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  • Calculations of Sharpe Performance Index (Spi)

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    Rajesh Insb
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    The document contains calculations of the Sharpe Performance Index (SPI) and Treynor's Performance Index (TPI) for five mutual funds. The SPI table shows that Tata Fund has the highest SPI of -0.04 while Reliance Fund has the lowest of -0.66. The TPI table indicates that Reliance Fund has the highest TPI of 1.68, whereas HDFC Fund has the lowest TPI of -0.35. Interpretations are provided for each analysis.

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    The document contains calculations of the Sharpe Performance Index (SPI) and Treynor's Performance Index (TPI) for five mutual funds. The SPI table shows that Tata Fund has the highest SPI of -0.04 while Reliance Fund has the lowest of -0.66. The TPI table indicates that Reliance Fund has the highest TPI of 1.68, whereas HDFC Fund has the lowest TPI of -0.35. Interpretations are provided for each analysis.

    Copyright:

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    17 views2 pages

    Calculations of Sharpe Performance Index (Spi)

    Uploaded by

    Rajesh Insb
    The document contains calculations of the Sharpe Performance Index (SPI) and Treynor's Performance Index (TPI) for five mutual funds. The SPI table shows that Tata Fund has the highest SPI of -0.04 while Reliance Fund has the lowest of -0.66. The TPI table indicates that Reliance Fund has the highest TPI of 1.68, whereas HDFC Fund has the lowest TPI of -0.35. Interpretations are provided for each analysis.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
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    of 2

    CALCULATIONS OF SHARPE PERFORMANCE INDEX [SPI]:

    mutual fund
    BHARTI AXA
    HDFC
    L&T
    RELIANCE
    TATA

    RP

    RF

    -0.1183
    -0.05927
    -0.1151
    0.018613
    0.059866

    0.1
    0.1
    0.1
    0.1
    0.1

    SPI
    1.474878
    0.758041
    1.360314
    0.123119
    0.913245

    -0.14799
    -0.21011
    -0.15813
    -0.66104
    -0.04395

    SPI
    0
    BHARTI AXA

    HDFC

    L&T

    RELIANCE

    TATA

    -0.1
    -0.2
    -0.3
    SPI
    -0.4
    -0.5
    -0.6
    -0.7

    INTERPRETATION:

    The above table and graph represents the SPI, the highest SPI is -0.04 for TATAFUND,
    And the lowest SPI is -0.66 for RELIANCEFUND.

    60

    CALCULATION OF TREYNORS PERFORMANCE INDEX [TPI]:


    mutual fund

    RP

    BHARTI AXA

    RF

    TPI

    -0.1183

    0.1

    0.849098

    -0.25706

    -0.05927

    0.1

    0.448493

    -0.35513

    -0.1151

    0.1

    0.800885

    -0.26858

    RELIANCE

    0.018613

    0.1

    -0.04831

    1.684674

    TATA

    0.059866

    0.1

    -0.23917

    0.167805

    HDFC
    L&T

    TPI
    2

    1.5

    1
    TPI
    0.5

    0
    BHARTI AXA

    HDFC

    L&T

    RELIANCE

    TATA

    -0.5

    INTERPRETATION:
    The above table shows the TPI, the highest TPI is 1.68 for RELIANCE FUND, whereas
    the lowest TPI is -0.35 for HDFC FUND.

    61

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