Portfolio Project

 

I have taken the values of schemes/ portfolios of 5 different companies and Nifty, during the past 3 months. At present, risk free rate of return is 7.31%. Based on this information, I have ranked these schemes on the basis of Sharpe’s and Treynor’s ratios and also on the basis of Jensen’s model and commented on their performance relative to the market.

I have also determined that which of these schemes has the highest unsystematic risk and whether any portfolio has outperformed the market.