Portfolio Evaluation - Sharpe, Treynor & Jensen

Portfolio Evaluation - ALL FUNDS
EVALUATION MESURE
FORMULA
SBI
Sharpe's Index
E(Rp-Rf)/SD
1.368475 0.113926
Treynor's Index
(Rp - Rf)/Beta
2.520771 3.954735
Jensen's Index
U = B*(Rm - Rf) - (Rp - Rf)
-7.145293 -6.536546
BIRLA
TATA
-0.200752
-1.959503
-2.223803
NAV_Date
SchemeOptionName
SBI Magnum Multicap
29-Jul-16 Growth
SBI Magnum Multicap
28-Jul-16 Growth
SBI Magnum Multicap
27-Jul-16 Growth
SBI Magnum Multicap
26-Jul-16 Growth
SBI Magnum Multicap
25-Jul-16 Growth
SBI Magnum Multicap
22-Jul-16 Growth
SBI Magnum Multicap
21-Jul-16 Growth
SBI Magnum Multicap
20-Jul-16 Growth
SBI Magnum Multicap
19-Jul-16 Growth
SBI Magnum Multicap
18-Jul-16 Growth
SBI Magnum Multicap
15-Jul-16 Growth
SBI Magnum Multicap
14-Jul-16 Growth
SBI Magnum Multicap
13-Jul-16 Growth
SBI Magnum Multicap
12-Jul-16 Growth
SBI Magnum Multicap
11-Jul-16 Growth
SBI Magnum Multicap
8-Jul-16 Growth
SBI Magnum Multicap
7-Jul-16 Growth
SBI Magnum Multicap
5-Jul-16 Growth
SBI Magnum Multicap
4-Jul-16 Growth
SBI Magnum Multicap
1-Jul-16 Growth
SBI Magnum Multicap
30-Jun-16 Growth
SBI Magnum Multicap
29-Jun-16 Growth
SBI Magnum Multicap
28-Jun-16 Growth
SBI Magnum Multicap
27-Jun-16 Growth
SBI Magnum Multicap
24-Jun-16 Growth
SBI Magnum Multicap
23-Jun-16 Growth
SBI Magnum Multicap
22-Jun-16 Growth
SBI Magnum Multicap
21-Jun-16 Growth
Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan Fund - Regular Plan -
NAV
Returns of
NAV
37.4194 0.00340552
37.2924 0.00764671
37.0094 0.00678455
36.76 0.00037283
36.7463 0.01093015
36.349 0.00662703
36.1097 -0.00187133
36.1774 0.00846862
35.8736 0.00084535
35.8433 -0.00184074
35.9094 -0.00752316
36.1816 0.00611764
35.9616 -0.00561047
36.1645 0.00173676
36.1018 0.01300567
35.6383 -0.00178421
35.702 -0.00433939
35.8576 -0.00168161
35.918 0.00778609
35.6405 0.00502222
35.4624 0.01053207
35.0928 0.01266232
34.654 0.00176336
34.593 0.00344897
34.4741 -0.01357144
34.9484 0.00511641
34.7705 -0.00229552
34.8505 -0.00257295
SBI Magnum
20-Jun-16 Growth
SBI Magnum
17-Jun-16 Growth
SBI Magnum
16-Jun-16 Growth
SBI Magnum
15-Jun-16 Growth
SBI Magnum
14-Jun-16 Growth
SBI Magnum
13-Jun-16 Growth
SBI Magnum
10-Jun-16 Growth
SBI Magnum
9-Jun-16 Growth
SBI Magnum
8-Jun-16 Growth
SBI Magnum
7-Jun-16 Growth
SBI Magnum
6-Jun-16 Growth
SBI Magnum
3-Jun-16 Growth
SBI Magnum
2-Jun-16 Growth
SBI Magnum
31-May-16 Growth
SBI Magnum
30-May-16 Growth
SBI Magnum
27-May-16 Growth
SBI Magnum
26-May-16 Growth
SBI Magnum
25-May-16 Growth
SBI Magnum
24-May-16 Growth
SBI Magnum
23-May-16 Growth
SBI Magnum
20-May-16 Growth
SBI Magnum
19-May-16 Growth
SBI Magnum
18-May-16 Growth
SBI Magnum
17-May-16 Growth
SBI Magnum
16-May-16 Growth
SBI Magnum
13-May-16 Growth
SBI Magnum
12-May-16 Growth
SBI Magnum
11-May-16 Growth
SBI Magnum
10-May-16 Growth
Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan -
34.9404 0.00804058
34.6617 0.00209893
34.5891 -0.00661698
34.8195 0.00960911
34.4881 0.00069928
34.464 -0.00664084
34.6944 -0.00384743
34.8284 -0.00486021
34.9985 0.00380026
34.866
0.0054242
34.6779 -0.00036609
34.6906 0.00479652
34.525
0.0065627
34.2999
0.0007002
34.2759 0.00708097
34.0349 0.00816666
33.7592 0.01157829
33.3728 0.01505884
32.8777 -0.00345239
32.9916 -0.00379259
33.1172 -0.00257209
33.2026 -0.00999174
33.5377 -0.00078953
33.5642 0.00212283
33.4931 0.00291955
33.3956 -0.00705264
33.6328 0.00805357
33.3641 0.00094202
33.3327 -0.00073148
SBI Magnum
9-May-16 Growth
SBI Magnum
6-May-16 Growth
SBI Magnum
5-May-16 Growth
SBI Magnum
4-May-16 Growth
SBI Magnum
3-May-16 Growth
SBI Magnum
2-May-16 Growth
SBI Magnum
29-Apr-16 Growth
SBI Magnum
28-Apr-16 Growth
SBI Magnum
27-Apr-16 Growth
SBI Magnum
26-Apr-16 Growth
SBI Magnum
25-Apr-16 Growth
SBI Magnum
22-Apr-16 Growth
SBI Magnum
21-Apr-16 Growth
SBI Magnum
20-Apr-16 Growth
SBI Magnum
18-Apr-16 Growth
SBI Magnum
13-Apr-16 Growth
SBI Magnum
12-Apr-16 Growth
SBI Magnum
11-Apr-16 Growth
SBI Magnum
8-Apr-16 Growth
SBI Magnum
7-Apr-16 Growth
SBI Magnum
6-Apr-16 Growth
SBI Magnum
5-Apr-16 Growth
SBI Magnum
4-Apr-16 Growth
SBI Magnum
1-Apr-16 Growth
SBI Magnum
31-Mar-16 Growth
SBI Magnum
30-Mar-16 Growth
SBI Magnum
28-Mar-16 Growth
SBI Magnum
23-Mar-16 Growth
SBI Magnum
22-Mar-16 Growth
33.3571 0.00864498
33.0712 0.00083829
33.0435 0.00348023
32.9289 -0.00627999
33.137 -0.00438962
33.2831 0.00450294
33.1339 -0.00181959
33.1943 -0.01597536
33.7332 0.00294045
33.6343 0.01025747
33.2928 -0.00394618
33.4247 -0.00058605
33.4443 -0.00285331
33.54 0.00326045
33.431 0.00495096
33.2663 0.01211509
32.8681 0.00456006
32.7189 0.01348677
32.2835 0.00187132
32.2232 -0.00412896
32.3568 0.00270534
32.2695 -0.01422025
32.735 0.00584425
32.5448 -0.00146659
32.5926 0.00821604
32.327 0.01692409
31.789 -0.0139766
32.2396 0.00346736
32.1282 0.01846205
SBI Magnum
18-Mar-16 Growth
SBI Magnum
17-Mar-16 Growth
SBI Magnum
16-Mar-16 Growth
SBI Magnum
15-Mar-16 Growth
SBI Magnum
14-Mar-16 Growth
SBI Magnum
11-Mar-16 Growth
SBI Magnum
9-Mar-16 Growth
SBI Magnum
4-Mar-16 Growth
SBI Magnum
3-Mar-16 Growth
SBI Magnum
