Please use this identifier to cite or link to this item: http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/625
Title: PERFORMANCE EVALUATION OF SELECT ICICI PRUDENTIAL MUTUAL FUNDS: DYNAMIC AND FOCUSSED BLUECHIP EQUITY RETAIL FUNDS
Authors: Raja, B.
Ramachandra Reddy, B.
Keywords: ICICI Prudential Mutual funds – Growth Option;Evaluation parameters;Sharpe Index;Treynor index;Jensen’s Alpha;Fama Net Selectivity;M2
Issue Date: Dec-2012
Abstract: The performance of the select mutual funds promoted by ICICI Prudential, a joint venture between Prudential Plc and ICICI Bank, private sector bank (i) Dynamic fund (G) and (ii) Focused Bluechip Utility are analysed. The presentation include a comprehensive overview of the funds and an analytical review. The performance of the funds from the date of inception to the end of the financial year was scrutinized by the statistical evaluation parameters, correlation coefficient, standard deviation, Sharpe’s Index, Treynor’s Index, Jensen’s Alpha, Fama’s Measure and M2 . S&P CNX Nifty was the benchmark index.
URI: http://repo.lib.jfn.ac.lk/ujrr/handle/123456789/625
Appears in Collections:Finance and Accountancy

Files in This Item:
File Description SizeFormat 
Raja, PERFORMANCE EVALUATION OF SELECT ICICI PRUDENTIAL MUTUAL FUNDS.pdf254.47 kBAdobe PDFThumbnail
View/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.