Compute the average return, Standard deviation, covariance and Beta for all the mutual funds?The comparative index can be Nifty?

Do a performance evaluation of all the mutual funds through 3 measures – Treynor, Sharpe and Jensen’s Alpha and analyse/interpret the measures with qualitative comments?

Qualitative comments ON THE QUANTITATIVE ANSWERS – NOT MORE THAN ONE PAGE AND ALSO WITH CALCULATIONS:

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EXHIBIT 1: QUARTERLY RETURNS OF THREE MUTUAL FUNDS AND NIFTY 50 INDEX, 2015 TO 2019 Quarter (Q) Q1 2015 Q2 2015 Q3 2015 Q4 2015 Q1 2016 Q2 2016 Q3 2016 Q4 2016 Q1 20 Q2 2017 Q3 2017 Q4 2017 Q1 2018 Q2 2018 Q3 2018 Q4 2018 Q1 2019 Q2 2019 Q3 2019 Q4 2019 Edelweiss Large Cap Fund (Growth) 6.07% 0.61% -3.90% -1.75% -2.99% 4.95% 5.42% -8.88% 14.38% 4.65% 3.30% 8.21% -2.97% 6.52% -0.32% -1.20% 4.87% 2.36% -1.45% 5.58% LIC MF Large Cap Fund (Growth) 5.64% -1.01% -4.20% -2.76% -3.17% 4.48% 6.13% -7.75% 11.17% 4.69% 3.65% 5.09% -4.57% 5.18% -2.70% 3.20% 2.73% 4.18% 0.89% 5.94% BNP Paribas Large Cap Fund (Growth) 10.01% -1.70% -3.17% 0.83% -4.75% 3.89% 2.36% -10.30% 17.60% 6.99% 1.06% 7.78% -5.56% 2.60% -1.98% 1.38% 5.09% 4.47% 2.18% 3.89% Nifty 50 Index 2.50% -2.54% -5.96% -0.06% -2.82% 7.45% 3.40% -6.39% 12.16% 3.06% 2.54% 5.84% -2.14% 4.36% 3.29% -1.32% 6.96% 1.68% -3.30% 7.12% EXHIBIT 1: QUARTERLY RETURNS OF THREE MUTUAL FUNDS AND NIFTY 50 INDEX, 2015 TO 2019 Quarter (Q) Q1 2015 Q2 2015 Q3 2015 Q4 2015 Q1 2016 Q2 2016 Q3 2016 Q4 2016 Q1 20 Q2 2017 Q3 2017 Q4 2017 Q1 2018 Q2 2018 Q3 2018 Q4 2018 Q1 2019 Q2 2019 Q3 2019 Q4 2019 Edelweiss Large Cap Fund (Growth) 6.07% 0.61% -3.90% -1.75% -2.99% 4.95% 5.42% -8.88% 14.38% 4.65% 3.30% 8.21% -2.97% 6.52% -0.32% -1.20% 4.87% 2.36% -1.45% 5.58% LIC MF Large Cap Fund (Growth) 5.64% -1.01% -4.20% -2.76% -3.17% 4.48% 6.13% -7.75% 11.17% 4.69% 3.65% 5.09% -4.57% 5.18% -2.70% 3.20% 2.73% 4.18% 0.89% 5.94% BNP Paribas Large Cap Fund (Growth) 10.01% -1.70% -3.17% 0.83% -4.75% 3.89% 2.36% -10.30% 17.60% 6.99% 1.06% 7.78% -5.56% 2.60% -1.98% 1.38% 5.09% 4.47% 2.18% 3.89% Nifty 50 Index 2.50% -2.54% -5.96% -0.06% -2.82% 7.45% 3.40% -6.39% 12.16% 3.06% 2.54% 5.84% -2.14% 4.36% 3.29% -1.32% 6.96% 1.68% -3.30% 7.12%

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Answer Calculation is performed in the Table I A strategic asset allocation strategy may be akin to ... View the full answer