Mutual fund performance; a study of sharpe ratio
International Journal of Development Research
Mutual fund performance; a study of sharpe ratio
Received 14th December, 2016; Received in revised form 05th January, 2017; Accepted 24th February, 2017 Published online 31st March, 2017
Copyright©2017, Pooja Srivastava and Dr. Aftab Alam. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Within the last few year considerable progresses has been made in three closely related areas-the theory of portfolio selection, the theory of the pricing of capital asset under the condition of risk, and the general behaviour of stock market prices. Result obtained in all three areas is relevant for evaluating mutual fund performance. However with this reference, i want to analyse the performance of mutual fund with the help of Sharpe ratios which are used for the portfolio evaluation.
