Three mutual funds have reported the following return and risk for last five years.
|
Growth rate |
RETURN |
Standard Deviation |
Beta |
| HDFC |
15% |
15% |
1.10 |
| ICICI |
13% |
16% |
1.25 |
| UTI |
12% |
10% |
0.90 |
Compare the portfolio performance of Mutual Fund as well as market using Sharpe’s and Treynor’s Index. Which portfolio has better performance?
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