NO.

SCHEME NAME 3 months 6 months 1 year 3 year

1 HSBC equity Funds -6.79 -26.37 10 30.48
2 SBI Magnum sector umbrella-contra-growth -9.77 -32.92 -0.82 32.49
3 Prudential ICICI Dynamic Plan- growth -4.35 -24.49 -2.6 32.88
4 Sundaram Select Midcap - Growth -6.57 -36.93 -6.09 30.29
5 UTI Index Select Fund- Growth -14.36 -33.46 -6.49 22.03
6 SBI Magnum Global Fund 94 - Growth -11.6 -40.27 -15.46 26.37
7 Tata Equity P/E Funds -6.8 -31.84 1.47 27.09
8 Sundram Select Focus - growth -6.8 -32.41 12.27 35.77
9 DSP ML Top 100 Equity-Growth -9.55 -29.69 1.36 31.27
10 Franklin India prima Fund - Growth -10.64 -40.37 -20.21 12.98
11 HDFC top 200 funds -8.31 -26.88 1.77 28.75
12 DWS Alpha Equity Fund -Growth -7.08 -26.47 10.72 31.46
13 Reliance Growth - Growth -6.2 -32.36 1.82 31.73
14 Birla sun life frontline equity fund -9.2 -29.92 -0.39 29.7
15 Kotak 30 - Growth -9.76 -29.62 5.72 32.98

RANK 3 RANK 6 RANK 1 RANK 3

NO. SCHEME NAME Month months Year Year
1 HSBC equity Funds 4 2 3 8
2 SBI Magnum sector umbrella-contra-growth 11 11 9 4
3 Prudential ICICI Dynamic Plan- growth 1 1 11 3
4 Sundaram Select Midcap - Growth 3 13 12 9
5 UTI Index Select Fund- Growth 15 12 13 14
6 SBI Magnum Global Fund 94 - Growth 14 14 14 12
7 Tata Equity P/E Funds 12 8 10 13
8 Sundram Select Focus - growth 5 10 1 1
9 DSP ML Top 100 Equity-Growth 9 6 7 7
10 Franklin India prima Fund - Growth 13 15 15 15
11 HDFC top 200 Funds 7 4 6 11
12 DWS Alpha Equity Fund -Growth 6 3 2 6
13 Reliance Growth - Growth 2 9 5 5
14 Birla sun life frontline equity fund 8 7 8 10
15 Kotak 30 - Growth 10 5 4 2
5 year INCEPTION
45.14 46.54
53.3 20.47
40.4 40.54
48.01 45.47
30.54 14.57
50.89 11.56
40.29 32.24
41.58 39.62
39.66 42.28
34.7 21.88
39.89 23.89
41.57 39.52
51.92 30.94
35.94 19.14
41.61 24.99
453.65
RANK 5 RANK
Year Inception TOTAL RANK
5 1 23
3 12 50
9 4 29
4 2 43
15 14 83
3 15 72
10 10 63
7 5 29
12 3 44
14 11 83
11 9 48
8 6 31
2 7 30
13 13 59
6 8 35
 RANK 3 RANK 6 RANK 1 RANK 3
NO. SCHEME NAME 3 months Month 6 months months 1 year Year 3 year Year
1 HSBC equity Funds -6.79 4 -26.37 2 10 3 30.48 8
SBI Magnum sector umbrella-contra-
2 growth -9.77 11 -32.92 11 -0.82 9 32.49 4
3 Prudential ICICI Dynamic Plan- growth -4.35 1 -24.49 1 -2.6 11 32.88 3
4 Sundaram Select Midcap - Growth -6.57 3 -36.93 13 -6.09 12 30.29 9
5 UTI Index Select Fund- Growth -14.36 15 -33.46 12 -6.49 13 22.03 14
6 SBI Magnum Global Fund 94 - Growth -11.6 14 -40.27 14 -15.46 14 26.37 12
7 Tata Equity P/E Funds -6.8 12 -31.84 8 1.47 10 27.09 13
8 Sundram Select Focus - growth -6.8 5 -32.41 10 12.27 1 35.77 1
9 DSP ML Top 100 Equity-Growth -9.55 9 -29.69 6 1.36 7 31.27 7
10 Franklin India prima Fund - Growth -10.64 13 -40.37 15 -20.21 15 12.98 15
11 HDFC top 200 funds -8.31 7 -26.88 4 1.77 6 28.75 11
12 DWS Alpha Equity Fund -Growth -7.08 6 -26.47 3 10.72 2 31.46 6
13 Reliance Growth - Growth -6.2 2 -32.36 9 1.82 5 31.73 5
14 Birla sun life frontline equity fund -9.2 8 -29.92 7 -0.39 8 29.7 10
15 Kotak 30 - Growth -9.76 10 -29.62 5 5.72 4 32.98 2