2-Mar-16 Growth
SBI Magnum
29-Feb-16 Growth
SBI Magnum
26-Feb-16 Growth
SBI Magnum
25-Feb-16 Growth
SBI Magnum
24-Feb-16 Growth
SBI Magnum
23-Feb-16 Growth
SBI Magnum
22-Feb-16 Growth
SBI Magnum
19-Feb-16 Growth
SBI Magnum
17-Feb-16 Growth
SBI Magnum
16-Feb-16 Growth
SBI Magnum
15-Feb-16 Growth
SBI Magnum
12-Feb-16 Growth
SBI Magnum
10-Feb-16 Growth
SBI Magnum
9-Feb-16 Growth
SBI Magnum
8-Feb-16 Growth
SBI Magnum
5-Feb-16 Growth
SBI Magnum
4-Feb-16 Growth
SBI Magnum
3-Feb-16 Growth
SBI Magnum
2-Feb-16 Growth
SBI Magnum
1-Feb-16 Growth
31.5458 0.00967561
31.2435 0.00496637
31.0891 0.00295831
30.9974 -0.00388197
31.1182 0.00304283
31.0238 -0.00251431
31.102 0.00555444
30.9302 0.00282072
30.8432 0.01461566
30.3989 0.05464581
28.8238 -0.00303684
28.9116 0.00366939
28.8059 -0.00834814
29.0484 -0.01105433
29.3731 -0.01573584
29.8427
0.0018464
29.7877 0.00419712
29.6632 0.00791704
29.4302 -0.01676138
29.9319 0.02631281
29.1645 -0.03741806
30.2982 -0.01119085
30.6411 -0.01457502
31.0943 -0.00613369
31.2862 0.00886451
31.0113 0.00125919
30.9723 -0.01386284
31.4077 -0.01265007
31.8101 0.00282783
SBI Magnum
29-Jan-16 Growth
SBI Magnum
28-Jan-16 Growth
SBI Magnum
27-Jan-16 Growth
SBI Magnum
25-Jan-16 Growth
SBI Magnum
22-Jan-16 Growth
SBI Magnum
21-Jan-16 Growth
SBI Magnum
20-Jan-16 Growth
SBI Magnum
19-Jan-16 Growth
SBI Magnum
18-Jan-16 Growth
SBI Magnum
15-Jan-16 Growth
SBI Magnum
14-Jan-16 Growth
SBI Magnum
13-Jan-16 Growth
SBI Magnum
12-Jan-16 Growth
SBI Magnum
11-Jan-16 Growth
SBI Magnum
8-Jan-16 Growth
SBI Magnum
7-Jan-16 Growth
SBI Magnum
6-Jan-16 Growth
SBI Magnum
5-Jan-16 Growth
SBI Magnum
4-Jan-16 Growth
SBI Magnum
1-Jan-16 Growth
SBI Magnum
31-Dec-15 Growth
SBI Magnum
30-Dec-15 Growth
SBI Magnum
29-Dec-15 Growth
SBI Magnum
28-Dec-15 Growth
SBI Magnum
24-Dec-15 Growth
SBI Magnum
23-Dec-15 Growth
SBI Magnum
22-Dec-15 Growth
SBI Magnum
21-Dec-15 Growth
SBI Magnum
18-Dec-15 Growth
31.7204 0.01291353
31.316 -0.00317675
31.4158 0.00548256
31.2445 0.00495005
31.0906
0.0224514
30.4079 -0.0022018
30.475 -0.01948798
31.0807 0.01010406
30.7698 -0.02551971
31.5756 -0.01708053
32.1243 -0.00803471
32.3845 -0.00562521
32.5677 -0.00714286
32.802 -0.00590963
32.997
0.0118396
32.6109 -0.02176593
33.3365 -0.0011356
33.3744 0.00189726
33.3112 -0.0157341
33.8437 0.00710611
33.6049 0.00429152
33.4613 -0.00193282
33.5261 -0.00073024
33.5506 0.00511988
33.3797 0.00354762
33.2617 0.01238788
32.8547 -0.00421896
32.9939 0.01077749
32.6421 -0.00625919
SBI Magnum
17-Dec-15 Growth
SBI Magnum
16-Dec-15 Growth
SBI Magnum
15-Dec-15 Growth
SBI Magnum
14-Dec-15 Growth
SBI Magnum
11-Dec-15 Growth
SBI Magnum
10-Dec-15 Growth
SBI Magnum
9-Dec-15 Growth
SBI Magnum
8-Dec-15 Growth
SBI Magnum
7-Dec-15 Growth
SBI Magnum
4-Dec-15 Growth
SBI Magnum
3-Dec-15 Growth
SBI Magnum
2-Dec-15 Growth
SBI Magnum
1-Dec-15 Growth
SBI Magnum
30-Nov-15 Growth
SBI Magnum
27-Nov-15 Growth
SBI Magnum
26-Nov-15 Growth
SBI Magnum
24-Nov-15 Growth
SBI Magnum
20-Nov-15 Growth
SBI Magnum
19-Nov-15 Growth
SBI Magnum
18-Nov-15 Growth
SBI Magnum
17-Nov-15 Growth
SBI Magnum
16-Nov-15 Growth
SBI Magnum
13-Nov-15 Growth
SBI Magnum
10-Nov-15 Growth
SBI Magnum
9-Nov-15 Growth
SBI Magnum
6-Nov-15 Growth
SBI Magnum
5-Nov-15 Growth
SBI Magnum
3-Nov-15 Growth
SBI Magnum
2-Nov-15 Growth
32.8477 0.01364583
32.4055 0.00335634
32.2971 0.00888713
32.0126 0.00211614
31.945 -0.00541735
32.119 0.00993935
31.8029 -0.01397058
32.2535 -0.00531367
32.4258 0.00041651
32.4123 -0.00824315
32.6817 -0.00638157
32.8916 -0.00336337
33.0026
0.0013107
32.9594 0.00291203
32.8637 0.00770566
32.6124 0.00449386
32.4665 0.00048998
32.4506 0.00365578
32.3324 0.01484648
31.8594 -0.00970113
32.1715 0.00267721
32.0856 0.00151387
32.0371
0.0034925
31.9256 -0.01449597
32.3952 -0.00021912
32.4023 0.00112155
32.366 -0.01316552
32.7978 0.00323013
32.6922 -0.00171611
SBI Magnum
30-Oct-15 Growth
SBI Magnum
29-Oct-15 Growth
SBI Magnum
28-Oct-15 Growth
SBI Magnum
27-Oct-15 Growth
SBI Magnum
26-Oct-15 Growth
SBI Magnum
21-Oct-15 Growth
SBI Magnum
19-Oct-15 Growth
SBI Magnum
16-Oct-15 Growth
SBI Magnum
15-Oct-15 Growth
SBI Magnum
14-Oct-15 Growth
SBI Magnum
13-Oct-15 Growth
SBI Magnum
12-Oct-15 Growth
SBI Magnum
9-Oct-15 Growth
SBI Magnum
8-Oct-15 Growth
SBI Magnum
7-Oct-15 Growth
SBI Magnum
6-Oct-15 Growth
SBI Magnum
5-Oct-15 Growth
SBI Magnum
1-Oct-15 Growth
SBI Magnum
30-Sep-15 Growth
SBI Magnum
29-Sep-15 Growth
SBI Magnum
28-Sep-15 Growth
SBI Magnum
24-Sep-15 Growth
SBI Magnum
23-Sep-15 Growth
SBI Magnum
22-Sep-15 Growth
SBI Magnum
21-Sep-15 Growth
SBI Magnum
18-Sep-15 Growth
SBI Magnum
16-Sep-15 Growth
SBI Magnum
15-Sep-15 Growth
SBI Magnum
14-Sep-15 Growth
32.7484 -0.00076586
32.7735 -0.00541093
32.9518 -0.00550489
33.1342 0.00101509
33.1006 -0.00521128
33.274 0.00241309
33.1939 0.01009674
32.8621 0.00452097
32.7142 0.00474513
32.5597 -0.00138323
32.6048 -0.00106619
32.6396 -0.00301177
32.7382 0.00046451
32.723 -0.00293121
32.8192 -0.00124163
32.86 0.00068519
32.8375 0.01389738
32.3874 -0.00283256
32.4794 0.01380587
32.0371 0.00608289
31.8434 -0.00632836
