ICICI Prudential Mutual Fund

Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Net Asset Value

14.09
14.11
14.11
14.12
14.1
14.11
14.11
14.12
14.12
14.11
14.11
14.12
14.14
14.14
14.12
14.14
14.16
14.15
14.16
14.16

HPR
0.001419
0
0.000709
-0.00142
0.000709
0
0.000709
0
-0.00071
0
0.000709
0.001416
0
-0.00141
0.001416
0.001414
-0.00071
0.000707
0

AVERAGE RETURNS (Ri)=

Rf =
STD =

0.000261
0.0844
0.00089

SHARP RATIO =

-94.5712

COVARIANCE (Ri,Rm) =

-3.9E-06

VARAINCE =

0.000281

BETA =

-0.0140

TRENYOR RATIO =

6.008481

JENSENS RATIO =

-0.08531

BSE SENSEX
Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Close
16416.33
16676.75
16821.46
16713.33
16862.81
17065
17165.54
16866.97
16501.74
16467.44
16709.6
16876.54
16933.83
16745.35
17099.28
17065.15
16361.15
16162.06
16051.1
16524.03

AVERAGE RETURNS (Rm) =

HPR
0.0158635
0.0086774
-0.006428
0.0089438
0.0119903
0.0058916
-0.017394
-0.021654
-0.002079
0.0147054
0.0099907
0.0033947
-0.01113
0.021136
-0.001996
-0.041254
-0.012168
-0.006865
0.029464
0.0004784

ANALYSIS :
UAL FUND (EQUITY) IS BETTER THAN ICICI PRUDENTIAL FLEXI INCOME PLAN (DEBT) IT CAN BE SAID THAT THE FORMER IS BETTER THAN TH

ICICI Prudential Flexible Income Plan

Date
Net Asset Value HPR
189.6804
29-Aug-11
189.7264 0.000242513
30-Aug-11
189.8664 0.000737905
2-Sep-11
190.0071 0.000741047
5-Sep-11
190.0533 0.000243149
6-Sep-11
190.0994 0.000242564
7-Sep-11
190.145 0.000239875
8-Sep-11
190.1907 0.000240343
9-Sep-11
190.3281 0.000722433
12-Sep-11
190.3732 0.000236959
13-Sep-11
190.4182 0.000236378
14-Sep-11
190.4631 0.000235797
15-Sep-11
190.5091 0.000241517
16-Sep-11
190.6479 0.000728574
19-Sep-11
190.6936 0.000239709
20-Sep-11
190.7388 0.000237029
21-Sep-11
190.7859 0.000246935
22-Sep-11
190.8324 0.000243729
23-Sep-11
190.9704 0.000723148
26-Sep-11
191.017 0.000244017
27-Sep-11
AVERAGE RETURNS (Ri)=
Rf =
STD =

0.000369664
0.0844
0.000221679

SHARP RATIO =

-379.063942

COVARIANCE (Ri,Rm) =

8.08679E-08

VARAINCE =

1.15736E-06

BETA =

0.069873004

TRENYOR RATIO =

-1.20261518

JENSENS RATIO =

-0.0781423

E FORMER IS BETTER THAN THE LATTER.

CCIL BOND INDEX

Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Close
819.9529
820.0276
819.3161
821.4666
822.1368
820.465
821.2943
821.3887
822.3475
820.9679
820.3017
819.7341
819.8359
820.2696
820.6099
820.4924
821.2168
822.0083
822.247
822.0084

AVERAGE RETURNS (Rm) =

HPR
9.11E-05
-0.00087
0.002625
0.000816
-0.00203
0.001011
0.000115
0.001167
-0.00168
-0.00081
-0.00069
0.000124
0.000529
0.000415
-0.00014
0.000883
0.000964
0.00029
-0.00029
0.000132

ICICI Prudential Mutual Fund

Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Net Asset Value

14.09
14.11
14.11
14.12
14.1
14.11
14.11
14.12
14.12
14.11
14.11
14.12
14.14
14.14
14.12
14.14
14.16
14.15
14.16
14.16

