Articles tagged “Alpha”
4 articles.
- Large-cap fund vs index fund in India
Active large-cap funds vs Nifty 50, Nifty 100 and Sensex index funds: SPIVA India 2024 underperformance data, the TER gap and the SEBI large-cap definition.
- Information ratio in mutual funds
The information ratio measures the consistency of a mutual fund manager's ability to generate active returns (alpha) relative to the active risk taken (tracking …
- Alpha (Jensen's alpha) in mutual funds
Jensen's alpha measures the excess return a mutual fund generates over the return predicted by the Capital Asset Pricing Model (CAPM), adjusting for systematic …
- Active equity vs passive equity investing in India
A factual comparison of actively managed equity mutual funds and passive index funds/ETFs in India, covering cost, alpha generation, SPIVA data, market …