534919> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/4769055251#Organization/franklin_india_bluechip_fund> # Franklin India Bluechip Fund.
    a schema:Organization ;
    schema:name "Franklin India Bluechip Fund." ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Organization/reliance_growth_fund> # Reliance Growth Fund.
    a schema:Organization ;
    schema:name "Reliance Growth Fund." ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Organization/sbi_magnum_equity_fund> # SBI Magnum Equity Fund.
    a schema:Organization ;
    schema:name "SBI Magnum Equity Fund." ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Person/dawar_varun> # Varun Dawar
    a schema:Person ;
    schema:familyName "Dawar" ;
    schema:givenName "Varun" ;
    schema:name "Varun Dawar" ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Person/gupta_sandeep_active_2018> # Sandeep Gupta
    a schema:Person ;
    schema:familyName "Gupta" ;
    schema:givenName "Sandeep" ;
    schema:name "Sandeep Gupta" ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Series/sage_knowledge> # SAGE Knowledge.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/1023534919> ; # Measuring mutual fund performance : the selection decision
    schema:name "SAGE Knowledge." ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Series/sage_knowledge_cases> # SAGE Knowledge. Cases
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/1023534919> ; # Measuring mutual fund performance : the selection decision
    schema:name "SAGE Knowledge. Cases" ;
    .

<http://experiment.worldcat.org/entity/work/data/4769055251#Topic/mutual_funds_management> # Mutual funds--Management
    a schema:Intangible ;
    schema:name "Mutual funds--Management"@en ;
    .

<http://worldcat.org/isbn/9781526441775>
    a schema:ProductModel ;
    schema:isbn "1526441772" ;
    schema:isbn "9781526441775" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.