32.0462 0.00480356
31.893 0.00704136
31.67 -0.01666423
32.2067 0.00489237
32.0499
0.0106967
31.7107 0.00030283
31.7011 -0.00352683
31.8133
0.009302
SBI Magnum
11-Sep-15 Growth
SBI Magnum
10-Sep-15 Growth
SBI Magnum
9-Sep-15 Growth
SBI Magnum
8-Sep-15 Growth
SBI Magnum
7-Sep-15 Growth
SBI Magnum
1-Sep-15 Growth
SBI Magnum
31-Aug-15 Growth
SBI Magnum
28-Aug-15 Growth
SBI Magnum
27-Aug-15 Growth
SBI Magnum
26-Aug-15 Growth
SBI Magnum
25-Aug-15 Growth
SBI Magnum
24-Aug-15 Growth
SBI Magnum
21-Aug-15 Growth
SBI Magnum
20-Aug-15 Growth
SBI Magnum
19-Aug-15 Growth
SBI Magnum
18-Aug-15 Growth
SBI Magnum
17-Aug-15 Growth
SBI Magnum
14-Aug-15 Growth
SBI Magnum
13-Aug-15 Growth
SBI Magnum
12-Aug-15 Growth
SBI Magnum
11-Aug-15 Growth
SBI Magnum
10-Aug-15 Growth
SBI Magnum
7-Aug-15 Growth
SBI Magnum
6-Aug-15 Growth
SBI Magnum
5-Aug-15 Growth
SBI Magnum
4-Aug-15 Growth
SBI Magnum
3-Aug-15 Growth
Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan Multicap Fund - Regular Plan -
31.5201 0.00173523
31.4655 0.00033699
31.4549 0.01395461
31.022
0.0114968
30.6694 -0.02445743
31.4383 -0.02211253
32.1492 0.00283859
32.0582 0.00072108
32.0351 0.02073648
31.3843 -0.00591365
31.571 0.00957418
31.2716 -0.06668378
33.5059 -0.00626388
33.7171 -0.01906757
34.3725 0.00385215
34.2406 0.00466233
34.0817 0.00299884
33.9798 0.01495257
33.4792 -0.00031353
33.4897 -0.01784552
34.0982 -0.00851386
34.391 0.00065467
34.3685 0.00196495
34.3011 0.00037622
34.2882
0.0051123
34.1138 -0.00064156
34.1357
Rf
6.5
Rp
8.775395
Standard Deviation
1.662723
Beta
0.902658
Rp - Rf
2.275395
Rm
1.104937
(Rm-Rf)*B
-4.869898
NIFTY INDEX
Returns of
NIFTY
8638.5
-0.003208
8666.3
0.005861
8615.8
0.002928
8590.65
-0.005211
8635.65
0.011058
8541.2
0.003654
8510.1
-0.006508
8565.85
0.004374
8528.55
0.002333
8508.7
-0.003828
8541.4
-0.002755
8565
0.005341
8519.5
-0.000182
8521.05
0.006277
8467.9
0.017385
8323.2
-0.001763
8337.9
0.000234
8335.95
-0.004151
8370.7
0.005085
8328.35
0.004899
8287.75
0.010208
8204
0.009369
8127.85
0.004095
8094.7
0.000754
8088.6
-0.021988
8270.45
0.008137
8203.7
-0.001971
8219.9
-0.002258
8238.5
0.00836
8170.2
0.003618
8140.75
-0.008024
8206.6
0.012055
8108.85
-0.000216
8110.6
-0.007277
8170.05
-0.00409
8203.6
-0.008395
8273.05
0.000798
8266.45
0.007975
8201.05
-0.002402
8220.8
0.000225
8218.95
0.007212
8160.1
-0.00225
8178.5
0.002679
8156.65
0.010781
8069.65
0.016982
7934.9
0.02401
7748.85
0.002302
7731.05
-0.002407
7749.7
-0.00433
7783.4
-0.011023
7870.15
-0.002611
7890.75
0.003816
7860.75
0.005867
7814.9
-0.010822
7900.4
0.006568
7848.85
-0.004938
7887.8
0.002765
7866.05
0.017146
7733.45
-0.000265
7735.5
0.003757
7706.55
-0.005221
7747
-0.007546
7805.9
-0.005592
7849.8
0.000325
7847.25
-0.016623
7979.9
0.002166
7962.65
0.013698
7855.05
-0.005602
7899.3
-0.001611
7912.05
-0.000341
7914.75
6.32E-006
7914.7
0.008184
7850.45
0.018355
7708.95
0.004895
7671.4
0.01538
7555.2
0.001159
7546.45
-0.008917
7614.35
0.001466
7603.2
-0.020055
7758.8
0.005932
7713.05
-0.003276
7738.4
0.000414
7735.2
0.015771
7615.1
-0.013141
7716.5
0.000207
7714.9
0.014538
7604.35
0.01222
7512.55
0.00184
7498.75
0.005114
7460.6
-0.010366
7538.75
0.003801
7510.2
-0.002868
7531.8
0.006205
7485.35
0.001304
7475.6
0.014487
7368.85
0.054644
6987.05
-0.006074
7029.75
0.008486
6970.6
-0.006853
7018.7
-0.012779
7109.55
-0.017278
7234.55
0.003301
7210.75
0.014391
7108.45
0.008541
7048.25
-0.016013
7162.95
0.026071
6980.95
-0.032533
7215.7
-0.011304
7298.2
-0.012055
7387.25
-0.0136
7489.1
0.011494
7404
0.005732
7361.8
-0.012575
7455.55
-0.013288
7555.95
-0.001005
7563.55
0.018708
7424.65
-0.001761
7437.75
0.000215
7436.15
0.001846
7422.45
0.020016
7276.8
-0.004446
7309.3
-0.01692
7435.1
0.011441
7351
-0.01167
7437.8
-0.013136
7536.8
-0.003385
7562.4
0.006937
7510.3
-0.00708
7563.85
-0.004933
7601.35
0.004367
7568.3
-0.02231
7741
-0.005607
7784.65
-0.000854
7791.3
-0.021587
7963.2
0.00212
7946.35
0.006345
7896.25
-0.004124
7928.95
0.000479
7925.15
0.008154
7861.05
-0.000623
7865.95
0.010255
7786.1
-0.006171
7834.45
0.00934
7761.95
-0.010504
7844.35
0.012057
7750.9
0.006493
7700.9
0.006647
7650.05
0.005203
7610.45
-0.009482
7683.3
0.0093
7612.5
-0.011582
7701.7
-0.008203
7765.4
-0.00212
7781.9
-0.010459
7864.15
-0.008473
7931.35
-0.00296
7954.9
0.002476
7935.25
-0.000938
7942.7
0.007471
7883.8
0.006665
7831.6
-0.003176
7856.55
0.00176
7842.75
0.01435
7731.8
-0.013493
7837.55
0.003965
7806.6
0.005714
7762.25
-0.002711
7783.35
-0.016658
7915.2
-0.004916
7954.3
-0.000145
7955.45
-0.013057
8060.7
0.00123
8050.8
-0.00186
8065.8
-0.005665
8111.75
-0.007276
8171.2
-0.007494
8232.9
-0.003347
8260.55
0.001073
8251.7
-0.002822
8275.05
0.004479
8238.15
0.00717
8179.5
0.008831
8107.9
-0.002927
8131.7
-0.001461
8143.6
-0.005629
8189.7
0.007424
8129.35
-0.005876
8177.4
0.003005
8152.9
0.004138
8119.3
0.02118
7950.9
0.000252
7948.9
0.013464
7843.3
0.006106
7795.7
-0.009252
7868.5
0.002874
7845.95
0.004346
7812
-0.020697
7977.1
-0.000601
7981.9
0.010476
7899.15
0.008947
7829.1
-0.005481
7872.25
0.010649
7789.3
0.000154
7788.1
-0.003901
7818.6
