A Study on Portfolio Performance Evaluation by Using Sharpe's and Treynor Performance Index at Swastika lnvestmart Bangalore.

Abstract

This project is taken up to compare the performance evaluation of selected companies with reference to Sharps and Treynor index for the period of 6 years from 2012 to 2017. This research found that the selected companies have performed well in the past 6 years. The companies are selected based on the expert opinion. Selected sample is from Pharmaceutical sector, IT software, AUTO and Banking sector. The research identified rate of return with the basis of risk free investment and risk adjusted return with the help of two relevant index. To make this study more understandable the market return of the companies have been taken and the return is been shown graphically that how well they are performing. The researcher has put his effort to simplify the concept for reader to understand easily. Our objective was to test the weather selected Index stocks are likely to perform in align with the Sharps and Treyno index or not. To show the strength and responsiveness of the stock towards the index, I have used statistical tool that is beta and rank correlation regression using excel sheets.