Portfolio statistics

Portfolio return 15.63%

Portfolio risk 7.71%
Portfolio beta 0.599

Equity portfolio Government bonds Treasury bills

07.26 GS 2029 06.45 GS 2029 364 DTB 21112019 182 DTB 21112019
Allocation 70% 10% 10% 5% 5%
Expected return 19.74% 6.67% 6.49% 4.95% 4.95%
Expected risk 11.01% 0% 0% 0% 0%
Beta 0.856 0 0 0 0
 Portfolio statistics
Expected return 19.74%
Expected risk 11.01%
Portfolio beta 0.856

Apollo Hospitals Narayana HrudalaFortis Healthcare M&M Ashok Leyland

Allocation 0.28% 0.28% 0.28% 2.37% 2.37%

Expected return 11.15% -5.82% -3.02% 4.22% 8.84%

Std. dev. 30.44% 24.39% 33.32% 24.07% 34.38%
Beta 0.5 0.48 0.48 0.83 0.99

Apollo HospitalsNarayana HrudalayaFortis Healthcare M&M Ashok Leyland

Apollo Hospitals 0.090027578 0.007457 0.034981 0.009402 0.011882
Narayana Hrudala 0.007456519 0.057807 0.014978 0.009638 0.025729
Fortis Healthcare 0.034980584 0.014978 0.107872 0.029121 0.028464
M&M 0.009402437 0.009638 0.029121 0.056282 0.040594
Ashok Leyland 0.011881845 0.025729 0.028464 0.040594 0.114793
Tata Power 0.024050125 -0.00414 0.026001 0.024217 0.026571
JSW Energy 0.02776658 0.005941 0.041251 0.028776 0.042812
Torrent Power 0.011721415 -0.01062 0.034106 0.014795 0.00702
ICICI 0.025764988 0.008272 0.007823 0.022386 0.02004
SBI 0.014511787 0.005893 -0.00043 0.032367 0.008255
TCS 0.0075231 0.002001 0.010931 0.020882 0.009878
Infosys 0.007655024 -0.01637 -0.00605 -0.00412 -0.02072
Wipro 0.002701721 0.000394 -0.00064 -0.00151 -0.00392
HCL Technologies 0.004733613 0.007847 -0.00241 0.004235 0.015974
HUL 0.005877211 0.004013 0.012323 0.028445 0.014933
Dabur 0.015327507 -0.00215 0.008259 0.02001 0.00241
Colgate Palmolive -0.002717165 -0.0223 0.00642 0.011484 -0.0054
ITC 0.004917006 -0.00022 0.012015 0.020704 0.008149
ICICI Lombard -0.003236688 0.023625 -0.00313 -0.00135 0.000712
 Calculations
Tata Power JSW Energy Torrent Power ICICI SBI TCS
3.76% 3.76% 3.76% 6.53% 6.53% 6.75%

-0.95% 9.11% 22.86% 27.96% 7.97% 26.80%

26.39% 28.46% 34.04% 25.47% 31.59% 25.23%
1.45 1.89 0.79 1.42 1.87 0.87

Tata Power JSW Energy Torrent Power ICICI SBI TCS

0.02405 0.027767 0.011721 0.025765 0.014512 0.007523
-0.00414 0.005941 -0.01062 0.008272 0.005893 0.002001
0.026001 0.041251 0.034106 0.007823 -0.00043 0.010931
0.024217 0.028776 0.014795 0.022386 0.032367 0.020882
0.026571 0.042812 0.00702 0.02004 0.008255 0.009878
0.067636 0.044147 0.054684 0.034353 0.047277 -0.00358
0.044147 0.078683 0.050939 0.030193 0.043916 0.006279
0.054684 0.050939 0.112541 0.031333 0.054462 -0.00284
0.034353 0.030193 0.031333 0.063039 0.052713 0.012926
0.047277 0.043916 0.054462 0.052713 0.09693 0.004351
-0.00358 0.006279 -0.00284 0.012926 0.004351 0.061816
0.002015 -0.00054 -0.00355 0.003394 0.00758 0.03351
-0.00442 -0.00065 -0.00089 0.012029 0.007431 0.024344
-1.60E-05 0.000183 -0.01495 0.009227 -0.00792 0.029108
0.010577 0.015732 0.00791 0.018539 0.014107 0.012325
0.006116 0.021044 0.018675 0.008641 0.014417 0.015826
0.013688 0.01417 0.015198 0.005386 0.003184 -0.01297
0.018099 0.008706 0.012787 0.022416 0.016796 0.01635
-0.00299 0.022765 0.00325 0.012811 0.015454 -0.00493
Infosys Wipro HCL TechnologiesHUL Dabur Colgate Palmolive
6.75% 6.75% 6.75% 7.51% 7.51% 7.51%

