A Study on Risk-Return Analysis of Mutual Funds at Kotak Mahindra Bank

Abstract: This study analyzes the risk-return profiles of four Kotak Mahindra mutual fund schemes using Sharpe Ratio, Treynor Ratio, and Beta from 1st December 2024 to 20th January 2025, benchmarked against the NIFTY index. The Kotak Mahindra Midcap Balanced Fund-Growth showed the highest risk-adjusted returns (Sharpe Ratio), while the Prudential Balanced Fund-Growth ranked best by Treynor Ratio. The Blue Chip and Income Funds underperformed with low or negative risk-return metrics. The study highlights the need for informed investment decisions, greater investor awareness, portfolio diversification, and improved fund transparency.

Risk-Return Profiles, Sharpe Ratio, Treynor Ratio, Beta, Risk-Adjusted Returns, Informed Investment Decisions, Investor Awareness, Portfolio Diversification, Fund Transparency, Kotak Mahindra Midcap Balanced Fund-Growth, Prudential Balanced Fund-Growth, Kotak Mahindra Blue Chip Fund and Kotak Mahindra Income Fund

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