1. MONTH 2012-13 2013-14 2014-15
APRIL (5.3482) (0.1173) 0.8979
MAY 7.9636 13.5572 1.4627
JUNE (0.1078) 51.9499 (0.5797)
JULY (3.7490) 9.7246 13.6675
AUGUST (0.1490) (2.8998) 1.5882
SEPTEMBER 10.8481 0.0000 (8.2291)
OCTOBER 3.1670 12.7571 (13.8046)
NOVEMBER 4.7269 0.6383 0.0000
DECEMBER (0.3508) (0.3242) (0.0916)
JANUARY 1.9300 21.8572 26.7496
FEBRUARY 9.1848 0.0000 1.8568
MARCH 2.8800 0.0000 12.7779
TOTAL 30.9956 107.1430 36.2956
PERFORMANCE METRICS 2012-13 2013-14 2014-15
STANDARD DEVIATION 4.98 15.58 10.55
AVERAGE MONTHLY RETURN 2.58 8.93 3.02
MONTHLY RISK FREE RATE 0.68 0.62 0.74
MONTHLY RISK ADJUSTED RETURN 1.90 8.31 2.29
RESULTS OF REAL MONEY PROPRIETORY DOMESTIC ACCOUNT
MONTHLY RETURN (%)
MONTHLY RISK ADJUSTED RETURN 1.90 8.31 2.29
ANNUAL RATE OF RETURN 31.00 107.14 36.30
SHARPE RATIO 1.32 1.85 0.75
WORST PEAK TO VALLEY DRAWDOWN 3.90 1.66 18.90
LARGEST MONTHLY DRAWDOWN 5.35 2.90 13.80
OUTPERFORMED THE BENCHMARK INDEX
(RRM PORTFOLIO - NIFTY CASH) 24.14 89.62 9.97
OUTPERFORMED THE RISK FREE RETURN (RRM
PORTFOLIO - 364 DS RBI T/BILL) 22.81 99.68 27.48
RISK FREE RETURN - BASED ON RBI 364 DS
T/BILL ~ 1ST QTR AVG 8.19 7.46 8.82
BENCHMARK NIFTY CASH (APR to MAR)
5317.90 - 5682.55 = +364.65 pts (2012-13)
5704.40 - 6704.20 = +999.80 pts (2013-14)
6721.05 - 8491.00 = + 1769.95 pts (2014-15) 6.86 17.53 26.33