MAXIMIUM -4.35 -24.49 12.27 35.77

MINIMUM -14.36 -36.93 -20.21 12.98
AVERAGE -8.51 -29.6 -0.17 29.65

INDICES
S&P nifty -15.36 -35.82 -8.05 14.44
BSE sensex -14.16 -35.01 -9.56 23.68
CNX 500 -16.26 -41.68 -12.59 18.99
TOP 5 FUNDS
 RANK 5 RANK
5 year Year INCEPTION Inception TOTAL RANK
45.14 5 46.54 1 23

53.3 3 20.47 12 50
40.4 9 40.54 4 29
48.01 4 45.47 2 43
30.54 15 14.57 14 83
50.89 3 11.56 15 72
40.29 10 32.24 10 63
41.58 7 39.62 5 29
39.66 12 42.28 3 44
34.7 14 21.88 11 83
39.89 11 23.89 9 48
41.57 8 39.52 6 31
51.92 2 30.94 7 30
35.94 13 19.14 13 59
41.61 6 24.99 8 35

53.3
30.54
43.502

28.68
30.18
28.46
 AVERAGE
NO. SCHEME NAME RETURN BETA ( 1 YEAR) CAPM (SESEX)
1 HSBC equity Funds 45.14 0.94 -8.4578
2 SBI Magnum sector umbrella-contra-growth 53.3 0.98 -9.1926
3 Prudential ICICI Dynamic Plan- growth 40.4 0.89 -7.5393
4 Sundaram Select Midcap - Growth 48.01 0.93 -8.2741
5 UTI Index Select Fund- Growth 30.54 0.95 -8.6415
6 SBI Magnum Global Fund 94 - Growth 50.89 0.98 -9.1926
7 Tata Equity P/E Funds 40.29 1.01 -9.7437
8 Sundram Select Focus - growth 41.58 1.11 -11.5807
9 DSP ML Top 100 Equity-Growth 39.66 0.96 -8.8252
10 Franklin India prima Fund - Growth 34.7 0.91 -7.9067
11 HDFC top 200 funds 39.89 0.91 -7.9067
12 DWS Alpha Equity Fund -Growth 41.57 1.02 -9.9274
13 Reliance Growth - Growth 51.92 0.98 -9.1926
14 Birla sun life frontline equity fund 35.94 0.88 -7.3556
15 Kotak 30 - Growth 41.61 0.97 -9.0089

CAPM MODEL
0

Franklin India prima Fund - Growth

Reliance Growth - Growth

SBI Magnum sector umbrella-contra-growth

Prudential ICICI Dynamic Plan- growth

Sundaram Select Midcap - Growth

UTI Index Select Fund- Growth

SBI Magnum Global Fund 94 - Growth

Sundram Select Focus - growth

DSP ML Top 100 Equity-Growth

DWS Alpha Equity Fund -Growth

Birla sun life frontline equity fund

Kotak 30 - Growth
SCHEME NAME

HDFC top 200 funds

HSBC equity Funds

Tata Equity P/E Funds

-2

-4

-6

-8

-10

-12

-14
NOTE
average Returs are calculated on the 3 years return
 CAPM ( NIFTY
-7.0384
-7.7128
-6.1954
-6.8698
-7.207
-7.7128
-8.2186
-9.9046
-7.3756
-6.5326
-6.5326
-8.3872
-7.7128
-6.0268
-7.5442

