Analyzing the Risk Weighted Performance of Equity Mutual Funds

            
 
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This case study was compiled from published sources, and is intended to be used as a basis for class discussion. It is not intended to illustrate either effective or ineffective handling of a management situation. Nor is it a primary information source.



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Case Details:

Price:

Case Code : FINC058 For delivery in electronic format: Rs. 400;
For delivery through courier (within India): Rs. 400 + Rs. 25 for Shipping & Handling Charges

Themes

Portfolio Management
Case Length : 27 Pages
Period : 1994-2008
Pub. Date : 2009
Teaching Note : Not Available
Organization : Morgan Stanley / IDFC / Taurus / DSPML Tiger / SBI Mutual Fund
Industry : Financial Services / Mutual Funds
Countries : India

Abstract:

This concept note explains the methodology involved in analyzing the risk weighted performance of a mutual fund. It analyzes the risk weighted performance of Morgan Stanley Growth Fund, a close ended equity mutual fund with its benchmark BSE 200, BSE Sensex and other close and open ended equity mutual funds including IDFC Enterprise Equity Fund, Taurus Star Share Fund, DSPML Tiger and Magnum Multiplier Fund. The note evaluates the fund's performance based on three different measures namely Sharpe's Ratio, Treynor's Ratio and Jensen's Alpha to rank the performance of these equity mutual funds. This concept note is designed for students of Finance curriculum and can be discussed with the chapter on Portfolio Management and Security Analysis.

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 It can also be discussed in a training program for executives employed in Mutual Fund companies.

Contents:

  Page No.
Preface 1
Performance 4
Comparison with IDFC Enterprise Equity Fund, Taurus Star Share Fund and BSE 200 6
Comparision of Performance of MSGF with Open Ended Funds 7
Exhibits 14

Keywords:

Mutual Funds, Risk and Return, Risk Weighted Performance, Morgan Stanley Growth Fund, IDFC Enterprise Equity Fund, Taurus Star Share Fund, DSPML Tiger Fund, Magnum Multiplier Fund, Portfolio Management, Security Analysis, Close-ended Mutual Fund, Open-ended Mutual Fund, Sharpe's Ratio, Treynor's Ratio, Jensen's Alpha, SEBI Guidelines for Mutual Funds, Beta, Standard Deviation, Mutual Fund Performance Benchmark, Risk Free Return

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