Abstract:
This research examines the performance of a few mutual fund equity schemes before and after the shutdown, covering the years 2019–2021. Techniques/Design: The analysis was conducted using the Treynor, Jensen, and Sharpe ratios and was based on the risk and return of the chosen schemes. Conclusions: This study shows that only four schemes had better rates of return, but they also carried larger risks. The schemes we have chosen exhibit a positive and noteworthy relationship between return and risk. Out of all the schemes, only one produces the same rank when comparing Treynor
