PERFORMANCE OF NIFTY 50 EXCHANGE TRADED FUNDS

Autor: E. Sulaiman, Roshni P.R
Rok vydání: 2021
Předmět:
DOI: 10.5281/zenodo.4609853
Popis: The study evaluated the performance of selected Nifty 50 ETFs tracking Nifty 50 Index listed in National Stock Exchange in India during a period of six years starting from 1stApril, 2014 to 31stMarch, 2020. The performance of ETFs is measured using Average Daily Returns, CAGR, HPR, Standard Deviation, Tracking Error, R squared and Beta. It is found that there is difference in the risk-return pattern of Nifty 50 ETFs and its index Nifty 50. Aditya Birla Nifty ETF is the performing fund among the selected ETFs.  
Databáze: OpenAIRE