0.016954
7688.25
0.017126
7558.8
-0.029162
7785.85
-0.023265
7971.3
-0.00383
8001.95
0.006668
7948.95
0.020162
7791.85
-0.011274
7880.7
0.009182
7809
-0.059151
8299.95
-0.008695
8372.75
-0.014408
8495.15
0.003378
8466.55
-0.001268
8477.3
-0.004842
8518.55
0.019471
8355.85
0.000767
8349.45
-0.013341
8462.35
-0.007419
8525.6
-0.004554
8564.6
-0.0028
8588.65
0.002416
8567.95
0.005994
8516.9
-0.003061
8543.05
Portfolio Evaluation - SBI Magnum Multicap Fund - Re
Sharpe's Index
E(Rp-Rf)/SD
Treynor's Index
(Rp - Rf)/Beta
Jensen's Index
U = B*(Rm - Rf) - (Rp - Rf)
- SBI Magnum Multicap Fund - Regular Plan - Growth
(Rp-Rf)/SD
1.368475
Rp - Rf)/Beta
2.520771
= B*(Rm - Rf) - (Rp - Rf)
-7.145293
Returns of
SchemeOptionName
NAV
NAV
Birla Sun Life Balanced
29-Jul-16 95 Fund - Growth
629.43 0.00264428
627.77 0.00699379
623.41 0.00279891
621.67 -0.0020227
622.93 0.00864651
617.59 0.00663385
613.52 -0.0023254
614.95 0.00722311
610.54 0.0019529
609.35 -0.0019164
610.52 -0.0028419
612.26 0.00467665
609.41 -0.0030265
611.26 0.00356269
609.09 0.01046816
602.78 -0.0027628
604.45 -0.0018989
605.6 0.00564596
602.2 0.00539259
30-Jun-16 95 Fund - Growth
598.97 0.00768843
594.4 0.00928803
588.93 0.00176904
587.89 0.00403054
585.53 -0.0135784
593.59 0.00485848
590.72 -0.0010485
591.34 -0.0007942
591.81 0.00396967
NAV_Date
NIFTY
Returns of
NIFTY
8638.5
-0.003208
8666.3
0.005861
8615.8
0.002928
8590.65
-0.005211
8635.65
0.011058
8541.2
0.003654
8510.1
-0.006508
8565.85
0.004374
8528.55
0.002333
8508.7
-0.003828
8541.4
-0.002755
8565
0.005341
8519.5
-0.000182
8521.05
0.006277
8467.9
0.017385
8323.2
-0.00153
8335.95
-0.004151
8370.7
0.005085
8328.35
0.004899
8287.75
0.010208
8204
0.009369
8127.85
0.004095
8094.7
0.000754
8088.6
-0.021988
8270.45
0.008137
8203.7
-0.001971
8219.9
-0.002258
8238.5
0.00836

31-May-16 95 Fund - Growth
589.47 0.00078097
8170.2
0.003618
589.01 -0.0042938
8140.75
-0.008024
591.55 0.00742519
8206.6
0.012055
587.19 0.00103993
8108.85
-0.000216
586.58 -0.0048352
8110.6
-0.007277
589.43 -0.0020486
8170.05
-0.00409
590.64 -0.0030719
8203.6
-0.008395
592.46 0.00236863
8273.05
0.000798
591.06
0.0051528
8266.45
0.007975
588.03 0.00044235
8201.05
-0.002402
587.77 0.00326016
8220.8
0.000225
585.86 0.00481948
8218.95
0.004768
583.05 -0.0008911
8179.95
0.002433
583.57 0.00010283
8160.1
-0.00225
583.51 0.00442386
8178.5
0.002679
580.94 0.00836631
8156.65
0.010781
576.12 0.01119809
8069.65
0.016982
0.0128351
7934.9
0.02401
562.52 -0.0009768
7748.85
0.002302
563.07 -0.0026569
7731.05
-0.002407
564.57 -0.0038816
7749.7
-0.00433
566.77 -0.0069733
7783.4
-0.011023
570.75 -0.0018887
7870.15
-0.002611
571.83 0.00219075
7890.75
0.003816
570.58 0.00353518
7860.75
0.005867
568.57 -0.0015454
7814.9
-0.010822
569.45 0.00497679
7900.4
0.006568
0.0007241
7848.85
-0.004938
566.22 0.00155659
7887.8
0.002765
569.74
566.63

29-Apr-16 95 Fund - Growth
30-Mar-16 95 Fund - Growth
565.34 0.01094381
7866.05
0.017146
559.22 -0.0034394
7733.45
-0.000265
561.15 0.00216095
7735.5
0.003757
559.94 -0.0041793
7706.55
-0.005221
562.29 -0.0057467
7747
-0.007546
565.54 3.537E-005
7805.9
-0.005592
565.52 0.00193115
7849.8
0.000325
564.43 -0.0093896
7847.25
-0.016623
569.78 0.00026333
7979.9
0.002166
569.63 0.00721422
7962.65
0.013698
565.55 -0.0031551
7855.05
-0.005602
567.34 0.00024683
7899.3
-0.001611
567.2 0.00224409
7912.05
-0.000341
565.93 0.00279968
7914.75
6.32E-006
564.35 0.00688683
7914.7
0.008184
560.49 0.00996468
7850.45
0.018355
554.96 0.00499819
7708.95
0.004895
552.2 0.00797693
7671.4
0.01538
547.83 0.00272724
7555.2
0.001159
546.34 -0.0032656
7546.45
-0.008917
548.13 0.00171787
7614.35
0.001466
547.19
-0.013183
7603.2
-0.020055
554.5
0.0044562
7758.8
0.005932
552.04 0.00285211
7713.05
-0.002864
550.47 0.01254484
7735.2
0.015771
543.65 -0.0108261
7615.1
-0.013141
549.6 -0.0005456
7716.5
0.000207
549.9 0.00138398
7714.9
0.001382
549.14 0.01069332
7704.25
0.013137

29-Feb-16 95 Fund - Growth
543.33 0.00607351
7604.35
0.01222
540.05 0.00405302
7512.55
0.00184
537.87 0.00320806
7498.75
0.005114
536.15 -0.0053429
7460.6
-0.010366
0.0048094
7538.75
0.003801
536.45 0.00035431
7510.2
0.003213
536.26 -0.0038267
7486.15
-0.006061
538.32 0.00372912
7531.8
0.006205
536.32 0.00545547
7485.35
0.001304
533.41 0.00881324
7475.6
0.014487
528.75 0.01485576
7368.85
0.020291
539.03
521.01
0.0248033
7222.3
0.033669
508.4
0.0030581
6987.05
-0.006074
506.85 0.00521598
7029.75
0.008486
504.22 -0.0103825
6970.6
-0.006853
509.51 -0.0089861
7018.7
-0.012779
514.13 -0.0130346
7109.55
-0.017278
520.92 0.00435738
7234.55
0.003301
518.66
-0.001194
7210.75
0.002642
519.28 0.00766499
7191.75
0.011718
515.33
0.0037006
7108.45
0.008541
513.43 -0.0158897
7048.25
-0.016013
521.72
0.0235825
7162.95
0.026071
509.7 -0.0032462
6980.95
0.000659
-0.02388
6976.35
-0.033171
523.87 -0.0097163
7215.7
-0.011304
529.01 -0.0102528
7298.2
-0.012055
511.36
534.49
-0.005526
7387.25
-0.0136
537.46
0.0125471
7489.1
0.011494

29-Jan-16 95 Fund - Growth
31-Dec-15 95 Fund - Growth
530.8 -0.0011667
7404
0.005732
531.42 -0.0129827
7361.8
