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    The document provides quarterly and annual return percentages for 5 equity funds and 5 debt funds over the period of 2012-2016. For the equity funds, the Reliance Fund had the highest annual return of 97.60% in 2014, while the Franklin India Fund had the highest Sharpe ratio of 1.64. For the debt funds, the SBI Magnum Gilt Fund had the highest annual return of 19.90% in 2014, while the ICICI Prudential Long Term Fund and SBI Magnum Gilt Fund tied for the highest Sharpe ratio of 1.63. Key metrics such as alpha, beta, standard deviation, R squared, and Sharpe ratio are also provided for each fund.

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    The document provides quarterly and annual return percentages for 5 equity funds and 5 debt funds over the period of 2012-2016. For the equity funds, the Reliance Fund had the highest annual return of 97.60% in 2014, while the Franklin India Fund had the highest Sharpe ratio of 1.64. For the debt funds, the SBI Magnum Gilt Fund had the highest annual return of 19.90% in 2014, while the ICICI Prudential Long Term Fund and SBI Magnum Gilt Fund tied for the highest Sharpe ratio of 1.63. Key metrics such as alpha, beta, standard deviation, R squared, and Sharpe ratio are also provided for each fund.

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    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    18 views3 pages

    Data

    Uploaded by

    Rahul Anand
    The document provides quarterly and annual return percentages for 5 equity funds and 5 debt funds over the period of 2012-2016. For the equity funds, the Reliance Fund had the highest annual return of 97.60% in 2014, while the Franklin India Fund had the highest Sharpe ratio of 1.64. For the debt funds, the SBI Magnum Gilt Fund had the highest annual return of 19.90% in 2014, while the ICICI Prudential Long Term Fund and SBI Magnum Gilt Fund tied for the highest Sharpe ratio of 1.63. Key metrics such as alpha, beta, standard deviation, R squared, and Sharpe ratio are also provided for each fund.

    Copyright:

    © All Rights Reserved
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    of 3

    EQUITY FUND

    1. Reliance Fund (Returns %)


    Q1 Q2 Q3 Q4 Year
    2012 18.76 1.41 11.39 5.78 41.89
    2013 -14.28 -1.97 -0.76 34.17 11.89
    2014 10.01 43.11 14.72 9.41 97.60
    2015 0.10 -1.32 4.59 11.41 15.11
    2016 -12.28 12.90 8.19 -1.48 5.56

    2. DSP BlackRock Fund (Returns %)


    Q1 Q2 Q3 Q4 Year
    2012 19.84 1.29 10.41 4.81 40.47
    2013 -15.39 0.92 -3.13 25.44 3.75
    2014 10.21 35.72 16.86 15.45 101.80
    2015 8.04 0.67 4.58 5.82 20.37
    2016 -7.39 16.24 7.98 -3.00 12.75

    3. Franklin India Fund (Returns %)


    Q1 Q2 Q3 Q4 Year
    2012 21.53 -1.07 15.00 9.72 51.70
    2013 -7.79 3.07 -1.75 21.25 13.22
    2014 12.31 29.81 15.24 13.05 89.92
    2015 4.80 -1.20 1.23 4.53 9.56
    2016 -5.01 14.16 8.44 -6.29 10.19

    4. SBI Small & Midcap Fund


    Q1 Q2 Q3 Q4 Year
    2012 13.56 0.37 9.88 5.33 31.91
    2013 -4.98 1.50 -1.23 13.22 7.85
    2014 11.07 31.10 20.75 19.81 110.66
    2015 0.13 5.78 2.20 11.38 20.56
    2016 -9.76 8.57 9.34 -5.44 1.29

    5. Mirae Asset Emerging Bluechip Fund


    Q1 Q2 Q3 Q4 Year
    2012 21.15 -0.79 12.00 8.13 45.56
    2013 -8.76 0.06 -2.22 21.67 8.61
    2014 13.69 26.46 14.61 12.04 84.62
    2015 4.92 2.26 2.03 4.20 14.08
    2016 -6.37 13.21 11.53 -5.12 12.17
    Alpha Beta Standard R squared Sharpe
    Deviation (SD) ratio
    Reliance Fund 21.33 1.22 22.52 0.59 1.38
    DSP BlackRock Fund 24.84 1.05 18.62 0.64 1.78
    franklin India Fund 19.40 1.02 16.72 0.75 1.64
    SBI Small & MidCap 24.89 0.83 18.78 0.40 1.68
    Fund
    Mirae Asset Emerging 20.46 0.97 16.08 0.73 1.75
    Bluechip Fund

    DEBT FUND
    1. ICICI Prudential Long Term Fund (Returns %)
    Q1 Q2 Q3 Q4 Year
    2012 2.13 2.62 2.71 2.13 9.94
    2013 1.93 2.27 2.41 2.69 9.63
    2014 2.31 5.80 2.50 7.61 19.39
    2015 2.77 -1.16 4.83 -0.70 5.74
    2016 3.63 2.96 5.88 3.44 16.86

    2. IDFC Government Securities Fund (Returns %)


    Q1 Q2 Q3 Q4 Year
    2012 2.23 4.09 2.67 3.14 12.68
    2013 4.01 4.15 -3.37 1.52 6.27
    2014 2.54 2.90 2.20 8.54 17.05
    2015 3.23 -1.32 5.21 -0.42 6.73
    2016 2.21 2.55 6.08 3.26 14.82

    3. L&T Gilt Fund (Returns %)


    Q1 Q2 Q3 Q4 Year
    2012 1.34 4.73 4.52 2.69 13.92
    2013 2.80 5.74 -1.70 2.18 9.19
    2014 1.97 3.61 2.27 7.67 16.34
    2015 3.80 -0.89 5.05 -0.54 7.48
    2016 3.39 2.51 6.31 3.66 16.79

    4. SBI Magnum Gilt Fund


    Q1 Q2 Q3 Q4 Year
    2012 2.32 2.30 2.89 3.04 10.97
    2013 3.48 5.67 -4.29 1.69 6.43
    2014 2.40 4.33 2.72 9.26 19.90
    2015 3.63 -0.95 5.04 -0.45 7.35
    2016 2.24 2.36 6.43 4.40 16.28

    5. Sundaram Gilt Fund


    Q1 Q2 Q3 Q4 Year
    2012 0.94 3.17 3.45 3.17 11.15
    2013 3.50 6.72 4.23 3.55 19.22
    2014 2.22 2.20 1.86 5.64 12.40
    2015 2.43 -0.80 3.90 -0.62 4.91
    2016 1.89 1.85 4.73 2.99 11.92

    Alpha Beta Standard Sharpe ratio


    Deviation (SD)
    ICICI Prudential Long Term 4.92 1.56
    Fund
    IDFC Government Securities 4.95 1.43
    Fund
    L&T Gilt Fund 5.42 1.36
    SBI Magnum Gilt Fund 5.12 1.63
    Sundaram Gilt Fund 3.99 0.93

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