Aim Periods of Study based

on availability of data
Alliance Equity Fund G Jan 2016-Dec 2018
Birla Advantage Fund G Jan 2016-Dec 2018
Birla Balance Fund I/G Jan 2016-Dec 2018
DSP Merill Lynch Equity Fund G Jan 2016-Dec 2018
DSP Merill Lynch Balance Fund G July 2016-Dec 2018
Reliance Growth Fund G Jan 2016-Dec 2018
Templeton Growth Fund G Jan 2016-Dec 2018
Pioneer ITI Prima Fund G Nov 2016-Dec 2018
Pioneer ITI Prima Plus Fund G Aug 2016-Dec 2018
Pioneer ITI Blue Chipe Fund G Jan 2016-Dec 2018
Kotak Mahindra K-30 Fund G Jan 2016-Dec 2018
Kotak Mahindra K-Balance Fund I/G Jan 2016-Dec 2018
HDFC Equity Fund G Sept 2016-Dec 2018
HDFC Balanace Fubd G Nov 2016-Dec 2018
GIC Balance Fund I/G Jan 2016-Dec 2018
JM Balance Fund I/G Jan 2016-Dec 2018
 Sharpe Comp.
Schemes Return Risk Beta Treynor Jensen
ratio Beta
Alliance Equity Fund 0.027 0.107 1.26 -0.032 -0.027 -0.034 -0.074
Birla Advantage Fund 0.0233 0.1498 0.599 -0.256 -0.0641 -0.149 -0.035
Birla Balance Fund -0.008 0.093 0.759 -0.751 -0.092 -0.109 -0.045
DSP Merill Lynch Equity Fund 0.0053 0.1138 1.201 -0.495 -0.0469 -0.075 -0.071
DSP Merill Lynch Balance Fund -0.003 0.072 0.615 -0.903 -0.105 -0.087 -0.036
Reliance Growth Fund 0.0165 0.105 0.809 0.4299 -0.056 -0.091 -0.0476
Templeton Growth Fund 0.0151 0.069 0.831 -0.673 -0.056 -0.0437 -0.0489
Pioneer ITI Prima Fund -0.0134 0.139 1.382 -0.5388 -0.054 -0.109 -0.081
Pioneer ITI Prima Plus Fund 0.0183 0.092 1.136 -0.471 -0.038 -0.037 -0.067
Pioneer ITI Blue Chipe Fund -0.0129 0.157 1.435 -0.474 -0.052 -0.125 -0.085
Kotak Mahindra K-30 Fund -0.0016 0.092 0.801 -0.688 -0.079 -0.047 -0.47
Kotak Mahindra K-Balance Fund -0.013 0.08 0.83 -0.909 -0.088 -0.083 -0.048
HDFC Equity Fund -0.0184 0.0259 0.659 -2.92E+00 -0.115 -0.047 -0.0461
HDFC Balanace Fubd -0.002 0.04 0.605 -1.426 -0.095 -0.037 -0.0376
GIC Balance Fund -0.0016 0.466 0.428 -0.148 -0.076 -0.0252 -0.0148
JM Balance Fund 0.0105 0.0816 0.633 -0.629 -0.081 -0.086 -0.04
Comp. Net Sale
Diver
-0.0177 0.058
-0.093 0.09
-0.035 0.0498
-0.027 0.041
-0.0254 0.003
-0.0477 0.045
-0.0104 0.128
-0.0384 0.445
-0.012 0.0357
-0.05 0.06
-0.032 -0.0156
-0.019 -0.06006
0.015 -0.055
0.011 0.027
-0.023
-0.033 -0.019
 Schemes Return
Alliance Equity Fund 0.027
Birla Advantage Fund 0.0233
Pioneer ITI Blue Chipe Fund 0.0183 Schemes Return
Reliance Growth Fund 0.0165 JM Balanced Fund 0.0105
Templeton Growth Fund 0.0151 GIC Balanced Fund -0.0016
DSP Merill Lynch Balance Fund 0.0053 HDFC Balance Fund -0.002
Kotak Mahindra K-30 Fund -0.0016 DSP Merill Lynch Balance Fund -0.003
Pioneer ITI Prima Plus Fund -0.0129 Birla Balanced Fund -0.008
Pioneer ITI Prima Fund -0.0134 K-Balance Fund -0.013
HDFC Equity Fund -0.0184
 Schemes Standard deviation Return Sharpe ratio
Reliance Growth Fund 0.105 0.0165 0.4299
Alliance Equity Fund 0.107 0.027 -0.03203
Templeton India Growth Fund 0.069 0.0151 -0.0673
Birla Advantage Fund 0.1498 0.0233 -0.256
Pioneer ITI Bluechip 0.092 0.0183 -0.471
Pioneer ITI Prima Plus Fund 0.157 -0.0129 -0.474