-0.012575
538.41 -0.0127439
7455.55
-0.013288
545.36 0.00097278
7555.95
-0.001005
544.83
0.0137881
7563.55
0.018708
537.42 -0.0020612
7424.65
-0.001761
538.53 0.00199085
7437.75
0.000215
537.46 0.00143472
7436.15
0.001846
536.69 0.01310052
7422.45
0.020016
529.75 -0.0003208
7276.8
-0.004446
529.92 -0.0130006
7309.3
-0.01692
536.9 0.00816825
7435.1
0.011441
532.55 -0.0147268
7351
-0.01167
540.51 -0.0118105
7437.8
-0.013136
546.97 -0.0056899
7536.8
-0.003385
550.1 0.00038189
7562.4
0.006937
549.89 -0.0050841
7510.3
-0.00708
552.7 -0.0053449
7563.85
-0.004933
555.67 0.00783531
7601.35
0.004367
551.35 -0.0164826
7568.3
-0.02231
560.59 -0.0010692
7741
-0.005607
561.19 0.00314606
7784.65
-0.000854
-0.012393
7791.3
-0.021587
566.45 0.00468243
7963.2
0.00212
559.43
563.81
0.0043644
7946.35
0.006345
561.36
-0.000801
7896.25
-0.004124
561.81 0.00026707
7928.95
0.000479
561.66 0.00497423
7925.15
0.008154
558.88 -0.0001431
7861.05
-0.000623

30-Nov-15 95 Fund - Growth
558.96 0.00722588
7865.95
0.010255
554.95 -0.0026598
7786.1
-0.006171
556.43 0.00547524
7834.45
0.00934
553.4 -0.0054454
7761.95
-0.010504
0.0093419
7844.35
0.012057
551.28 0.00470202
7750.9
0.006493
548.7 0.00503709
7700.9
0.006647
545.95 0.00271824
7650.05
0.005203
544.47 -0.0072025
7610.45
-0.009482
548.42 0.00511336
7683.3
0.0093
545.63 -0.0103925
7612.5
-0.011582
551.36 -0.0055193
7701.7
-0.008203
554.42 -0.0005228
7765.4
-0.00212
554.71 -0.0060208
7781.9
-0.010459
558.07 -0.0036599
7864.15
-0.008473
560.12 -0.0005888
7931.35
-0.00296
560.45 0.00209198
7954.9
0.002476
559.28 0.00051879
7935.25
-0.000938
558.99 0.00532345
7942.7
0.007471
556.03 0.00428061
7883.8
0.006665
553.66 -0.0008842
7831.6
-0.002249
554.15 0.00180783
7849.25
-0.000929
553.15 0.00339211
7856.55
0.00176
551.28 0.01131882
7842.75
0.01435
545.11 -0.0077363
7731.8
-0.013493
549.36 0.00030955
7837.55
0.003965
549.19 0.00255572
7806.6
0.005714
547.79 0.00162735
7762.25
-0.002711
7783.35
-0.016658
556.43
546.9
-0.011424

30-Oct-15 95 Fund - Growth
30-Sep-15 95 Fund - Growth
553.22 -0.0022364
7915.2
-0.004916
554.46 -0.0027877
7954.3
-0.000145
556.01 -0.0083115
7955.45
-0.010541
560.67 -0.0019581
8040.2
-0.002543
561.77 0.00189046
8060.7
0.00123
560.71 -0.0006951
8050.8
-0.00186
561.1 -0.0011038
8065.8
-0.005665
561.72 -0.0054533
8111.75
-0.007276
564.8 -0.0043366
8171.2
-0.007494
567.26 -0.0009334
8232.9
-0.003347
567.79 -0.0027575
8260.55
-0.004207
569.36 0.00056235
8295.45
0.005302
569.04 -0.0044264
8251.7
-0.001204
571.57 0.00201606
8261.65
-0.001619
570.42 0.00149235
8275.05
0.004479
569.57 0.00462122
8238.15
0.00717
566.95 0.00744545
8179.5
0.008831
562.76
-0.000799
8107.9
-0.002927
563.21
-0.000213
8131.7
-0.001461
563.33 -0.0021964
8143.6
-0.005629
564.57
0.004162
8189.7
0.007424
562.23 -0.0044093
8129.35
-0.005876
564.72 0.00293036
8177.4
0.003005
563.07 0.00135157
8152.9
0.004138
562.31 0.01432256
8119.3
0.02118
554.37 -0.0008831
7950.9
0.000252
554.86 0.00964408
7948.9
0.013464
549.56 0.00253571
7843.3
0.006106
548.17
7795.7
-0.009252
-0.005948

31-Aug-15 95 Fund - Growth
551.45 0.00272752
7868.5
0.002874
549.95 0.00257046
7845.95
0.004346
548.54 -0.0125648
7812
-0.020697
555.52 0.00294282
7977.1
-0.000601
553.89 0.01078507
7981.9
0.010476
0.0026531
7899.15
0.008947
546.53 -0.0049884
7829.1
-0.005481
549.27 0.00816784
7872.25
0.010649
544.82 -0.0015577
7789.3
0.000154
545.67 -0.0016466
7788.1
-0.003901
546.57 0.01295452
7818.6
0.016954
539.58 0.01037375
7688.25
0.017126
534.04 -0.0193724
7558.8
-0.029162
544.59 -0.0145129
7785.85
-0.023265
552.61 -0.0001267
7971.3
-0.00383
552.68 0.01659125
8001.95
0.026964
543.66 -0.0027332
7791.85
-0.011274
545.15 0.00864047
7880.7
0.009182
540.48 -0.0484004
7809
-0.059151
547.98
567.97
-0.006785
8299.95
-0.008695
571.85
-0.011871
8372.75
-0.014408
578.72 0.00249446
8495.15
0.003378
577.28
0.0014051
8466.55
-0.001268
576.47 -0.0005375
8477.3
-0.004842
576.78 0.01513605
8518.55
0.019471
568.18 -0.0011251
8355.85
0.000767
568.82 -0.0132533
8349.45
-0.013341
576.46 -0.0059149
8462.35
-0.007419
579.89 -0.0018418
8525.6
-0.004554

580.96 0.00015494
8564.6
-0.0028
580.87 0.00229492
8588.65
0.002416
579.54
0.0044543
8567.95
0.005994
576.97 0.00161447
8516.9
-0.003061
576.04
Rf
6.5
Rp
9.26845358
Standard Deviation
24.3003869
Beta
0.70003525
Rp - Rf
2.76845358
Rm
1.11728247
(Rm-Rf)*B
-3.768092
8543.05
Portfolio Evaluation - Birla Sun Life Balanced 95 Fund - Growth
Sharpe's Index
E(Rp-Rf)/SD
0.113926
Treynor's Index
(Rp - Rf)/Beta
3.954735
Jensen's Index
U = B*(Rm - Rf) - (Rp - Rf)
-6.536546
Growth
NAV_Date
SchemeOptionName
Returns of
NAV
NAV
29-Jul-16 Tata Balanced Fund - Growth
183.033 0.002618
182.555 0.008274
181.057
180.528 -0.002431
180.968 0.006798
179.746
178.665 -0.002407
179.096 0.006463
177.946 0.001108
177.749 -0.001898
178.087 -0.003174
178.654 0.005301
177.712 -0.002845
178.219 0.002221
177.824
0.00293
0.00605
0.00944
176.161 0.000562
176.062 0.001166
175.857 -0.000108
175.876 0.003732
175.222 0.004759
30-Jun-16 Tata Balanced Fund - Growth
174.392
0.0064
173.283 0.009155
171.711 0.003348
