Abstract:
The performance of the select mutual funds promoted by ICICI Prudential, a joint venture
between Prudential Plc and ICICI Bank, private sector bank (i) Dynamic fund (G) and (ii)
Focused Bluechip Utility are analysed. The presentation include a comprehensive overview
of the funds and an analytical review. The performance of the funds from the date of
inception to the end of the financial year was scrutinized by the statistical evaluation
parameters, correlation coefficient, standard deviation, Sharpe’s Index, Treynor’s Index,
Jensen’s Alpha, Fama’s Measure and M2
. S&P CNX Nifty was the benchmark index.