60
Reliance Growth - Growth
DWS Alpha Equity Fund -Growth

Birla sun life frontline equity fund

Kotak 30 - Growth

50

40

30

20 CAPM( sensex)

10 CAPM (Nifty)
average return
0
 AVERAGE
RETURN(5yrs STANDARD
NO. SCHEME NAME ) BETA ( 1 YEAR) DEVATION SHARPE
1 HSBC equity Funds 45.14 0.94 26.82 1.35459
2 SBI Magnum sector umbrella-contra-growth 53.3 0.98 29.06 1.53097
3 Prudential ICICI Dynamic Plan- growth 40.4 0.89 27.12 1.16482
4 Sundaram Select Midcap - Growth 48.01 0.93 29.83 1.31411
5 UTI Index Select Fund- Growth 30.54 0.95 26.49 0.82031
6 SBI Magnum Global Fund 94 - Growth 50.89 0.98 31.21 1.34829
7 Tata Equity P/E Funds 40.29 1.01 29.57 1.06459
8 Sundram Select Focus - growth 41.58 1.11 31.58 1.03768
9 DSP ML Top 100 Equity-Growth 39.66 0.96 26.84 1.1494
10 Franklin India prima Fund - Growth 34.7 0.91 29.75 0.87025
11 HDFC top 200 funds 39.89 0.91 25.42 1.22266
12 DWS Alpha Equity Fund -Growth 41.57 1.02 29.81 1.09896
13 Reliance Growth - Growth 51.92 0.98 29.99 1.43748
14 Birla sun life frontline equity fund 35.94 0.88 25.01 1.08477
15 Kotak 30 - Growth 41.61 0.97 28.07 1.16851

nifty -8.05
sensex -9.56
 JENSONS
RANK TREYNOR RANK FAMA RANK ALPHA RANK
3 38.64893617 5 529.0134 11 53.5978 5
1 45.39795918 1 578.3222 7 62.4926 1
8 35.49438202 6 529.7844 10 47.9393 11
5 42.15053763 4 587.1771 4 56.2841 4
15 22.87368421 15 508.3513 13 39.1815 15
4 42.93877551 3 615.4077 1 60.0826 3
12 31.16831683 11 574.6809 6 50.0337 9
13 29.52252252 13 612.8946 2 53.1607 6
9 32.13541667 9 523.9008 12 48.4852 10
14 28.45054945 14 572.3975 8 42.6067 14
6 34.15384615 7 498.0454 14 47.7967 12
10 32.11764706 10 580.3697 5 51.4974 7
2 43.98979592 2 594.0263 3 61.1126 2
11 30.82954545 12 486.5637 15 43.2956 13
7 33.81443299 8 548.4459 9 50.6189 8
NO. SCHEME NAME FUND MANAGER LAUNCH DATE
1 HSBC Equity Funds Mr. Mihir Vohra & Jitendra Siram 3-Dec-02
SBI Magnum sector umbrella-
2 contra-growth Mr. Pankaj Gupta 3-Jul-99
Prudential ICICI Dynamic Plan-
3 growth Mr.S.Narain & Amit Mehta 18-Oct-03
4 Sundaram Select Midcap Mr. Satish Ramachandran 19-Jul-02
5 UTI Index Select fund growth Ms. Gautami desai 25-Jun-97
SBI Magnum Global Fund 94 –
6 Growth Mr. Vivek Pandey & Ritesh Sheth 30-Sep-94
7 Tata Equity P/E Fund-growth Mr. Bhupinder Sethi 7-May-98
8 Sundram Select Focus Mr. Srividhya Rajesh 19-Jul-02
9 DSP ML Top 100 Equity Fund Mr. Apoorva Shah 21-Feb-03
Franklin India Prima Fund –
10 Growth Mr.K.N.Siva Subramanium & R.Janakiraman 30-Nov-93
11 HDFC top 200 fund Mr. Prashant jain 31-Aug-96
12 DWS Alpha Equity Fund Mr. Aniket inarndar 21-Jan-03
13 Reliance Growth -Growth Mr. Sunil Singhania 7-Oct-95
Birla sun life frontline equity
14 fund Mr. Mahesh Patil 30-Aug-02
15 Kotak 30 – Growth Mr. .Krishna Sanghvi & Sanjib Guha 22-Dec-98
CORPUS CURRENT NAV
71514.16 83.3083

