CHAPTER 4

DATA ANALYSIS AND INTERPRETATION

The discussion below clarifies the detailed analysis of comparative analysis of SBI mutual funds
magnum in comparision with the sectors in it.

RETURN ANALYSIS:
TABLE- 4.1

Table showing FMCG movements from JAN-2014 to JAN-2015

Months

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

Table showing CONTRA movements from JAN-2014 to JAN-2015

Months

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

Table showing PHARMA movements from JAN-2014 to JAN-2015

Months

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

Table showing IT movements from JAN-2014 to JAN-2015

MONTHS

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

Table showing EMERGING FUNDS movements from JAN-2014 to JAN-2015

MONTHS

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

Table showing FMCG movements from JAN-2014 to JAN-2015

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

Table showing CONTRA movements from JAN-2014 to JAN-2015

Months

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

Table showing CONTRA movements from JAN-2014 to JAN-2015

Months
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

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

Table showing IT movements from JAN-2014 to JAN-2015

Months

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

Table showing EMERGING FUNDS movements from JAN-2014 to JAN-2015

Months
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

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

Comparative Analysis - Performance

Fund Name

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%.

Comparative Analysis - Risk & Volatility

fund name

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