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Culture Documents
Asset
Expected
Return Risk
Two Asset Portfolio
1 15% 10% 35%
2 30% 15% 30%
25%
Correltion coefficient of returns between the assets = -0.5
Return %
20%
15%
Standard Expected 5%
Portfolio # Asset 1 Asset 2 Deviation Return 0%
4% 6% 8% 10% 12% 14% 16%
1 100% 0% 10.00% 15.00%
2 90% 10% 8.35% 16.50% Risk (Standard Deviation) %
3 80% 20% 7.00% 18.00%
4 70% 30% 6.14% 19.50%
5 60% 40% 6.00% 21.00%
6 50% 50% 6.61% 22.50%
7 40% 60% 7.81% 24.00%
8 30% 70% 9.37% 25.50%
9 20% 80% 11.14% 27.00%
10 10% 90% 13.03% 28.50%
11 0% 100% 15.00% 30.00% <=B25*$B$7+C25*$B$8
=SQRT(B25^2*$C$7^2+C25^2*$C$8^2+2*$F$10*B25*C25*$C$7*$C$8)
io
2% 14% 16%
n) %
Quarterly Return of Selected Funds during the Past Five Years
Return
MF9 MF10 Variance
Birla Sun
R* Shares
Life GSec
Golld ETF
- LTF (G)
Standard Deviation
5.19% 7.32% Sharpe Ratio
2.49% -7.18%
-0.41% 4.62%
-0.51% -3.28%
-1.01% -5.88%
3.49% 11.12%
-0.81% -1.58%
-1.11% 4.22%
-1.01% -1.78%
-1.11% 1.82%
-0.81% 16.12%
0.99% -1.08%
-0.21% 0.72%
1.19% 0.42%
-0.21% 2.12%
0.19% -5.38%
0.39% -5.88%
2.99% -18.68%
-8.81% 12.92%
-0.91% -10.68%
Final Portfolio
Annual
Asset Return
ICICI Pru Focused Bluechip Eqty (G) 22.43%
Quantum Long-Term Equity (G) 22.78%
DSP-BR Micro Cap Fund - RP (G) 29.08%
SBI Emerging Busi (G) 23.60%
Reliance Equity Oppor - RP (G) 25.08%
ICICI Pru Exp&Other Services-RP (G) 25.89%
HDFC Balanced Fund (G) 21.69%
HDFC Prudence Fund (G) 20.33%
Birla Sun Life GSec - LTF (G) 9.14%
R* Shares Golld ETF 12.90%
Risk Free Asset 8.00%
Total
MF2 MF3 MF4 MF5 MF6 MF7 MF8 MF9 MF10
Quantum DSP-BR Reliance ICICI Pru
SBI HDFC HDFC Birla Sun
Long- Micro Cap Equity Exp&Othe R* Shares
Emerging Balanced Prudence Life GSec
Term Fund - RP Oppor - r Services- Golld ETF
Busi (G) Fund (G) Fund (G) - LTF (G)
Equity (G) (G) RP (G) RP (G)
5.27% 6.59% 5.44% 5.76% 5.93% 5.03% 4.74% 2.21% 3.08%
22.78% 29.08% 23.60% 25.08% 25.89% 21.69% 20.33% 9.14% 12.90%
1.47% 3.51% 2.85% 2.03% 1.84% 1.00% 1.59% 0.07% 0.64%
5.89% 14.06% 11.42% 8.11% 7.35% 4.00% 6.37% 0.28% 2.56%
24.26% 37.49% 33.79% 28.48% 27.11% 20.01% 25.25% 5.32% 16.01%
12.13% 18.75% 16.90% 14.24% 13.56% 10.00% 12.62% 2.66% 8.01%
24.26% 37.49% 33.79% 28.48% 27.11% 20.01% 25.25% 5.32% 16.01%
Weights
20.00%
0.00%
0.00%
0.00%
0.00%
20.00%
20.00%
0.00%
20.00%
20.00%