122991.6 41.02

91664.71 67.6892
745.4 94.35
1633.19 33.76

74527.29 39.01
5442.34 30.5592
33530.34 71.9339
36933.73 64.897

41807.26 178.932
107258.61 121.884
5006.72 60.33
249520.99 309.21

17554.1 55.99
34772.88 77.787
ty Fund –
Growth
15 2 3 15
35
11 HDFC
Core &
Satellite
Fund_Gro
wth 6 14
14 6 40
12 DWS
Alpha
Equity
Fund –
Growth
10 5 5 9
29
13
Prudential
ICICI
Power -
FII –
Growth 4
6 6 4 20
14
Prudential
ICICI
Power -
Growth
14 11 11
13 49
15 Kotak
30 –
Growth 9
7 7 10 33

NO. SCHEME NAME SHARPERANK TREYNOR RANK

1 HSBC equity Funds 3 5
2 SBI Magnum sector umbrella-contra-growth 1 1
3 Prudential ICICI Dynamic Plan- growth 8 6
4 Sundaram Select Midcap - Growth 5 4
5 UTI Index Select Fund- Growth 15 15
6 SBI Magnum Global Fund 94 - Growth 4 3
7 Tata Equity P/E Funds 12 11
8 Sundram Select Focus - growth 13 13
9 DSP ML Top 100 Equity-Growth 9 9
10 Franklin India prima Fund - Growth 14 14
11 HDFC top 200 funds 6 7
12 DWS Alpha Equity Fund -Growth 10 10
13 Reliance Growth - Growth 2 2
14 Birla sun life frontline equity fund 11 12
15 Kotak 30 - Growth 7 8
FAMA RANK ALPHA RANK TOTAL RANK
11 5 24
7 1 10
10 11 35
4 4 17
13 15 58
1 3 11
6 9 38
2 6 34
12 10 40
8 14 50
14 12 39
5 7 32
3 2 9
15 13 51
9 8 32
 RETURN RISK TOTAL
NO. SCHEME NAME ANALYSIS ANALYSIS RANK
1 HSBC equity Funds 23 24 47
2 SBI Magnum sector umbrella-contra-growth 50 10 60

3 Prudential ICICI Dynamic Plan- growth 29 35 64

4 Sundaram Select Midcap - Growth 43 17 60
5 UTI Index Select Fund- Growth 83 58 141

6 SBI Magnum Global Fund 94 - Growth 72 11 83

7 Tata Equity P/E Funds 63 38 101
8 Sundram Select Focus - growth 29 34 63
9 DSP ML Top 100 Equity-Growth 44 40 84
10 Franklin India prima Fund - Growth 83 50 133
11 HDFC top 200 funds 48 39 87

12 DWS Alpha Equity Fund -Growth 31 32 63

13 Reliance Growth - Growth 30 9 39

14 Birla sun life frontline equity fund 59 51 110
15 Kotak 30 - Growth 35 32 67

mean of total rank 80.133333333

median of total rank 67
mode of total rank 60
s.d 29.901903109
YEAR X X^2 RETURN ANALYSIS(Y) XY Expected Y
1 -9 81 23 -207 50.55183946
2 -7 49 50 -350 55.36254181
3 -5 25 29 -145 60.17324415
4 -3 9 43 -129 64.98394649
5 -1 1 83 -83 69.79464883
6 1 1 72 72 74.60535117
7 3 9 63 189 79.41605351
8 5 25 29 145 84.22675585
9 7 49 44 308 89.03745819
10 9 81 83 747 93.84816054
11 11 121 48 528 98.65886288
12 13 169 31 403 103.4695652
13 15 225 30 450 108.2802676
14 17 289 59 1003 113.0909699
15 19 361 35 665 117.9016722
75 1495 722 3596

