7 articles
Rolling returns offer a robust measure of mutual fund performance consistency, averaging returns over multiple overlapping periods. This metric provides a clearer picture of a fund's behavior across varied market cycles, as mandated by SEBI guidelines for fair performance disclosure.
Selecting the best SIP funds for long-term wealth creation requires a robust framework beyond simple returns. This analysis quantifies the impact of Total Expense Ratio (TER) and risk-adjusted metrics, revealing how consistent outperformance and expense efficiency can add 15-20% to a 20-year corpus.
Comparing two mutual funds in India requires a rigorous, data-driven approach, moving beyond headline returns. Focus on risk-adjusted metrics like Sharpe Ratio, expense ratios (TER), and portfolio overlap, as mandated by SEBI guidelines for investor transparency.
Evaluating the best small cap funds in India for 2026 requires moving beyond raw returns to risk-adjusted metrics like Sharpe Ratio and expense efficiency. This analysis reveals how direct plans can save 0.50-1.10% in TER annually, significantly impacting long-term wealth.
Chasing top performing mutual funds often leads to suboptimal returns due to performance mean reversion and exit loads. Studies indicate that less than 15% of top-quartile funds maintain their ranking consistently over 3-5 years, making past performance an unreliable indicator.
Alpha is excess return a fund generates; Beta measures its price sensitivity vs. benchmark. These 2 metrics expose manager skill vs. market risk. Includes ₹10 lakh examples & SEBI-aligned definitions.
The Sharpe Ratio measures a fund's excess return above the risk-free rate per unit of volatility. Per SEBI, a ratio above 1.0 signals efficient risk-adjusted performance.