171.138 0.003765
170.496 -0.010286
172.268 0.004279
171.534 -0.001101
171.723 -0.000198
171.757 0.002849
171.269 0.001831
170.956 -0.002718
171.422 0.006311
170.347 -0.000223
170.385 -0.004225
171.108 -0.002035
171.457 -0.002658
171.914 0.002023
171.567 0.003932
170.895 0.000785
170.761 -0.000743
170.888 0.004172
170.178 0.001059
31-May-16 Tata Balanced Fund - Growth
169.998 -0.001744
170.295 0.002779
169.823 0.009535
168.219 0.006444
167.142
165.538 -0.002687
165.984 -0.002824
166.454 -0.004009
167.124 -0.003916
167.781 -0.000715
167.901 1.19E-005
167.899 0.000244
167.858 -0.001642
168.134 0.005237
167.258 0.002073
0.00969
166.912 0.002487
166.498 0.010518
164.765 -0.000291
164.813 -0.000309
164.864 -0.003969
165.521 -0.003402
166.086 -0.000379
29-Apr-16 Tata Balanced Fund - Growth
166.149 0.000922
165.996 -0.008245
167.376 -0.000806
167.511 0.008507
166.098 -0.002468
166.509 -0.001409
166.744 -0.00427
167.459 -1.2E-005
167.461 0.007709
166.18 0.007524
164.939 0.005652
164.012 0.008126
162.69 0.002224
162.329 -0.002918
162.804 0.003081
162.304 -0.011192
164.141 0.004264
163.444 0.004283
30-Mar-16 Tata Balanced Fund - Growth
162.747 0.009628
161.195 -0.000589
161.29 -0.007843
162.565 0.001516
162.319 0.002402
161.93 0.011253
160.128 0.006208
159.14 0.002255
158.782 0.001457
158.551 -0.004646
159.291 0.003326
158.763 0.001565
158.515 -0.002379
158.893 0.004215
158.226 0.000797
158.1 0.007687
156.894 0.016495
154.348 0.022199
29-Feb-16 Tata Balanced Fund - Growth
150.996 -0.001144
151.169 0.001126
150.999 -0.009771
152.489 -0.007601
153.657 -0.010573
155.299 0.005549
154.442 -0.000291
154.487 0.008045
153.254 0.004259
152.604 -0.013109
154.631 0.014925
152.357 -0.004046
152.976 -0.025221
156.934 -0.007199
158.072 -0.011562
159.921 -0.007244
161.088 0.010659
159.389 -0.000921
159.536 -0.010544
161.236 -0.010099
162.881 0.002567
29-Jan-16 Tata Balanced Fund - Growth
162.464 0.013904
160.236 0.002333
159.863 0.000282
159.818 0.004115
159.163 0.013829
156.992 -6.4E-006
156.993 -0.011435
158.809 0.010538
157.153 -0.018193
160.065 -0.015548
162.593 -0.008815
164.039 -0.001376
164.265 -0.007912
165.575 -0.005107
166.425 0.005832
165.46 -0.016021
168.154 -0.003443
168.735 0.002817
168.261 -0.009676
169.905 0.007477
30-Dec-15 Tata Balanced Fund - Growth
168.644 -0.000527
168.733 -0.000213
168.769 0.004308
168.045 0.002464
167.632 0.006098
166.616 -0.000726
166.737
166.167 -0.002174
166.529 0.010571
164.787
164.191 0.004159
163.511 0.001292
163.3 -0.00533
164.175 0.003932
163.532 -0.012303
165.569 -0.006188
166.6 0.001623
166.33 -0.005382
167.23 -0.004162
167.929 -0.002056
168.275 0.001065
0.00343
0.00363
30-Nov-15 Tata Balanced Fund - Growth
168.096
0.00174
167.804 0.005356
166.91 0.001813
166.608 0.000468
166.53 0.001046
166.356 -1.2E-005
166.358 0.009546
164.785 -0.004633
165.552 0.004039
164.886 -0.000969
165.046 0.000685
164.933 -0.008947
166.422 -0.002589
166.854 -0.001257
167.064 -0.009375
168.645 -0.001261
168.858 0.002589
168.422 -0.002606
30-Oct-15 Tata Balanced Fund - Growth
168.862 -0.000811
168.999 -0.005045
169.856 -0.004262
170.583 -0.000375
170.647 -0.004747
171.461 -0.001235
171.673 -0.001692
171.964 0.001964
171.627 0.003567
171.017 0.003268
170.46 0.003267
169.905 8.24E-005
169.891 -0.001111
170.08 -0.000623
170.186 0.000812
170.048 -0.002306
170.441 -0.002312
170.836 0.012014
168.808 -0.002163
30-Sep-15 Tata Balanced Fund - Growth
169.174 0.011165
167.306
166.671 -0.004373
0.00381
167.403 0.002161
167.042 0.001697
166.759 -0.011201
168.648 0.002926
168.156 0.009576
166.561
165.952 -0.003381
166.515 0.008302
165.144
164.821 -0.000758
0.00367
0.00196
164.946
0.01192
163.003 0.007915
161.723 -0.024402
165.768 -0.016669
31-Aug-15 Tata Balanced Fund - Growth
168.578 -0.002491
168.999 0.002878
168.514 0.013978
166.191 -0.002503
166.608 0.009054
165.113 -0.049091
173.637 -0.004889
174.49 -0.011001
176.431 0.002985
175.906 0.005057
175.021 -0.000873
175.174 0.015431
172.512 0.001126
172.318 -0.012697
174.534 -0.005657
175.527 0.001506
175.263 -0.002334
175.673 0.001043
175.49 0.005627
174.508
173.941
Rf
6.5
Rp
5.22705975
Standard Deviation
6.34085533
Beta
0.64962415
Rp - Rf
-1.2729402
Rm
1.11728247
(Rm-Rf)*B
-3.4967433
0.00326
Date
Price
Returns of
NIFTY
29-Jul-16
8638.5
-0.003208
28-Jul-16
8666.3
0.005861
27-Jul-16
8615.8
0.002928
26-Jul-16
8590.65
-0.005211
25-Jul-16
8635.65
0.011058
22-Jul-16
8541.2
0.003654
21-Jul-16
8510.1
-0.006508
20-Jul-16
8565.85
0.004374
19-Jul-16
8528.55
0.002333
18-Jul-16
8508.7
-0.003828
15-Jul-16
8541.4
-0.002755
14-Jul-16
8565
0.005341
13-Jul-16
8519.5
-0.000182
12-Jul-16
8521.05
0.006277
11-Jul-16
8467.9
0.017385
8-Jul-16
8323.2
-0.001763
7-Jul-16
8337.9
0.000234
5-Jul-16
8335.95
-0.004151
4-Jul-16
8370.7
0.005085
1-Jul-16
8328.35
0.004899
30-Jun-16
8287.75
0.010208
29-Jun-16
8204
0.009369
28-Jun-16
8127.85
0.004095
27-Jun-16
8094.7
0.000754
24-Jun-16
8088.6
-0.021988
23-Jun-16
8270.45
0.008137
22-Jun-16
8203.7
-0.001971
21-Jun-16
8219.9
-0.002258
20-Jun-16
8238.5
0.00836
17-Jun-16
8170.2
0.003618
16-Jun-16
