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The table shows that during 2021, Quant (Rank 1) has outperformed all others followed by Invesco. SBI, the oldest of the lot, could manage the sixth place while Kotak is found to be the worst performer.

Table 6 The table shows that during 2021, Quant (Rank 1) has outperformed all others followed by Invesco. SBI, the oldest of the lot, could manage the sixth place while Kotak is found to be the worst performer.

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It can be seen that Technology, Financial Services and Consumer Cyclical have been the most preferred sectors while Infosys, TCS, ICICI Bank and HDFC Bank are the most preferred companies for investment.
It can be seen that Technology, Financial Services and Consumer Cyclical have been the most preferred sectors while Infosys, TCS, ICICI Bank and HDFC Bank are the most preferred companies for investment.
ANNUALIZED RETURN AND RISK MEASURES (FOR THE YEAR 2021)
ANNUALIZED RETURN AND RISK MEASURES (FOR THE YEAR 2021)
The table shows that during 2021, Invesco (Rank 1) outperformed all others followed by Quant. SBI, the oldest of the lot, could manage the fifth place while Kotak is found to be the worst performer.
The table shows that during 2021, Invesco (Rank 1) outperformed all others followed by Quant. SBI, the oldest of the lot, could manage the fifth place while Kotak is found to be the worst performer.
SORTINO RATIO AND CORRESPONDING RANKING (PERIOD: 2021)
SORTINO RATIO AND CORRESPONDING RANKING (PERIOD: 2021)
The table shows that during 2021, Invesco (Rank 1) has outperformed all others followed by Quant. SBI could manage the fifth place while Kotak is found to be the worst performer. Thus, the results replicate that of the Sharpe Ratio.
The table shows that during 2021, Invesco (Rank 1) has outperformed all others followed by Quant. SBI could manage the fifth place while Kotak is found to be the worst performer. Thus, the results replicate that of the Sharpe Ratio.
JENSEN’S ALPHA AND CORRESPONDING RANKING (PERIOD: 2021) The table shows that during 2021, Quant (Rank 1) has outperformed all others followed by Invesco. SBI could manage the fifth place while Kotak continues to be the worst performer. Thus, the results replicate that of the Treynor Ratio.
JENSEN’S ALPHA AND CORRESPONDING RANKING (PERIOD: 2021) The table shows that during 2021, Quant (Rank 1) has outperformed all others followed by Invesco. SBI could manage the fifth place while Kotak continues to be the worst performer. Thus, the results replicate that of the Treynor Ratio.
While the funds in the first two slots remained the same, ranking of SBI, Quantum and A.B Sunlife has improved by one place when compared against Treynor ratio. On the other hand, the ranking of Kotak and ICICI deteriorated.
While the funds in the first two slots remained the same, ranking of SBI, Quantum and A.B Sunlife has improved by one place when compared against Treynor ratio. On the other hand, the ranking of Kotak and ICICI deteriorated.
JENSEN’S ALPHA AND RANKING (PERIOD: SINCE INCEPTION)
JENSEN’S ALPHA AND RANKING (PERIOD: SINCE INCEPTION)
SORTINO RATIO AND RANKING (PERIOD: SINCE INCEPTION) The results are found to be similar to that of Sharpe ratio. (iii) Sortino Ratio: Table 11 shows the Sharpe ratio and corresponding ranking for the returns of the eight selected schemes since inception.
SORTINO RATIO AND RANKING (PERIOD: SINCE INCEPTION) The results are found to be similar to that of Sharpe ratio. (iii) Sortino Ratio: Table 11 shows the Sharpe ratio and corresponding ranking for the returns of the eight selected schemes since inception.
In the above table, the rankings shown in different colour schemes clearly indicate that Quant and Invesco have been within the first two slots, while A.B Sunlife, Quantum and Kotak’s ranking did not change at all. SBI largely remains in fifth position. Thus, taking all the four risk adjusted performance measures into consideration, it would not be wrong to conclude that in 2021, Quant and Invesco outperformed all other funds.
In the above table, the rankings shown in different colour schemes clearly indicate that Quant and Invesco have been within the first two slots, while A.B Sunlife, Quantum and Kotak’s ranking did not change at all. SBI largely remains in fifth position. Thus, taking all the four risk adjusted performance measures into consideration, it would not be wrong to conclude that in 2021, Quant and Invesco outperformed all other funds.
SUMMARIZED RANKING (PERIOD: SINCE INCEPTION) The comparative rankings indicate that Quant and Invesco have been in the first and second position consistently, while the position of other funds has changed across the four measures. However, the changes are within | or 2 places and not drastic. SBI Magnum Equity ESG Fund has performed poorly over the period since inception.
SUMMARIZED RANKING (PERIOD: SINCE INCEPTION) The comparative rankings indicate that Quant and Invesco have been in the first and second position consistently, while the position of other funds has changed across the four measures. However, the changes are within | or 2 places and not drastic. SBI Magnum Equity ESG Fund has performed poorly over the period since inception.
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Mutual FundsPerformance of Mutual Funds
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