Study on performance of exchange traded funds in Indian capital market
By: Dash, Manoj Kumar
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Publisher: Kolkata CMA Kaushik Banerjee 2023Edition: Vol.58(6), Jun.Description: 62-67p.Subject(s): Construction Engineering and Management (CEM)Online resources: Click here
In:
Management and accountant journalSummary: This article attempts to evaluate the performance of Indian ETFs using Sharpe ratio, Treynor ratio, and Jenson’s alpha from 2017 to 2022. The analysis of Jensen’s Alpha is positive for all ETFs and all ETF funds are performing better and giving better returns to the investors. The result of this study will help the investors to invest in select ETFs and diversify their portfolio accordingly.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
Articles Abstract Database
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School of Engineering & Technology (PG) Archieval Section | Not for loan | 2023-1413 |
Total holds: 0
This article attempts to evaluate the performance of Indian ETFs using Sharpe ratio, Treynor ratio, and Jenson’s alpha from 2017 to 2022. The analysis of Jensen’s Alpha is positive for all ETFs and all ETF funds are performing better and giving better returns to the investors. The result of this study will help the investors to invest in select ETFs and diversify their portfolio accordingly.
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