A Study on Performance Of Exchange Traded Funds in Indian Capital Market

Authors

  • Manoj Kumar Dash Assistant Professor, MATS School of Business Studies, Raipur

DOI:

https://doi.org/10.33516/maj.v58i6.62-67p

Keywords:

No Keywords

Abstract

This article attempts to evaluate the performance of Indian ETFs using Sharpe ratio, Treynor ratio, and Jenson’s alpha from 2017 to 2022. The analysis of Jensen’s Alpha is positive for all ETFs and all ETF funds are performing better and giving better returns to the investors. The result of this study will help the investors to invest in select ETFs and diversify their portfolio accordingly.

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Published

2023-06-01

How to Cite

Kumar Dash, M. (2023). A Study on Performance Of Exchange Traded Funds in Indian Capital Market. The Management Accountant Journal, 58(6), 62–67. https://doi.org/10.33516/maj.v58i6.62-67p

Issue

Section

Capital Market

References

Athma P and Mamatha B (2013), Performance of ETFs in India .ArthPrabandhi : A Journal of Economics and Management 2(11) ISSN 2278-0629

S Narendra (2014), performance of ETFs and Index funds : A comparative analysis,NSE working paper.

Arora (2014), An Analysis of Exchange traded funds performance in India Stock market. International conference on Technology and Business Management, March (78-87).

J K Raju(2018): IJEMR, February 2018, Vol 8 Issue 02 , online – ISSN 2249-2585 print – ISSN 2249-8672

Sathish Kumar, B. and Ram Raj, G. (2019): Gold vs Gold Exchange Traded Funds : An Emiprical Study , Economic Affairs, Vol.64, No.4, pp. 703- 710, December 2019 Kind Attention

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