What question did this study set out to answer?

To compare the performance of mutual funds with their benchmark returns using the Sharpe Ratio.

May 27, 2026Open Access

Performance of Selected Mutual Fund Companies of Debt Funds Based on Sharpe Ratio

Key Points

To compare the performance of mutual funds with their benchmark returns using the Sharpe Ratio.
Evaluated mutual funds based on their Sharpe Ratio
Analyzed risk premium in relation to total risk
Compared mutual funds against benchmark returns using statistical techniques
Higher Sharpe Ratios indicate better performance of the funds
Funds with larger Sharpe Ratios outperform their peers
The performance evaluation illustrates risk-adjusted returns effectively.

Abstract

PERFORMANCE OF SELECTED MUTUAL FUND COMPANIES OF DEBT FUNDS BASED ON SHARPE RATIO AUTHOR: Dr.R.KESAVAMOORTHY Assistant Professor in Management RVS College of Arts and Science, Sulur, Coimbatore Abstract Performance of Mutual Funds: Research Objective: To compare the performance of mutual funds in relation with benchmark return of mutual funds. Variables adopted: Performance of mutual funds in relation with benchmark return of mutual funds are evaluated. Statistical Techniques: The study used Sharpe Ratio Sharpe ratio measures the risk premium of the mutual funds in connection with the total amount of risk. Sharpe ratio measures the slope of the line emanating from risk- free rate outward the mutual funds. If the Sharpe ratio is larger, it indicates the better performance of funds. Sharpe ratio is the reward to variability of the total risk of the scheme and it is a summary of mutual fund scheme’s performance adjusted for risk. The following formula is used to estimate Sharpe ratio.

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