Prudence Asset Management Company (PAMC) is operating various categories of fund under its management. Similarly, PAMC is managing SEBLMF2 mutual fund last two years. Initial fund size was BDT 100 million and present market value is BDT 140 million; which is indicating that the fund manager is managing the fund very efficiently. Recently the PAMC declares last one-year performance of SEBLMF2 and its portfolio returns of the investment. Additionally, SEBLMF2 mutual fund earns annual dividend BDT 2 million, interest BDT 1 million and charges administrative expenses BDT 1.2 million. According to the report the mean of the portfolio return is 10.5, risk free rate as per the Bangladesh Bank is 3.75, standard deviation of the portfolio is 6.25, market return or risk premium rate is 12, standard deviation of benchmark of mutual fund is 4.5 and R2 is .85.

Measure Beta, Sharp and Traynor ratio to justify the performance with appropriate analysis of the SEBLMF2 mutual fund for last year. Also, the NAV of the fund.