Volume : IX, Issue : VI, June - 2020

Performance analysis of selected mutual funds using Data Envelopment Analysis

Prof Rajiv U Kalebar

Abstract :

A investment trust might be a trust that pools the overabundance money from scope of financial savers who share similar fiscal objective. The money so sourced is then put in fiscal market (capital market) instruments like. equity shares, debentures and elective capital market securities. The monetary benefit created by these appreciation are distributed by these trusts to its unit holders with respect to the amount of units invested by the saver. The plans offered by these investment trust firms gave widespread options to the savers to invest. Using these sources, the study are conducted to understand the performance of these mutual funds using Sharpe Ratio, Treynor Ratio, Sortino Ratio, Beta and NAV. The study also used DEA to understand the performance using DEA – Constant Return to Scale method. The outcomes concluded based on the six inputs and two outputs, it is found the most efficient funds are Mirae Asset Hyid Equity Fund, SBI Banking & Financial Services Fund, Kotak Small Cap Fund, Kotak India EQ Contra Fund, Aditya Birla Sun Life Equity Fund and Aditya Birla Sun Life Pure Value Fund.

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Article: Download PDF    DOI : https://www.doi.org/10.36106/gjra  

Cite This Article:

PERFORMANCE ANALYSIS OF SELECTED MUTUAL FUNDS USING DATA ENVELOPMENT ANALYSIS, Prof Rajiv U Kalebar GLOBAL JOURNAL FOR RESEARCH ANALYSIS : Volume-9 | Issue-6 | June-2020

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