PERFORMANCE ANALYSIS AND RISK ASSESSMENT OF INDIAN MUTUAL FUND THROUGH SIPs: A COMPARATIVE STUDY OF SMALL, MID, AND LARGE CAP FUNDS

Abstract

This study looks at the performance and risk characteristics of Indian mutual fund schemes in terms of several market capitalization groups, including Small Cap, Mid Cap, and Large Cap funds. The study assesses risk measures such as Standard Deviation, Beta, Sharpe, Jenson's Alpha, and Treynor's Ratio in addition to analyzing the annual returns throughout a variety of investment periods (1 year, 2 years, 3 years, 5 years, and 10 years). The conclusions provide insights into the growth potential and risk profiles of mutual fund schemes by shedding light on their past performance. Using the findings, investors can make knowledgeable choices depending on their investing objectives and risk tolerance. To comprehend the risk-return trade-off and choose appropriate mutual fund schemes, the research intends to help investors, financial advisors, and fund managers within each market capitalization category.