A STUDY ON RISK AND RETURN ANALYSIS OF SELECTED MUTUAL FUND PORTFOLIOS IN INDIA
DOI:
https://doi.org/10.63141/gijbr-V2N1-2025ID34Keywords:
Entropy analysis , cluster analysis , K-Means clustering, Portfolio Management , risk-adjusted performanceAbstract
The Indian mutual fund industry has experienced rapid growth in recent years, with a wide range of schemes available to investors. However, the increasing complexity of investment products and the growing importance of risk management have created a need for in-depth risk-return analysis of mutual fund portfolios. This study aims to address this need by analyzing the risk-return profile of selected mutual fund portfolios in India. This study uses a quantitative research approach, with a sample of 45 mutual fund portfolios selected from the Indian mutual fund industry. The study uses historical data from 2020 to 2025, and employs risk-return analysis techniques such as standard deviation, beta, Sharpe ratio, and Treynor ratio. The study finds that the selected mutual fund portfolios exhibit varying levels of risk and return, with some portfolios offering higher returns but also higher levels of risk. The study's findings have implications for investors, financial advisors, and mutual fund managers, highlighting the importance of risk-return analysis in investment decision-making.
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