HPR
0.001419
0
0.000709
-0.00142
0.000709
0
0.000709
0
-0.00071
0
0.000709
0.001416
0
-0.00141
0.001416
0.001414
-0.00071
0.000707
0

AVERAGE RETURNS (Ri)=

Rf =
STD =

0.000261
0.0844
0.00089

SHARP RATIO =

-94.5712

COVARIANCE (Ri,Rm) =

-3.9E-06

VARAINCE =

0.000281

BETA =

-0.0140

TRENYOR RATIO =

6.008481

JENSENS RATIO =

-0.08531

BSE SENSEX
Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Close
16416.33
16676.75
16821.46
16713.33
16862.81
17065
17165.54
16866.97
16501.74
16467.44
16709.6
16876.54
16933.83
16745.35
17099.28
17065.15
16361.15
16162.06
16051.1
16524.03

AVERAGE RETURNS (Rm) =

HPR
0.0158635
0.0086774
-0.006428
0.0089438
0.0119903
0.0058916
-0.017394
-0.021654
-0.002079
0.0147054
0.0099907
0.0033947
-0.01113
0.021136
-0.001996
-0.041254
-0.012168
-0.006865
0.029464
0.0004784

-3.941E-06

ANALYSIS :
UAL FUND (EQUITY) IS BETTER THAN ICICI PRUDENTIAL FLEXI INCOME PLAN (DEBT) IT CAN BE SAID THAT THE FORMER IS BETTER THAN TH

ICICI Prudential Flexible Income Plan

Date
Net Asset Value HPR
189.6804
29-Aug-11
189.7264 0.000242513
30-Aug-11
189.8664 0.000737905
2-Sep-11
190.0071 0.000741047
5-Sep-11
190.0533 0.000243149
6-Sep-11
190.0994 0.000242564
7-Sep-11
190.145 0.000239875
8-Sep-11
190.1907 0.000240343
9-Sep-11
190.3281 0.000722433
12-Sep-11
190.3732 0.000236959
13-Sep-11
190.4182 0.000236378
14-Sep-11
190.4631 0.000235797
15-Sep-11
190.5091 0.000241517
16-Sep-11
190.6479 0.000728574
19-Sep-11
190.6936 0.000239709
20-Sep-11
190.7388 0.000237029
21-Sep-11
190.7859 0.000246935
22-Sep-11
190.8324 0.000243729
23-Sep-11
190.9704 0.000723148
26-Sep-11
191.017 0.000244017
27-Sep-11
AVERAGE RETURNS (Ri)=
Rf =
STD =

0.000369664
0.0844
0.000221679

SHARP RATIO =

-379.063942

COVARIANCE (Ri,Rm) =

8.08679E-08

VARAINCE =

1.15736E-06

BETA =

0.069873004

TRENYOR RATIO =

-1.20261518

JENSENS RATIO =

-0.0781423

E FORMER IS BETTER THAN THE LATTER.

CCIL BOND INDEX

Date
29-Aug-11
30-Aug-11
2-Sep-11
5-Sep-11
6-Sep-11
7-Sep-11
8-Sep-11
9-Sep-11
12-Sep-11
13-Sep-11
14-Sep-11
15-Sep-11
16-Sep-11
19-Sep-11
20-Sep-11
21-Sep-11
22-Sep-11
23-Sep-11
26-Sep-11
27-Sep-11

Close
819.9529
820.0276
819.3161
821.4666
822.1368
820.465
821.2943
821.3887
822.3475
820.9679
820.3017
819.7341
819.8359
820.2696
820.6099
820.4924
821.2168
822.0083
822.247
822.0084

AVERAGE RETURNS (Rm) =

HPR
9.11E-05
-0.00087
0.002625
0.000816
-0.00203
0.001011
0.000115
0.001167
-0.00168
-0.00081
-0.00069
0.000124
0.000529
0.000415
-0.00014
0.000883
0.000964
0.00029
-0.00029
0.000132