NAV

HDFC Top 100 Fund Axis Bluechip

date -Direct Plan - Growth Fund - Direct
Option Plan - Growth
1-Jan-20 525.274 34.76
2-Jan-20 530.342 34.88
3-Jan-20 527.572 34.74
6-Jan-20 515.372 34.16
7-Jan-20 517.253 34.31
8-Jan-20 515.01 34.31
9-Jan-20 523.882 34.78
10-Jan-20 526.331 34.9
13-Jan-20 529.732 35.12
14-Jan-20 531.01 35.23
15-Jan-20 530.356 35.23
16-Jan-20 528.632 35.37
17-Jan-20 527.541 35.46
20-Jan-20 522.089 35.07
21-Jan-20 519.184 34.91
22-Jan-20 516.491 34.75
23-Jan-20 521.53 34.9
24-Jan-20 524.516 35.16
27-Jan-20 519.233 34.91
28-Jan-20 515.821 34.81
29-Jan-20 518.982 35.12
30-Jan-20 514.485 34.99
31-Jan-20 509.305 35.02
3-Feb-20 492.224 34.83
4-Feb-20 504.022 35.52
5-Feb-20 510.382 35.74
6-Feb-20 513.093 35.86

7-Feb-20 513.552 35.79

10-Feb-20 508.679 36.02
11-Feb-20 512.488 36.13
12-Feb-20 513.424 36.54
13-Feb-20 512.395 36.52
14-Feb-20 507.92 36.32
17-Feb-20 502.68 36.18
18-Feb-20 502.235 36.08
19-Feb-20 508.776 36.48
20-Feb-20 509.156 36.34
24-Feb-20 497.532 35.77
25-Feb-20 496.08 35.73
26-Feb-20 490.56 35.53
27-Feb-20 487.258 35.45
 Daily returns
HDFC Top 100 Fund - Axis Bluechip
Date Direct Plan - Growth Fund - Direct
Option Plan - Growth
1-Jan-20
2-Jan-20
3-Jan-20
6-Jan-20
7-Jan-20
8-Jan-20
9-Jan-20
10-Jan-20
13-Jan-20
14-Jan-20
15-Jan-20
16-Jan-20
17-Jan-20
20-Jan-20
21-Jan-20
22-Jan-20
23-Jan-20
24-Jan-20
27-Jan-20
28-Jan-20
29-Jan-20
30-Jan-20
31-Jan-20
3-Feb-20
4-Feb-20
5-Feb-20
6-Feb-20

7-Feb-20
10-Feb-20
11-Feb-20
12-Feb-20
13-Feb-20
14-Feb-20
17-Feb-20
18-Feb-20
19-Feb-20
20-Feb-20
24-Feb-20
25-Feb-20
26-Feb-20
27-Feb-20
No of trading Days
Average Daily returns
Average Daily Standard Deviation
Annual Risk Free rate ( Assumption) 6%

Average Returns
Average SD
Specific period risk free rate

Sharpe ratio = ( Rp - Rf )/ ơp

Rp = Average returns of the portfolio

Rf = Risk free rate
ơp = Standard deviation of the portfolio returns

Daily returns =( Pt / P t-1 ) -1

Average Returns= average daily returns * No of trading days
Average SD= Average Daily SD * sqrt(No of trading days)

Calculate Sharpe ratio and interpret the performance of

the mutual fund
28-Feb-20 468.77 34.44
2-Mar-20 464.065 34.27
3-Mar-20 473.124 34.61
4-Mar-20 470.727 34.43
5-Mar-20 469.948 34.65
6-Mar-20 456.531 34.17
9-Mar-20 434.27 33.05
11-Mar-20 431.547 33.1
12-Mar-20 391.205 31.21
13-Mar-20 411.898 31.97
16-Mar-20 381.654 30.23
17-Mar-20 373.495 29.57
18-Mar-20 359.377 27.94
19-Mar-20 348.487 27.36
28-Feb-20
2-Mar-20
3-Mar-20
4-Mar-20
5-Mar-20
6-Mar-20
9-Mar-20
11-Mar-20
12-Mar-20
13-Mar-20
16-Mar-20
17-Mar-20
18-Mar-20
19-Mar-20