A Quantitative Analysis of Selected Mutual Funds Using Treynor Ratio, Tracking Error, and Information Ratio

This research evaluates the performance of selected mutual funds in India using three advanced metrics: Treynor Ratio, Tracking Error, and Information Ratio.While traditional metrics like Sharpe Ratio, Beta, and Jensen's Alpha are widely used, this study highlights the importance of incorporating Treynor Ratio for market risk-adjusted returns, Tracking Error for consistency relative to a benchmark, and Information Ratio for risk-adjusted excess returns.The findings provide a more comprehensive understanding of mutual fund performance, particularly in the context of the Indian market, and offer practical insights for investors and fund managers.