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RETURN ANALYSIS:
TABLE- 4.1
FMCG NAV
RETURNS
Jan-14
53.8377
Feb-14
53.589
-0.46194
Mar-14
57.2479
6.827707
Apr-14
57.2098
-0.06655
May-14
58.5049
2.263773
Jun-14
58.9794
0.811043
Jul-14
63.1455
7.063653
Aug-14
63.533
0.613662
Sep-14
68.4541
7.745738
Oct-14
63.3426
-7.46705
Nov-14
70.2955
10.97666
Dec-14
71.8686
2.237839
Jan-15
74.971
4.316767
80
70
60
50
40
NAV
30
RETURNS
20
10
0
41671
41730
41791
41852
41913
41974
-10
41640
41699
41760
41821
41883
41944
42005
-20
TABLE- 4.2
NAV
RETURNS
Jan-14
55.7524
Feb-14
57.8855
3.826024
Mar-14
61.9512
7.023693
Apr-14
62.4113
0.742681
May-14
67.7996
8.633533
Jun-14
72.1463
6.4111
Jul-14
73.0247
1.217526
Aug-14
77.3166
5.877326
Sep-14
78.049
0.947274
Oct-14
80.9309
3.692424
Nov-14
85.1567
5.221491
Dec-14
85.2475
0.106627
Jan-15
91.3
7.099915
100
90
80
70
60
50
NAV
40
RETURNS
30
20
10
0
41671
41730
41791
41852
41913
41974
41640
41699
41760
41821
41883
41944
42005
TABLE- 4.3
NAV
RETURN
Jan-14
77.9276
Feb-14
84.1348
7.965342
Mar-14
79.0793
-6.00881
Apr-14
82.7536
4.646349
May-14
79.2715
-4.20779
Jun-14
90.7636
14.49714
Jul-14
97.9075
7.870887
Aug-14
104.4419
6.674055
Sep-14
111.8584
7.101077
Oct-14
111.7696
-0.07939
Nov-14
118.2888
5.832713
Dec-14
118.6614
0.314992
Jan-15
125.1876
5.499851
140
120
100
80
NAV
60
RETURNS
40
20
0
41671
41730
41791
41852
41913
41974
41640
41699
41760
41821
41883
41944
42005
-20
TABLE- 4.4
NAV
RETURNS
Jan-14
36.736
Feb-14
38.5061
4.818434
Mar-14
34.5609
-10.2456
Apr-14
34.7665
0.594892
May-14
33.8414
-2.66089
Jun-14
37.7214
11.46525
Jul-14
39.1438
3.770804
Aug-14
41.0921
4.977289
Sep-14
44.0735
7.255409
Oct-14
44.5802
1.14967
Nov-14
46.8527
5.097555
Dec-14
45.5207
-2.84295
Jan-15
47.8293
5.071539
60
50
40
30
NAV
20
RETURNS
10
0
41671
41730
41791
41852
41913
41974
41640
41699
41760
41821
41883
41944
42005
-10
-20
TABLE- 4.5
NAV
RETURNS
Jan-14
54.1718
Feb-14
54.75
1.067345
Mar-14
59.3896
8.474155
Apr-14
60.6804
2.173445
May-14
66.8636
10.18978
Jun-14
72.8508
8.954349
Jul-14
76.0834
4.437288
Aug-14
78.698
3.436492
Sep-14
81.6823
3.792091
Oct-14
82.9251
1.521505
Nov-14
86.378
4.163878
Dec-14
89.0626
3.107967
Jan-15
93.4043
4.874886
100
90
80
70
60
50
40
30
20
10
0
41671
41730
41791
41852
41913
41974
41640
41699
41760
41821
41883
41944
42005
NAV
RETURNS
RISK ANALYSIS
TABLE- 4.6
Months
Return
Average
Return
(R-AR)
(R-AR)(R-AR)
Jan-14
Feb-14
-0.46
2.91
-3.37
11.34
Mar-14
6.83
2.91
3.92
15.39
Apr-14
-0.07
2.91
-2.97
8.83
May-14
2.26
2.91
-0.64
0.41
Jun-14
0.81
2.91
-2.09
4.39
Jul-14
7.06
2.91
4.16
17.29
Aug-14
0.61
2.91
-2.29
5.25
Sep-14
7.75
2.91
4.84
23.43
Oct-14
-7.47
2.91
-10.37
107.58
Nov-14
10.98
2.91
8.07
65.15
Dec-14
2.24
2.91
-0.67
0.45
Jan-15
4.32
2.91
1.41
1.99
261.50
