UGC Approved Journal no 63975(19)

ISSN: 2349-5162 | ESTD Year : 2014
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Published in:

Volume 9 Issue 4
April-2022
eISSN: 2349-5162

UGC and ISSN approved 7.95 impact factor UGC Approved Journal no 63975

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Published Paper ID:
JETIR2204293


Registration ID:
400553

Page Number

c678-c687

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Title

Market Timing Abilities of Aggressive and Conservative Hybrid Fund Managers

Abstract

The paper analyses market timing skills of aggressive and conservative hybrid funds managers in India during April 2011 to March 2021. 13 schemes from each category of aggressive and conservative hybrid funds are selected for the present research. A total of 26 schemes which include both public and private are considered for study. Treynor-Mazuy model and Hendrickson -Merton model are applied for calculating timing skills of fund managers. Above 90% of fund managers were successful in achieving returns excess over market with timing skills in both the models. For analysis of hybrid mutual funds returns, risk, systematic risk (Beta), Sharpe ratio, Treynor ratio and market timing abilities of fund managers are calculated.

Key Words

Mutual Funds, Hybrid Mutual Funds, Sharpe Ratio, Treynor Ratio, Risk, Return, Treynor - Mazuy Model, Hendrickson - Merton Model

Cite This Article

"Market Timing Abilities of Aggressive and Conservative Hybrid Fund Managers", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.9, Issue 4, page no.c678-c687, April-2022, Available :http://www.jetir.org/papers/JETIR2204293.pdf

ISSN


2349-5162 | Impact Factor 7.95 Calculate by Google Scholar

An International Scholarly Open Access Journal, Peer-Reviewed, Refereed Journal Impact Factor 7.95 Calculate by Google Scholar and Semantic Scholar | AI-Powered Research Tool, Multidisciplinary, Monthly, Multilanguage Journal Indexing in All Major Database & Metadata, Citation Generator

Cite This Article

"Market Timing Abilities of Aggressive and Conservative Hybrid Fund Managers", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.9, Issue 4, page no. ppc678-c687, April-2022, Available at : http://www.jetir.org/papers/JETIR2204293.pdf

Publication Details

Published Paper ID: JETIR2204293
Registration ID: 400553
Published In: Volume 9 | Issue 4 | Year April-2022
DOI (Digital Object Identifier): http://doi.one/10.1729/Journal.29895
Page No: c678-c687
Country: Medchal Malkajgiri, Telangana, India .
Area: Management
ISSN Number: 2349-5162
Publisher: IJ Publication


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