16.72% 15.97% 14.88% 35.64% 19.79% 20.61%

24.01% 21.48% 18.68% 17.33% 19.20% 20.98%
0.42 0.46 0.5 0.8 0.83 0.35

Infosys Wipro HCL Technologies HUL Dabur Colgate Palmolive

0.007655 0.002702 0.004734 0.005877 0.015328 -0.00272
-0.01637 0.000394 0.007847 0.004013 -0.00215 -0.0223
-0.00605 -0.00064 -0.00241 0.012323 0.008259 0.00642
-0.00412 -0.00151 0.004235 0.028445 0.02001 0.011484
-0.02072 -0.00392 0.015974 0.014933 0.00241 -0.0054
0.002015 -0.00442 -1.60E-05 0.010577 0.006116 0.013688
-0.00054 -0.00065 0.000183 0.015732 0.021044 0.01417
-0.00355 -0.00089 -0.01495 0.00791 0.018675 0.015198
0.003394 0.012029 0.009227 0.018539 0.008641 0.005386
0.00758 0.007431 -0.00792 0.014107 0.014417 0.003184
0.03351 0.024344 0.029108 0.012325 0.015826 -0.01297
0.056023 0.012015 0.014403 -0.00216 0.009299 -0.00742
0.012015 0.044808 0.019737 0.006135 0.003328 -0.01333
0.014403 0.019737 0.0339 0.003479 0.003488 -0.00914
-0.00216 0.006135 0.003479 0.02917 0.017388 0.015434
0.009299 0.003328 0.003488 0.017388 0.035795 0.014029
-0.00742 -0.01333 -0.00914 0.015434 0.014029 0.042778
0.006396 0.004649 0.011005 0.011721 0.009481 0.008237
-0.00615 0.00805 0.005445 0.001252 0.00065 -0.00509
ITC ICICI Lombard
7.51% 13.03%

6.71% 35.89%
20.14% 18.78%
0.66 0.68

ITC ICICI Lombard

0.004917 -0.00324
-0.00022 0.023625
0.012015 -0.00313
0.020704 -0.00135
0.008149 0.000712
0.018099 -0.00299
0.008706 0.022765
0.012787 0.00325
0.022416 0.012811
0.016796 0.015454
0.01635 -0.00493
0.006396 -0.00615
0.004649 0.00805
0.011005 0.005445
0.011721 0.001252
0.009481 0.00065
0.008237 -0.00509
0.039414 0.002338
0.002338 0.033732
 Expected Proportion
No. of Proportion
Sector Return (in in equities Per stock
stocks in portfolio
%) only

