A STUDY ON PERFORMANCE EVOLUATION ON EQUITY SCHEME IN SBI MUTUAL FUND IN BENGALURU

This study examines the performance of 20 SBI Mutual Fund equity schemes over a three-year period, using performance ratios like Sharpe Ratio, Treynor Ratio, and Jensen’s Ratio, with Nifty 50 returns as a benchmark. The analysis covers a three-year period from 2020-21 to 2022-23, providing insights into the risk-adjusted returns and market performance of these portfolios. The SBI Contra Fund experienced a return of 2.2903% in 2021-22, with a decrease in volatility and a risk-free rate of 0.071%. The SBI Financial & Banking Service Fund showed a return of 3.953% in 2020-21, with moderate sensitivity to market movements and a risk-free rate of 0.071%. The SBI Blue Chip Fund had a return of 3.7531% in 2020-21, with low sensitivity to market movements and a risk free rate of 0.071%. The Jenson’s Ratio was 3.2278, indicating excellent performance compared to the market & risk taken. The market return was 0.9053%, and the Jenson’s Ratio was 1.2629. The return was 0.4475% in 2022-23, with moderate volatility and a risk free rate of 0.071%.