DSP Merill Lynch Balance Fund 0.1138 0.0053 -0.495
Pioneer ITI Prima Fund 0.139 -0.0134 -0.5388
K-30 0.092 -0.0016 -0.688
HDFC Equity Fund 0.0259 -0.0184 -2.92
 Schemes Standard deviation Return Sharpe ratio
GIC Balance Fund 0.466 -0.0016 -0.148
JM Balance Fund 0.0816 0.0105 -0.629
Birla Balance Fund 0.093 -0.008 -0.751
DSP Merill Lynch Balance Fund 0.072 -0.003 -0.903
K-Balance 0.08 -0.013 -0.909
HDFC Balance Fund 0.04 -0.002 1.429
 Schemes Beta Return Treynor ratio Schemes
Alliance Equity Fund 1.26 0.027 -0.027 GIC Balance Fund
Pioneer ITI Bluechip 1.136 0.0183 -0.038 JM Balance Fund
DSP Merill Lynch Balance Fund 1.201 0.0053 -0.0469 K-Balance
Pioneer ITI Prima Plus Fund 1.435 -0.0129 -0.052 Birla Balance Fund
Pioneer ITI Prima Fund 1.382 -0.0134 -0.054 HDFC Balance Fund
Templeton India Growth Fund 0.831 0.0151 -0.056 DSP Merill Lynch Balance Fund
Reliance Growth Fund 0.809 0.0165 -0.056
Birla Advantage Fund 0.599 0.0233 -0.0641
K-30 0.801 -0.0016 -0.079
HDFC Equity Fund 0.659 -0.0189 -2.92
Beta Return Treynor ratio
0.428 -0.0016 -0.0761
0.633 0.0105 -0.081
0.83 -0.013 -0.088
0.759 -0.008 -0.092
0.605 -0.002 -0.095
0.615 -0.003 -0.105
 Schemes Return Jensen Excess Return
Birla Advantage Fund 0.0233 -0.149 -0.0044
Pioneer ITI Prima Plus Fund -0.0129 -0.125 -0.0115
Templeton India Growth Fund 0.0151 -0.0437 0.0019
Reliance Growth Fund 0.0165 -0.091 0.0019
DSP Merill Lynch Balance Fund 0.0053 -0.075 0.0151
HDFC Equity Fund -0.0184 -0.047 -0.0423
Pioneer ITI Prima Fund -0.0134 -0.109 0.0077
Alliance Equity Fund 0.027 -0.034 0.0405
Pioneer ITI Bluechip 0.0183 -0.037 0.024
K-30 -0.0016 -0.047 -0.0167
 Schemes Return Jensen Excess Return
Birla Balance Fund 0.0233 -0.149 -0.0293
JM Balance Fund 0.0105 -0.086 -0.0151
K-Balance -0.013 -0.083 -0.0263
DSP Merill Lynch Balance Fund -0.033 -0.091 -0.0297
GIC Balance Fund -0.0016 -0.0252 -0.04
HDFC Balance Fund -0.0184 -0.047 -0.0293
 Risk Free Imperfect Systematic Net
Schemes Return
Return Diversification Risk Selectivity
Alliance Equity Fund 0.065 0.027 -0.0177 -0.074 0.523
Templeton India Growth Fund 0.065 0.0151 -0.0104 -0.0476 0.128
Pioneer ITI Prima Plus Fund 0.065 -0.0129 -0.05 -0.085 0.06
Birla Advantage Fund 0.065 0.0233 -0.093 -0.035 0.047
Reliance Growth Fund 0.065 0.0165 -0.0477 -0.0476 0.055
Pioneer ITI Prima Fund 0.065 -0.0134 -0.0384 -0.081 0.0445
DSP Merill Lynch Balance Fund 0.065 0.0053 -0.027 -0.071 0.041
Pioneer ITI Bluechip 0.065 0.0183 -0.012 -0.067 0.035
K-30 0.065 -0.0016 -0.032 -0.47 -0.0156
HDFC Equity Fund 0.065 -0.0184 0.015 -0.0361 -0.055
 Risk Free Imperfect Systematic Net
Schemes Return
Return Diversification Risk Selectivity
HDFC Balance Fund 0.065 -0.002 0.0011 -0.0361 0.027
JM Balance Fund 0.065 -0.0105 -0.033 -0.04 0.023
Birla Balance Fund 0.065 -0.008 -0.035 -0.045 0.0098
DSP Merill Lynch Balance Fund 0.065 -0.003 -0.0254 -0.036 0.003
GIC Balance Fund 0.065 -0.0016 -0.0148 -0.0252 -0.023
K-Balance 0.065 -0.013 -0.019 -0.048 -0.006