Findings

When Standard Deviation of some funds are compared to the stock index
standard deviation, risk is lesser in case of funds.

Similarly when Sharpe ratio is compared (which gives relative measure of

return/risk) performance of funds is superior to benchmark index.

World Savings Scenario in financial assets is drastically improving compared to

physical and debt assets.

Treynor’s ratio is calculated in order to take out the adjusted returns.

Jension’s Alpha instrument is used in order to take out the relative measure of
return/risk.

The performance is slightly decreasing and then increasing.