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Portfolio evaluation

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Portfolio evaluation

  1. 1. TIME AUM(IN CR) Total NAV Units change in UNITS (IN CR) Redemption/Sub 0 100 100 10 10 10 0 1 120 170 12 14.16667 4.166666667 50 2 200 350 14.11765 24.79167 10.625 150 3 450 550 18.15126 30.30093 5.509259259 100
  2. 2. Time NAV Return Deviation Sqrd Dev Codeviation Nifty Return Deviation 0 10 3500 1 12 0.2 -0.020728 0.00043 -5.03895E-05 3950 0.128571 0.002431 2 14.11765 0.176471 -0.044258 0.001959 0.001381007 4325 0.094937 -0.031204 3 18.15126 0.285714 0.064986 0.004223 0.00186983 4995 0.154913 0.028773 0.006612 Return NAV Nifty IRR 0.219838 0.125872 FV=PV*(1+R)^n AM 0.220728 0.12614 FV/PV)^(1/n)-1 RISK SD 0.046945 0.024546 Var 0.002204 0.000602 Coeff of Var 0.212684 0.194589 Covar 0.001067 Correlation 0.925814 Beta 1.770688 Alpha -0.002627 Syst Risk 0.001889 Unique Risk 0.000472 R^2 0.857131
  3. 3. Sqrd Dev Expalined RE 5.91E-06 0.225033 -0.025033 0.000974 0.165476 0.010994 0.000828 0.271676 0.014038

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