21.79
Risk
4.67
300
250
RETURN
200
AVG RETURN
R-AR
150
RISK
RETURN
100
AVG RETURN
R-AR
50
RISK
0
-50
TABLE- 4.7
Return
Average
Return
(R-AR)
(R-AR)(R-AR)
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14
Sep-14
Oct-14
Nov-14
Dec-14
Jan-15
3.83
7.02
0.74
8.63
6.41
1.22
5.88
0.95
3.69
5.22
0.11
7.10
4.23
4.23
4.23
4.23
4.23
4.23
4.23
4.23
4.23
4.23
4.23
4.23
-0.40
2.79
-3.49
4.40
2.18
-3.01
1.65
-3.28
-0.54
0.99
-4.12
2.87
0.16
7.80
12.16
19.39
4.76
9.07
2.71
10.78
0.29
0.98
17.00
8.24
93.35
7.78
2.79
RISK
100
90
80
70
60
RETURN
50
AVG RETURN
40
R-AR
30
(R-AR)(R-AR)
20
10
0
TABLE- 4.8
RISK
Return
7.97
-6.01
4.65
-4.21
14.50
7.87
6.67
7.10
-0.08
5.83
0.31
5.50
Average
Return
4.17
4.17
4.17
4.17
4.17
4.17
4.17
4.17
4.17
4.17
4.17
4.17
(R-AR)
3.80
-10.18
0.48
-8.38
10.33
3.70
2.50
2.93
-4.25
1.66
-3.86
1.33
(R-AR) (R-AR)
14.40
103.61
0.23
70.19
106.65
13.70
6.27
8.59
18.06
2.76
14.86
1.77
361.09
30.09
5.49
400
350
300
250
RETURN
200
AVG RETURN
150
R-AR
(R-AR)(R-AR)
100
50
0
TABLE- 4.9
Return
Average
Return
(R-AR)
(R-AR) (R-AR)
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14
Sep-14
Oct-14
Nov-14
Dec-14
Jan-15
4.82
-10.25
0.59
-2.66
11.47
3.77
4.98
7.26
1.15
5.10
-2.84
5.07
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.37
2.45
-12.62
-1.78
-5.03
9.10
1.40
2.61
4.89
-1.22
2.73
-5.21
2.70
5.99
159.15
3.15
25.31
82.72
1.96
6.80
23.87
1.49
7.44
27.17
7.30
352.36
29.36
5.42
RISK
30000
25000
20000
RETURN
15000
AVG RETURN
(R-AR)
10000
(R-AR)(R-AR)
5000
0
TABLE- 4.10
RISK
Return
1.07
8.47
2.17
10.19
8.95
4.44
3.44
3.79
1.52
4.16
3.11
4.87
Average
Return
4.68
4.68
4.68
4.68
4.68
4.68
4.68
4.68
4.68
4.68
4.68
4.68
(R-AR)
-3.61
3.79
-2.51
5.51
4.27
-0.24
-1.24
-0.89
-3.16
-0.52
-1.57
0.19
(R-AR) (R-AR)
13.05
14.40
6.28
30.36
18.27
0.06
1.55
0.79
9.98
0.27
2.47
0.04
97.50
8.13
2.85
120
100
80
RETURN
60
AVG RETURN
(R-AR)
40
(R-AR)(R-AR)
20
0
-20
1-Month
Return (%)
3-Month
Return (%)
1-Year
Return (%)
SBI FMCG
-0.46194
-0.06655
4.316767
SBI CONTRA
3.826024
0.742681
7.099915
SBI PHARMA
7.965342
4.646349
5.499851
SBI IT
4.818434
0.594892
5.071539
SBI EMERGING
BUSINESS
1.067345
2.173445
4.874886
9
8
7
6
5
1 MONTH
3 MONTHS
1 YEAR
3
2
1
0
FMCG
-1
CONTRA
PHARMA
IT EMERGING BUSINESS
Interpretation: All the funds in comparison have given volatile returns in the short run (last 6
months). In the long run, IT with 37% stands on the top while Pharma and FMCG with around
35% followed. Emerging Businesses fund (with 31.99%) followed. Contra funds have given the
least returns in the last 5 years of 15.3%.
fund
risk Standard
Sharpe
grade
deviation
ratio
FMCG
AVG
6.950377
8.6017
CONTRA
AVG
11.2827
6.0949
PHARMA
17.2834
5.4647
IT
18.4993
1.0919
EMERGIN
13.3122
5.1780
G
BUSINESS
BETA
ALPHA
RSQUARED