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Calculations of Sharpe Performance Index (Spi)

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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Rajesh Insb
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79 views2 pages

Calculations of Sharpe Performance Index (Spi)

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.

Uploaded by

Rajesh Insb
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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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.

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