8140.75
-0.008024
15-Jun-16
8206.6
0.012055
14-Jun-16
8108.85
-0.000216
13-Jun-16
8110.6
-0.007277
10-Jun-16
8170.05
-0.00409
9-Jun-16
8203.6
-0.008395
8-Jun-16
8273.05
0.000798
7-Jun-16
8266.45
0.007975
6-Jun-16
8201.05
-0.002402
3-Jun-16
8220.8
0.000225
2-Jun-16
8218.95
0.004768
1-Jun-16
8179.95
0.002433
31-May-16
8160.1
-0.00225
30-May-16
8178.5
0.002679
27-May-16
8156.65
0.010781
26-May-16
8069.65
0.016982
25-May-16
7934.9
0.02401
24-May-16
7748.85
0.002302
23-May-16
7731.05
-0.002407
20-May-16
7749.7
-0.00433
19-May-16
7783.4
-0.011023
18-May-16
7870.15
-0.002611
17-May-16
7890.75
0.003816
16-May-16
7860.75
0.005867
13-May-16
7814.9
-0.010822
12-May-16
7900.4
0.006568
11-May-16
7848.85
-0.004938
10-May-16
7887.8
0.002765
9-May-16
7866.05
0.017146
6-May-16
7733.45
-0.000265
5-May-16
7735.5
0.003757
4-May-16
7706.55
-0.005221
3-May-16
7747
-0.007546
2-May-16
7805.9
-0.005592
29-Apr-16
7849.8
0.000325
28-Apr-16
7847.25
-0.016623
27-Apr-16
7979.9
0.002166
26-Apr-16
7962.65
0.013698
25-Apr-16
7855.05
-0.005602
22-Apr-16
7899.3
-0.001611
21-Apr-16
7912.05
-0.000341
20-Apr-16
7914.75
6.32E-006
18-Apr-16
7914.7
0.008184
13-Apr-16
7850.45
0.018355
12-Apr-16
7708.95
0.004895
11-Apr-16
7671.4
0.01538
8-Apr-16
7555.2
0.001159
7-Apr-16
7546.45
-0.008917
6-Apr-16
7614.35
0.001466
5-Apr-16
7603.2
-0.020055
4-Apr-16
7758.8
0.005932
1-Apr-16
7713.05
-0.002864
30-Mar-16
7735.2
0.018191
29-Mar-16
7597
-0.002377
28-Mar-16
7615.1
-0.013141
23-Mar-16
7716.5
0.000207
22-Mar-16
7714.9
0.001382
21-Mar-16
7704.25
0.013137
18-Mar-16
7604.35
0.01222
17-Mar-16
7512.55
0.00184
16-Mar-16
7498.75
0.005114
15-Mar-16
7460.6
-0.010366
14-Mar-16
7538.75
0.003801
11-Mar-16
7510.2
0.003213
10-Mar-16
7486.15
-0.006061
9-Mar-16
7531.8
0.006205
4-Mar-16
7485.35
0.001304
3-Mar-16
7475.6
0.014487
2-Mar-16
7368.85
0.020291
1-Mar-16
7222.3
0.033669
29-Feb-16
6987.05
-0.006074
26-Feb-16
7029.75
0.008486
25-Feb-16
6970.6
-0.006853
24-Feb-16
7018.7
-0.012779
23-Feb-16
7109.55
-0.017278
22-Feb-16
7234.55
0.003301
19-Feb-16
7210.75
0.002642
18-Feb-16
7191.75
0.011718
17-Feb-16
7108.45
0.008541
16-Feb-16
7048.25
-0.016013
15-Feb-16
7162.95
0.026071
12-Feb-16
6980.95
0.000659
11-Feb-16
6976.35
-0.033171
10-Feb-16
7215.7
-0.011304
9-Feb-16
7298.2
-0.012055
8-Feb-16
7387.25
-0.0136
5-Feb-16
7489.1
0.011494
4-Feb-16
7404
0.005732
3-Feb-16
7361.8
-0.012575
2-Feb-16
7455.55
-0.013288
1-Feb-16
7555.95
-0.001005
29-Jan-16
7563.55
0.018708
28-Jan-16
7424.65
-0.001761
27-Jan-16
7437.75
0.000215
25-Jan-16
7436.15
0.001846
22-Jan-16
7422.45
0.020016
21-Jan-16
7276.8
-0.004446
20-Jan-16
7309.3
-0.01692
19-Jan-16
7435.1
0.011441
18-Jan-16
7351
-0.01167
15-Jan-16
7437.8
-0.013136
14-Jan-16
7536.8
-0.003385
13-Jan-16
7562.4
0.006937
12-Jan-16
7510.3
-0.00708
11-Jan-16
7563.85
-0.004933
8-Jan-16
7601.35
0.004367
7-Jan-16
7568.3
-0.02231
6-Jan-16
7741
-0.005607
5-Jan-16
7784.65
-0.000854
4-Jan-16
7791.3
-0.021587
1-Jan-16
7963.2
0.008479
30-Dec-15
7896.25
-0.004124
29-Dec-15
7928.95
0.000479
28-Dec-15
7925.15
0.008154
24-Dec-15
7861.05
-0.000623
23-Dec-15
7865.95
0.010255
22-Dec-15
7786.1
-0.006171
21-Dec-15
7834.45
0.00934
18-Dec-15
7761.95
-0.010504
17-Dec-15
7844.35
0.012057
16-Dec-15
7750.9
0.006493
15-Dec-15
7700.9
0.006647
14-Dec-15
7650.05
0.005203
11-Dec-15
7610.45
-0.009482
10-Dec-15
7683.3
0.0093
9-Dec-15
7612.5
-0.011582
8-Dec-15
7701.7
-0.008203
7-Dec-15
7765.4
-0.00212
4-Dec-15
7781.9
-0.010459
3-Dec-15
7864.15
-0.008473
2-Dec-15
7931.35
-0.00296
1-Dec-15
7954.9
0.002476
30-Nov-15
7935.25
-0.000938
27-Nov-15
7942.7
0.007471
26-Nov-15
7883.8
0.006665
24-Nov-15
7831.6
-0.002249
23-Nov-15
7849.25
-0.000929
20-Nov-15
7856.55
0.00176
19-Nov-15
7842.75
0.01435
18-Nov-15
7731.8
-0.013493
17-Nov-15
7837.55
0.003965
16-Nov-15
7806.6
0.005714
13-Nov-15
7762.25
-0.002711
10-Nov-15
7783.35
-0.016658
9-Nov-15
7915.2
-0.004916
6-Nov-15
7954.3
-0.000145
5-Nov-15
7955.45
-0.010541
4-Nov-15
8040.2
-0.002543
3-Nov-15
8060.7
0.00123
2-Nov-15
8050.8
-0.00186
30-Oct-15
8065.8
-0.005665
29-Oct-15
8111.75
-0.007276
28-Oct-15
8171.2
-0.007494
27-Oct-15
8232.9
-0.003347
26-Oct-15
8260.55
-0.004207
23-Oct-15
8295.45
0.005302
21-Oct-15
8251.7
-0.001204
20-Oct-15
8261.65
-0.001619
19-Oct-15
8275.05
0.004479
16-Oct-15
8238.15
0.00717
15-Oct-15
8179.5
0.008831
14-Oct-15
8107.9
-0.002927
13-Oct-15
8131.7
-0.001461
12-Oct-15
8143.6
-0.005629
9-Oct-15
8189.7
0.007424
8-Oct-15
8129.35
-0.005876
7-Oct-15
8177.4
0.003005
6-Oct-15
8152.9
0.025406
1-Oct-15
7950.9
0.000252
30-Sep-15
7948.9
0.013464
29-Sep-15
7843.3
0.006106
28-Sep-15
7795.7
-0.009252
24-Sep-15
7868.5
0.002874
23-Sep-15
7845.95
0.004346
22-Sep-15
7812
-0.020697
21-Sep-15
7977.1
-0.000601
18-Sep-15
7981.9
0.010476
16-Sep-15
7899.15
0.008947
15-Sep-15
7829.1
-0.005481
14-Sep-15
7872.25
0.010649
11-Sep-15
7789.3
0.000154
10-Sep-15
7788.1
-0.003901
9-Sep-15
7818.6
0.016954
8-Sep-15
7688.25
0.017126
7-Sep-15
7558.8
-0.029162
1-Sep-15
7785.85
-0.023265
31-Aug-15
7971.3
-0.00383
28-Aug-15
8001.95
0.006668
27-Aug-15
7948.95
0.020162
26-Aug-15
7791.85
-0.011274
25-Aug-15
