CALL FOR PAPERS

CERTIFICATE

IMPACT FACTOR 2018

Subject Area

  • Life Sciences / Biology
  • Architecture / Building Management
  • Asian Studies
  • Business & Management
  • Chemistry
  • Computer Science
  • Economics & Finance
  • Engineering / Acoustics
  • Environmental Science
  • Agricultural Sciences
  • Pharmaceutical Sciences
  • General Sciences
  • Materials Science
  • Mathematics
  • Medicine
  • Nanotechnology & Nanoscience
  • Nonlinear Science
  • Chaos & Dynamical Systems
  • Physics
  • Social Sciences & Humanities

Why Us? >>

  • Open Access
  • Peer Reviewed
  • Rapid Publication
  • Life time hosting
  • Free promotion service
  • Free indexing service
  • More citations
  • Search engine friendly

Plagiarism Detection

IJCR is following an instant policy on rejection those received papers with plagiarism rate of more than 20%. So, All of authors and contributors must check their papers before submission to making assurance of following our anti-plagiarism policies.

A comparative study on the performance of index funds

Author: 
Dr. Sivakumar, S.
Subject Area: 
Social Sciences and Humanities
Abstract: 

An Index Fund is a passively managed scheme investing mainly in equity shares of only those companies comprised in indices like the S&P CNX Nifty that may be defined from time to time. Investors need to know how risky index schemes are and what would be its contribution to the total risk of a portfolio. Before investing investors would also want to know which funds gives more return, which fund is performing well, which fund is more risky etc. This study analyses the performance of the selected index funds by comparing it with the benchmark S&P CNX Nifty. The present study does these using certain key statistics. With the help of these key statistics an investor can analyze different Index Funds and put his/her money in a fund which suits his/her risk perception. A sample of 10 Index Funds have been taken for the analysis. For the analysis of risk of these funds Standard deviation and Beta is used. For the performance on Risk-Return - Sharpe ratio has been used along with ratios such as Treynor ratio and Jensen Alpha. Also, the sample funds are compared with a benchmark Nifty to find out how well they are performing with respect to the market. Based on the quantitative study conducted between the schemes and the S&P CNX Nifty for the study period i.e. 2005 to 2011 it is found that there is no significant difference of volatility between the two.

PDF file: 

IJMCE RECOMMENDATION

ONLINE PAYPAL PAYMENT

CURRENT ISSUE

NEWS

CHIEF EDITOR
Rosane Cavalcante Fragoso, Brasil
ASSOCIATE CHIEF EDITOR

   

Jean-Marc SABATIER
Chief Scientific Officer and Head of a Research Group
France

Advantages of IJCR

  • Rapid Publishing
  • Professional publishing practices
  • Indexing in leading database
  • High level of citation
  • High Qualitiy reader base
  • High level author suport

EDITORIAL BOARD

Luai Farhan Zghair
Iraq
Hasan Ali Abed Al-Zu’bi
Jordanian
Fredrick OJIJA
Tanzanian
Firuza M. Tursunkhodjaeva
Uzbekistan
Faraz Ahmed Farooqi
Saudi Arabia
Eric Randy Reyes Politud
Philippines
Elsadig Gasoom FadelAlla Elbashir
Sudan
Eapen, Asha Sarah
United State
Dr.Arun Kumar A
India
Dr. Zafar Iqbal
Pakistan
Dr. SHAHERA S.PATEL
India
Dr. Ruchika Khanna
India
Dr. Recep TAS
Turkey
Dr. Rasha Ali Eldeeb
Egypt
Dr. Pralhad Kanhaiyalal Rahangdale
India
DR. PATRICK D. CERNA
Philippines
Dr. Nicolas Padilla- Raygoza
Mexico
Dr. Mustafa Y. G. Younis
Libiya
Dr. Muhammad shoaib Ahmedani
Saudi Arabia
DR. MUHAMMAD ISMAIL MOHMAND
United State
DR. MAHESH SHIVAJI CHAVAN
India
DR. M. ARUNA
India
Dr. Lim Gee Nee
Malaysia
Dr. Jatinder Pal Singh Chawla
India
DR. IRAM BOKHARI
Pakistan
Dr. FARHAT NAZ RAHMAN
Pakistan
Dr. Devendra kumar Gupta
India
Dr. ASHWANI KUMAR DUBEY
India
Dr. Ali Seidi
Iran
Dr. Achmad Choerudin
Indonesia
Dr Ashok Kumar Verma
India
Thi Mong Diep NGUYEN
France
Dr. Muhammad Akram
Pakistan
Dr. Imran Azad
Oman
Dr. Meenakshi Malik
India
Aseel Hadi Hamzah
Iraq
Anam Bhatti
Malaysia
Md. Amir Hossain
Bangladesh
Ahmet İPEKÇİ
Turkey
Mirzadi Gohari
Iran