Subject category:
Finance, Accounting and Control
Originally published in:
2022
Version: 12-Jul-2022
Length: 4 pages
Data source: Published sources
Abstract
This case is about whether performance of mutual funds schemes is to be evaluated using only returns or should risk be incorporated. The case talks about evaluating performance of three mutual funds on the basis of three risk adjusted measures viz, Sharpe, Treynor and Jensen's alpha. The risk in an investment is divided into two parts, systematic and unsystematic. The different measures use different types of risk and could give conflicting answers. So, it is important to know which measure should be used and when.
Teaching and learning
This item is suitable for undergraduate and postgraduate courses.Time period
The events covered by this case took place in April 2022.Geographical setting
Region:
Asia
Country:
India
Location:
Mumbai
Featured companies
Axis Mutual Fund
SBI Mutual Fund
ICICI Prudential Mutual Fund
Featured protagonist
- Arnab Das (male)
Subject category:
Finance, Accounting and Control
Originally published in:
2022
Version: 12-Jul-2022
Length: 7 pages
Data source: Published sources
About
Abstract
This case is about whether performance of mutual funds schemes is to be evaluated using only returns or should risk be incorporated. The case talks about evaluating performance of three mutual funds on the basis of three risk adjusted measures viz, Sharpe, Treynor and Jensen's alpha. The risk in an investment is divided into two parts, systematic and unsystematic. The different measures use different types of risk and could give conflicting answers. So, it is important to know which measure should be used and when.
Teaching and learning
This item is suitable for undergraduate and postgraduate courses.Settings
Time period
The events covered by this case took place in April 2022.Geographical setting
Region:
Asia
Country:
India
Location:
Mumbai
Featured companies
Axis Mutual Fund
SBI Mutual Fund
ICICI Prudential Mutual Fund
Featured protagonist
- Arnab Das (male)
Related
Subject category:
Finance, Accounting and Control
Originally published in:
2022
Version: 12-Jul-2022
Length: 7 pages
Data source: Published sources