IT 18.59 4 27.007% 18.905% 4.726%

Banking 17.97 2 13.053% 9.137% 4.569%
Healthcare 0.77 3 0.839% 0.587% 0.196%
FMCG 20.69 4 30.057% 21.040% 5.260%
Power 10.34 3 11.266% 7.886% 2.629%
Automobile 6.53 2 4.743% 3.320% 1.660%
Insurance 35.89 1 13.035% 9.124% 9.124%
Total 100.000% 70.000%
 Apollo Hospitals Narayana Hrudalaya Fortis Healthcare M&M Ashok Leyland
01-10-2019 2.96% 19.10% 2.59% 8.11% 10.41%
01-09-2019 -7.47% -4.51% 8.86% 3.47% 6.59%
01-08-2019 11.58% 6.05% 3.46% -2.51% 0.16%
01-07-2019 -0.56% -8.42% -7.76% -16.08% -19.94%
01-06-2019 9.72% 2.06% 3.83% 1.28% -1.80%
01-05-2019 1.83% 17.51% -9.56% 0.27% 2.19%
01-04-2019 -0.90% -4.82% 2.06% -4.24% -4.76%
01-03-2019 7.60% 3.25% 0.74% 4.34% 5.55%
01-02-2019 -13.94% 8.71% -0.33% -5.02% 6.40%
01-01-2019 5.35% -2.90% -3.77% -15.40% -20.68%
01-12-2018 -0.51% -12.06% -4.87% 1.64% -8.77%
01-11-2018 10.85% -2.42% 5.24% 3.26% -2.05%
01-10-2018 9.98% -7.19% 4.00% -11.03% -3.69%
01-09-2018 -11.88% -2.91% -7.95% -10.81% -7.71%
01-08-2018 24.25% -2.89% 4.98% 3.97% 18.75%
01-07-2018 -9.12% 11.10% 3.56% 4.26% -10.33%
01-06-2018 10.22% 0.39% -8.36% -2.74% -15.03%
01-05-2018 -12.89% -15.35% -3.44% 5.69% -9.97%
01-04-2018 2.47% -1.45% 23.55% 18.19% 13.06%
01-03-2018 -11.50% -6.99% -22.81% 1.45% 2.79%
01-02-2018 3.46% 5.20% 14.92% -4.55% 12.21%
01-01-2018 -3.49% -4.31% -13.34% 1.59% 5.88%
01-12-2017 8.90% -0.23% 10.77% 6.80% 1.06%
01-11-2017 6.52% -2.62% 0.66% 4.59% -10.18%
01-10-2017 3.91% 1.29% -0.07% 7.22% 6.58%
01-09-2017 -7.17% 1.76% -1.40% -6.73% 14.94%
01-08-2017 -14.01% -2.98% -6.11% -2.32% -0.72%
01-07-2017 -1.22% -2.31% -3.98% 4.06% 16.68%
01-06-2017 5.24% -5.02% -16.99% -4.82% -0.69%
01-05-2017 -1.80% 2.75% -11.42% 6.09% 10.66%
01-04-2017 5.84% 2.60% 21.91% 3.78% 1.01%
01-03-2017 -10.49% -3.43% -6.28% -1.92% -6.73%
01-02-2017 5.82% -4.34% 4.93% 5.81% -0.11%
01-01-2017 4.25% -0.92% 1.60% 4.68% 13.30%
01-12-2016 -1.29% -0.67% 1.97% -0.03% 0.75%

Expected return 11.15% -5.82% -3.02% 4.22% 8.84%

Std. dev. 30.44% 24.39% 33.32% 24.07% 34.38%
Beta 0.5 0.48 0.48 0.83 0.99
Allocation 0.20% 0.20% 0.20% 1.66% 1.66%
Tata Power JSW Energy Torrent Power ICICI SBI TCS
-6.48% 2.77% -2.54% 10.08% 3.64% 0.78%
10.13% 0.34% 3.42% 5.87% -1.11% -7.09%
-6.28% -1.84% -8.94% -3.05% -17.56% 2.68%
-8.77% 1.64% 10.77% -2.86% -8.04% -0.16%
0.29% -8.73% 14.37% 3.16% 2.48% 1.40%
1.47% 5.31% -2.86% 3.98% 13.73% -2.82%
-8.13% -4.06% -1.67% 1.75% -3.37% 12.92%
12.76% 12.38% 5.99% 14.38% 19.22% 0.92%
-8.21% -3.58% -1.76% -3.92% -8.38% -1.31%
-7.16% -2.69% -5.54% 1.19% -0.76% 6.39%
0.92% 0.81% -3.36% 1.41% 3.95% -3.82%
-0.59% 5.32% 5.10% 0.04% 1.15% 1.77%
16.25% 5.45% 16.95% 16.18% 5.99% -11.24%
-14.15% -15.52% -16.39% -10.42% -14.24% 5.07%
8.78% 10.22% 9.63% 13.86% 5.49% 7.34%
1.77% 0.61% 7.90% 10.48% 13.17% 5.00%
-9.90% -19.99% -13.40% -3.64% -3.78% 7.01%
-7.93% -2.84% 6.17% 0.56% 9.40% -1.42%
11.77% 16.00% 7.76% 2.10% -1.40% 23.97%
-6.51% -9.85% -13.38% -11.14% -6.75% -6.13%
-5.06% -7.82% -4.89% -11.25% -14.45% -2.02%
-4.81% -5.09% -1.77% 12.40% 1.08% 15.22%
-1.27% 10.21% -1.10% 2.10% -3.26% 2.43%
11.54% -2.10% 5.57% 2.48% 4.76% 1.04%
9.13% 16.16% 28.82% 8.50% 20.46% 7.72%
-0.16% 9.11% 0.21% -7.20% -8.60% -2.42%
-3.35% -4.26% 15.50% -1.50% -11.12% 0.75%
1.80% 10.93% 3.62% 6.01% 14.20% 7.86%
-0.56% 1.75% -6.89% -2.23% -4.22% -7.23%
-3.92% -6.12% -16.04% 17.22% -0.50% 12.03%
-6.70% 6.68% -1.35% 0.60% -1.24% -6.52%
9.38% -3.83% 12.20% 0.18% 8.99% -1.40%
3.51% 7.13% 5.80% 2.75% 3.40% 11.24%
5.14% 3.48% 8.41% 5.35% 4.06% -5.74%
2.50% -1.42% 0.36% -3.86% -3.15% 3.93%

