Comparison of Performance Evaluation Models of SBI and ICICI Mutual Funds in India

Author(s)	Ms. JAYALASHMI M, Dr. RAMU G
Country	India
Abstract	The tremendous expansion of mutual fund industry indicates the deeper look into the performance of mutual funds. The objective of this paper is to comparison of performance evaluation models of SBI mutual funds and ICICI mutual funds in India by using the parameters of Sharpe ratio, Treynor ratio and Jensen performance index. Therefore, there is a need to identify the similiarity and uniformity in the ranking of these three models, Kendalls Coefficient of Concordance is used to test the hypothesis at 1% and 5% level of significance.
Keywords	Performance evaluation, Sharpe ratio, Treynor ratio, Jensen measure, risk- return and index etc.
Field	Arts
Published In	Volume 6, Issue 6, November-December 2025
Published On	2025-12-29
DOI	https://doi.org/10.63363/aijfr.2025.v06i06.2723
Short DOI	https://doi.org/hbhk4j

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