Performance Analysis of ETFS in India
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Date
2019-07-24T12:08:07Z
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Abstract
Exchange Traded Funds (ETFs) are Mutual Funds which can be bought and sold in the stock market, just like any other stocks or shares. As far as an investment is concerned, an Exchange Traded Fund is just like a Mutual Fund and as far as trading is concerned, an Exchange Traded Fund is just like a stock or equity which can be traded on Stock Exchanges. The study is based on secondary data covering last 5 years to reflect upon the growth and performance of Exchange Traded Funds. The parameters for evaluating the performance are Net Asset Value, Returns, Risk, Sharpe’s ratio, Information Ratio, Alpha, R2 , Tracking Error and Expense Ratio. The statistical tools like Standard Deviation and Beta, are also used for data analysis. 10 ETFs are taken for the purpose of analysis and they are taken from different asset classes like equity index funds and gold ETFs and they track different indices.
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SNEHA.N, 1NH17MBA75