How active and skilled are Indian equity funds?
22 June, 2022 by MMI Team, Devasri Davey, Charles Mathew, Amit Soni, Revant Sharma, Rahul Sharma
While retail investors and advisers track various performance-based quantitative parameters such as excess returns and Sharpe ratio on mutual fund fact sheets, the professional investment consulting industry uses more advanced measures such as tracking error and information ratio to evaluate active funds. We calculated and analysed these measures for the Indian equity fund universe with
- Published in Portfolio Construction, Equities, Featured
Tagged under: closet indexer, fund research, information ratio, tracking error