Analysis of Mutual Funds: Performance Evaluation, Risk Assessment & Investment Insights

This study presents a comprehensive analysis of mutual funds across equity, hybrid, and debt categories in the Indian financial market, focusing on their performance evaluation, risk assessment, and investment suitability. Utilizing a range of quantitative metrics such as Sharpe Ratio, Sortino Ratio, Alpha, Beta, Standard Deviation, R-squared, CAGR, Expense Ratio, and Treynor Ratio, the research evaluates 18 different mutual fund categories over a three-year period (2022– 2025). The findings highlight significant variation in risk-return profiles across fund types, offering tailored insights for investors based on their risk preferences—aggressive, balanced, or conservative. The study reveals that while certain actively managed funds outperform benchmarks on a risk- adjusted basis, many fail to justify higher costs. The analysis also emphasizes the importance of cost- efficiency, long-term consistency, and investor awareness in fund.

Authors

Publication Details

Published
2025-07-12
DOI
https://doi.org/10.38124/ijisrt/25jun1763
Primary Topic
Financial Markets and Investment Strategies
Type
article
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0.00
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article

Analysis of Mutual Funds: Performance Evaluation, Risk Assessment & Investment Insights

Shilpa Sharma, Md Enamul Haque
Financial Markets and Investment Strategies
article

Analysis of Mutual Funds: Performance Evaluation, Risk Assessment & Investment Insights

Shilpa Sharma, Md Enamul Haque
article en

Abstract

This study presents a comprehensive analysis of mutual funds across equity, hybrid, and debt categories in the Indian financial market, focusing on their performance evaluation, risk assessment, and investment suitability. Utilizing a range of quantitative metrics such as Sharpe Ratio, Sortino Ratio, Alpha, Beta, Standard Deviation, R-squared, CAGR, Expense Ratio, and Treynor Ratio, the research evaluates 18 different mutual fund categories over a three-year period (2022– 2025). The findings highlight significant variation in risk-return profiles across fund types, offering tailored insights for investors based on their risk preferences—aggressive, balanced, or conservative. The study reveals that while certain actively managed funds outperform benchmarks on a risk- adjusted basis, many fail to justify higher costs. The analysis also emphasizes the importance of cost- efficiency, long-term consistency, and investor awareness in fund.

Openalex Percentile: Top 78%
Financial Markets and Investment Strategies
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