A 72.2
B 2.40535117056856

140 90

80
120
70
100
60
80 50
RETURN ANALYSIS(Y)
40
60 Expected Y
30
40
20
20 10

0 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 1 2 3
 X X^2 RISK ANALYSIS (Y1) XY1 Expected Y1 X X^2
-9 81 24 -216 30.48160535 -9 81
-7 49 10 -70 34.37458194 -7 49
-5 25 35 -175 38.26755853 -5 25
-3 9 17 -51 42.16053512 -3 9
-1 1 58 -58 46.05351171 -1 1
1 1 11 11 49.94648829 1 1
3 9 38 114 53.83946488 3 9
5 25 34 170 57.73244147 5 25
7 49 40 280 61.62541806 7 49
9 81 50 450 65.51839465 9 81
11 121 39 429 69.41137124 11 121
13 169 32 416 73.30434783 13 169
15 225 9 135 77.19732441 15 225
17 289 51 867 81.090301 17 289
19 361 32 608 84.98327759 19 361
75 1495 480 2910 75 1495

A 48 A
B 1.94648829431438 B

90 450

80 400

70 350

60 300

50 250
RISK ANALYSIS
(Y1) 200
40
Expected Y1
30 150

20 100

10 50

0 0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 1 2 3 4 5 6 7 8
 TOTAL RANK (Y2) XY2 Expected Y2
72 -648 35.57525084
42 -294 62.55852843
20 -100 89.54180602
6 -18 116.5250836
0 0 143.5083612
2 2 170.4916388
12 36 197.4749164
30 150 224.458194
56 392 251.4414716
90 810 278.4247492
132 1452 305.4080268
182 2366 332.3913043
240 3600 359.3745819
306 5202 386.3578595
380 7220 413.3411371
1570 20170

157
13.4916387959866

TOTAL RANK
(Y2)
Expected Y2

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
 3 months 6 months

Mean -8.518667 Mean -31.6

Standard Error 0.655784 Standard Error 1.241879
Median -8.31 Median -31.84
Mode -6.8 Mode #N/A
Standard Deviation 2.539839 Standard Deviation 4.809776
Sample Variance 6.450784 Sample Variance 23.13394
Kurtosis 0.606033 Kurtosis -0.295394
Skewness -0.667972 Skewness -0.537208
Range 10.01 Range 15.88
Minimum -14.36 Minimum -40.37
Maximum -4.35 Maximum -24.49
Sum -127.78 Sum -474
Count 15 Count 15
Largest(1) -4.35 Largest(1) -24.49
Smallest(1) -14.36 Smallest(1) -40.37
Confidence Level(95.0% 1.406516 Confidence Level(95.0%) 2.663565
 1 year 3 year

Mean -0.462 Mean 29.08467

Standard Error 2.329615 Standard Error 1.427037
Median 1.36 Median 30.48
Mode #N/A Mode #N/A
Standard Deviation 9.02256 Standard Deviation 5.526889
Sample Variance 81.40659 Sample Variance 30.5465
Kurtosis 0.549728 Kurtosis 4.76843
Skewness -0.740861 Skewness -1.980478
Range 32.48 Range 22.79
Minimum -20.21 Minimum 12.98
Maximum 12.27 Maximum 35.77
Sum -6.93 Sum 436.27
Count 15 Count 15
Largest(1) 12.27 Largest(1) 35.77
Smallest(1) -20.21 Smallest(1) 12.98
Confidence Level(95.0%) 4.996527 Confidence Level(95.0%) 3.060689
 5 year INCEPTION

Mean 42.36267 Mean 30.24333

Standard Error 1.67105 Standard Error 2.990633
Median 41.57 Median 30.94
Mode #N/A Mode #N/A
Standard Deviation 6.471949 Standard Deviation 11.58267
Sample Variance 41.88612 Sample Variance 134.1583
Kurtosis -0.397619 Kurtosis -1.415725
Skewness 0.177207 Skewness -0.070846
Range 22.76 Range 34.98
Minimum 30.54 Minimum 11.56
Maximum 53.3 Maximum 46.54
Sum 635.44 Sum 453.65
Count 15 Count 15
Largest(1) 53.3 Largest(1) 46.54
Smallest(1) 30.54 Smallest(1) 11.56
Confidence Level(95.0%) 3.584046 Confidence Level(95.0%) 6.41427