7880.7
0.009182
24-Aug-15
7809
-0.059151
21-Aug-15
8299.95
-0.008695
20-Aug-15
8372.75
-0.014408
19-Aug-15
8495.15
0.003378
18-Aug-15
8466.55
-0.001268
17-Aug-15
8477.3
-0.004842
14-Aug-15
8518.55
0.019471
13-Aug-15
8355.85
0.000767
12-Aug-15
8349.45
-0.013341
11-Aug-15
8462.35
-0.007419
10-Aug-15
8525.6
-0.004554
7-Aug-15
8564.6
-0.0028
6-Aug-15
8588.65
0.002416
5-Aug-15
8567.95
0.005994
4-Aug-15
8516.9
-0.003061
3-Aug-15
8543.05
Portfolio Evaluation - Tata Balanced Fund - Growth
Sharpe's Index
E(Rp-Rf)/SD
Treynor's Index
(Rp - Rf)/Beta
Jensen's Index
U = B*(Rm - Rf) - (Rp - Rf)
Fund - Growth
-0.200752
-1.959503
-2.223803
Date
Price
29-Jul-16
8638.5
28-Jul-16
8666.3
27-Jul-16
8615.8
26-Jul-16
8590.65
25-Jul-16
8635.65
22-Jul-16
8541.2
21-Jul-16
8510.1
20-Jul-16
8565.85
19-Jul-16
8528.55
18-Jul-16
8508.7
15-Jul-16
8541.4
14-Jul-16
8565
13-Jul-16
8519.5
12-Jul-16
8521.05
11-Jul-16
8467.9
8-Jul-16
8323.2
7-Jul-16
8337.9
5-Jul-16
8335.95
4-Jul-16
8370.7
1-Jul-16
8328.35
30-Jun-16
8287.75
29-Jun-16
8204
28-Jun-16
8127.85
27-Jun-16
8094.7
24-Jun-16
8088.6
23-Jun-16
8270.45
22-Jun-16
8203.7
21-Jun-16
8219.9
20-Jun-16
8238.5
17-Jun-16
8170.2
16-Jun-16
8140.75
15-Jun-16
8206.6
14-Jun-16
8108.85
13-Jun-16
8110.6
10-Jun-16
8170.05
9-Jun-16
8203.6
8-Jun-16
8273.05
7-Jun-16
8266.45
6-Jun-16
8201.05
3-Jun-16
8220.8
2-Jun-16
8218.95
1-Jun-16
8179.95
31-May-16
8160.1
30-May-16
8178.5
27-May-16
8156.65
26-May-16
8069.65
25-May-16
7934.9
24-May-16
7748.85
23-May-16
7731.05
20-May-16
7749.7
19-May-16
7783.4
18-May-16
7870.15
17-May-16
7890.75
16-May-16
7860.75
13-May-16
7814.9
12-May-16
7900.4
11-May-16
7848.85
10-May-16
7887.8
9-May-16
7866.05
6-May-16
7733.45
5-May-16
7735.5
4-May-16
7706.55
3-May-16
7747
2-May-16
7805.9
29-Apr-16
7849.8
28-Apr-16
7847.25
27-Apr-16
7979.9
26-Apr-16
7962.65
25-Apr-16
7855.05
22-Apr-16
7899.3
21-Apr-16
7912.05
20-Apr-16
7914.75
18-Apr-16
7914.7
13-Apr-16
7850.45
12-Apr-16
7708.95
11-Apr-16
7671.4
8-Apr-16
7555.2
7-Apr-16
7546.45
6-Apr-16
7614.35
5-Apr-16
7603.2
4-Apr-16
7758.8
1-Apr-16
7713.05
31-Mar-16
7738.4
30-Mar-16
7735.2
29-Mar-16
7597
28-Mar-16
7615.1
23-Mar-16
7716.5
22-Mar-16
7714.9
21-Mar-16
7704.25
18-Mar-16
7604.35
17-Mar-16
7512.55
16-Mar-16
7498.75
15-Mar-16
7460.6
14-Mar-16
7538.75
11-Mar-16
7510.2
10-Mar-16
7486.15
9-Mar-16
7531.8
8-Mar-16
7485.3
4-Mar-16
7485.35
3-Mar-16
7475.6
2-Mar-16
7368.85
1-Mar-16
7222.3
29-Feb-16
6987.05
26-Feb-16
7029.75
25-Feb-16
6970.6
24-Feb-16
7018.7
23-Feb-16
7109.55
22-Feb-16
7234.55
19-Feb-16
7210.75
18-Feb-16
7191.75
17-Feb-16
7108.45
16-Feb-16
7048.25
15-Feb-16
7162.95
12-Feb-16
6980.95
11-Feb-16
6976.35
10-Feb-16
7215.7
9-Feb-16
7298.2
8-Feb-16
7387.25
5-Feb-16
7489.1
4-Feb-16
7404
3-Feb-16
7361.8
2-Feb-16
7455.55
1-Feb-16
7555.95
29-Jan-16
7563.55
28-Jan-16
7424.65
27-Jan-16
7437.75
25-Jan-16
7436.15
22-Jan-16
7422.45
21-Jan-16
7276.8
20-Jan-16
7309.3
19-Jan-16
7435.1
18-Jan-16
7351
15-Jan-16
7437.8
14-Jan-16
7536.8
13-Jan-16
7562.4
12-Jan-16
7510.3
11-Jan-16
7563.85
8-Jan-16
7601.35
7-Jan-16
7568.3
6-Jan-16
7741
5-Jan-16
7784.65
4-Jan-16
7791.3
1-Jan-16
7963.2
31-Dec-15
7946.35
30-Dec-15
7896.25
29-Dec-15
7928.95
28-Dec-15
7925.15
24-Dec-15
7861.05
23-Dec-15
7865.95
22-Dec-15
7786.1
21-Dec-15
7834.45
18-Dec-15
7761.95
17-Dec-15
7844.35
16-Dec-15
7750.9
15-Dec-15
7700.9
14-Dec-15
7650.05
11-Dec-15
7610.45
10-Dec-15
7683.3
9-Dec-15
7612.5
8-Dec-15
7701.7
7-Dec-15
7765.4
4-Dec-15
7781.9
3-Dec-15
7864.15
2-Dec-15
7931.35
1-Dec-15
7954.9
30-Nov-15
7935.25
27-Nov-15
7942.7
26-Nov-15
7883.8
24-Nov-15
7831.6
23-Nov-15
7849.25
20-Nov-15
7856.55
19-Nov-15
7842.75
18-Nov-15
7731.8
17-Nov-15
7837.55
16-Nov-15
7806.6
13-Nov-15
7762.25
11-Nov-15
7783.35
10-Nov-15
7783.35
9-Nov-15
7915.2
6-Nov-15
7954.3
5-Nov-15
7955.45
4-Nov-15
8040.2
3-Nov-15
8060.7
2-Nov-15
8050.8
30-Oct-15
8065.8
29-Oct-15
8111.75
28-Oct-15
8171.2
27-Oct-15
8232.9
26-Oct-15
8260.55
23-Oct-15
8295.45
21-Oct-15
8251.7
20-Oct-15
8261.65
19-Oct-15
8275.05
16-Oct-15
8238.15
15-Oct-15
8179.5
14-Oct-15
8107.9
13-Oct-15
8131.7
12-Oct-15
8143.6
9-Oct-15
8189.7
8-Oct-15
8129.35
7-Oct-15
8177.4
6-Oct-15
8152.9
5-Oct-15
8119.3
1-Oct-15
7950.9
30-Sep-15
7948.9
29-Sep-15
7843.3
28-Sep-15
7795.7
24-Sep-15
7868.5
23-Sep-15
7845.95
22-Sep-15
7812
21-Sep-15
7977.1
18-Sep-15
7981.9
16-Sep-15
7899.15
15-Sep-15
7829.1
14-Sep-15
7872.25
11-Sep-15
7789.3
10-Sep-15
7788.1
9-Sep-15
7818.6
8-Sep-15
7688.25
7-Sep-15
7558.8
4-Sep-15
7655.05
3-Sep-15
7823
2-Sep-15
7717
1-Sep-15
7785.85
31-Aug-15
7971.3
28-Aug-15
8001.95
27-Aug-15
7948.95
26-Aug-15
7791.85
25-Aug-15
7880.7
24-Aug-15
7809
21-Aug-15
8299.95
20-Aug-15
8372.75
19-Aug-15
8495.15
18-Aug-15
8466.55
17-Aug-15
8477.3
14-Aug-15
8518.55
13-Aug-15
8355.85
12-Aug-15
8349.45
11-Aug-15
8462.35
10-Aug-15
8525.6
7-Aug-15
8564.6
6-Aug-15
8588.65
5-Aug-15
8567.95
4-Aug-15
8516.9
3-Aug-15
8543.05

Portfolio Evaluation - Sharpe, Treynor &amp; Jensen

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Portfolio Evaluation - Sharpe, Treynor &amp; Jensen

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