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    Abhijna V C
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    This document analyzes the returns of the TATA arbitrage fund over 3 years from 2020 to 2022. It calculates the mean annual return as 6.01 rupees per unit. It then finds the variance of returns from the mean as 0.8342 and the standard deviation of returns as 0.91334 rupees per unit.

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    This document analyzes the returns of the TATA arbitrage fund over 3 years from 2020 to 2022. It calculates the mean annual return as 6.01 rupees per unit. It then finds the variance of returns from the mean as 0.8342 and the standard deviation of returns as 0.91334 rupees per unit.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    12 views1 page

    QT cs2 PDF

    Uploaded by

    Abhijna V C
    This document analyzes the returns of the TATA arbitrage fund over 3 years from 2020 to 2022. It calculates the mean annual return as 6.01 rupees per unit. It then finds the variance of returns from the mean as 0.8342 and the standard deviation of returns as 0.91334 rupees per unit.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 1

    QUANTITATIVE TECHNIQUES

    ABHIJNA V C PES1UG22BB011

    CASE STUDY 2

    The fund chosen : TATA arbitrage fund direct growth


    Note: the data available was in returns per unit only and the total amount was not
    stated.
    year Return per unit(rupees)

    2020 5.85

    2021 4.98

    2022 7.20

    mean=sum of X/n= 5.85+4.98+7.20/3=6.01

    year Return per d= |d|^2


    unit(rupee x-mean
    s)

    2020 5.85 -0.16 0.0256

    2021 4.98 -1.03 1.0609

    2022 7.2 1.19 1.4161


    Sum of |d|^2=2.5026
    variance=(Ʃ|d|^2)/3
    =2.5026/3
    variance=0.8342

    Standard deviation= sqrt(0.8342)


    =0.91334

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