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
- Shilpa Sharma (ORCID: https://orcid.org/0000-0002-6013-820X)
- Md Enamul Haque (ORCID: https://orcid.org/0000-0002-8893-2181)
Publication Details
- Published
- 2025-07-12
- DOI
- https://doi.org/10.38124/ijisrt/25jun1763
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- article
- Field-Weighted Citation Impact
- 0.00