-0.95% 9.11% 22.86% 27.96% 7.97% 26.80%

26.39% 28.46% 34.04% 25.47% 31.59% 25.23%
1.45 1.89 0.79 1.42 1.87 0.87
2.63% 2.63% 2.63% 4.57% 4.57% 4.73%
Infosys Wipro HCL TechnologiesHUL Dabur Colgate Palmolive
-19.46% 6.42% 5.47% 8.99% 4.16% 0.60%
-1.14% -5.74% -1.61% 5.32% 0.35% 18.00%
2.68% -4.11% 6.36% 8.99% 5.24% 7.13%
9.95% -5.42% -2.83% -2.71% 6.48% 6.23%
-0.78% -2.06% -2.37% -0.05% 1.15% -2.14%
-1.81% -4.07% -7.67% 1.75% -0.54% -4.08%
1.01% 17.17% 8.82% 2.98% -2.62% -3.97%
1.30% -7.91% 3.38% -1.49% -6.68% 0.14%
-2.03% 0.30% 4.84% -1.74% -1.26% -1.85%
13.75% 11.59% 4.24% -3.10% 3.02% -4.72%
-1.27% 1.91% -4.99% 3.74% 5.27% 10.96%
-1.70% -1.98% -3.65% 8.78% 6.33% 9.14%
-5.98% 2.22% -2.96% 0.83% -9.87% 3.33%
1.32% 7.55% 4.16% -9.65% -10.83% -7.49%
5.57% 8.99% 8.43% 2.80% 14.32% 2.07%
7.90% 5.70% 4.19% 6.31% 7.69% -3.34%
6.12% -0.15% 1.97% 1.84% 2.13% -5.11%
2.69% -6.04% -13.53% 6.80% 3.76% 12.15%
5.98% -0.85% 8.69% 13.17% 12.48% 6.79%
-3.48% -3.98% 3.01% 1.18% 1.03% 1.52%
1.94% -3.49% -4.50% -3.77% -8.59% -7.16%
10.38% -3.04% 10.79% 0.11% 1.69% 2.32%
6.76% 7.66% 5.26% 8.20% 1.94% 6.11%
8.88% -0.73% -0.91% 2.83% 3.44% -2.26%
2.44% 4.92% -2.17% 5.41% 9.13% -0.20%
-1.64% -6.30% 1.33% -3.76% -3.21% -4.12%
-9.52% 3.69% -3.09% 5.54% 1.99% 3.06%
11.45% 11.65% 4.94% 8.02% 6.13% -2.82%
-4.25% -3.51% -0.86% 1.18% 4.34% 9.49%
6.32% 8.35% 6.16% 14.12% -2.37% -1.46%
-10.11% -4.16% -6.93% 2.54% 3.39% 4.04%
0.97% 6.75% 4.90% 5.30% 0.16% 10.58%
9.02% 6.72% 3.57% 1.23% 0.33% 1.42%
-8.11% -3.47% -2.03% 3.52% -0.77% -1.55%
3.59% 1.98% 3.00% -1.27% -1.49% -2.72%

16.72% 15.97% 14.88% 35.64% 19.79% 20.61%

24.01% 21.48% 18.68% 17.33% 19.20% 20.98%
0.42 0.46 0.5 0.8 0.83 0.35
4.73% 4.73% 4.73% 5.26% 5.26% 5.26%
ITC ICICI Lombard
-2.54% 11.70%
5.78% -3.81%
-9.09% 4.18%
-1.33% 8.86%
0.20% -5.44%
-7.57% 7.61%
1.38% 5.81%
7.68% 10.97%
-0.93% 5.78%
-1.07% 1.83%
-1.45% 3.68%
2.04% 3.84%
-5.93% -0.36%
-6.91% 1.57%
7.44% 2.69%
11.83% 11.62%
-0.14% -7.64%
-3.48% -0.72%
10.16% -4.28%
-3.60% -0.12%
-2.34% 1.00%
3.10% 1.47%
2.81% 8.56%
-3.63%
2.86%
-8.49%
-1.05%
-10.53%
3.80%
12.16%
-0.82%
6.90%
1.59%
6.81%
3.94%

6.71% 35.89%
20.14% 18.78%
0.66 0.68
5.26% 9.12%