3 years monthly data

Date bench mark Nav mf %

Jan-16 10,417.26 25.11 0.00%
Feb-16 9,575.10 23.81 -5.18%
Mar-16 10,618.95 21.6 -9.28%
Apr-16 11,042.92 24.51 13.47%
May-16 11,366.04 24.51 0.00%
Jun-16 11,717.22 24.48 -0.12%
Jul-16 12,661.06 26.3 7.43%
Aug-16 13,217.31 26.29 -0.04%
Sep-16 13,166.68 27.1 3.08%
Oct-16 13,408.27 27.71 2.25%
Nov-16 12,498.62 27.3 -1.48%
Dec-16 12,031.34 24.91 -8.75%
Jan-17 12,857.47 25.58 2.69%
Feb-17 13,552.22 25.76 0.70%
Mar-17 14,096.65 27.81 7.96%
Apr-17 14,798.45 28.76 3.42%
May-17 14,625.29 28.74 -0.07%
Jun-17 14,644.48 29.74 3.48%
Jul-17 15,389.57 30.52 2.62%
Aug-17 15,539.79 30.72 0.66%
Sep-17 15,436.01 32 4.17%
Oct-17 16,587.98 32.18 0.56%
Nov-17 16,917.44 33.23 3.26%
Dec-17 17,822.40 33.13 -0.30%
Jan-18 17,364.20 35.01 5.67%
Feb-18 16,562.59 33.49 -4.34%
Mar-18 15,962.59 33.38 -0.33%
Apr-18 17,012.03 33.87 1.47%
May-18 16,013.81 35.61 5.14%
Jun-18 15,450.90 35.04 -1.60%
Jul-18 16,013.44 34.09 -2.71%
Sep-18 16,881.33 37.85 11.03%
Oct-18 14,763.20 34.27 -9.46%
Nov-18 14,612.59 33.9 -1.08%
Dec-18 15,039.35 35.67 5.22%
Jan-19 15,438.45 35.6 -0.20%
Feb-19 14,560.09 34.87 -2.05%
Mar-19 14,318.36 35.000 0.37%
My role in this project was to advise the client why should he i
benchmark % active return
0.00% 0.00%
-8.08% 2.91%
10.90% -20.18%
3.99% 9.48%
2.93% -2.93%
3.09% -3.21%
8.06% -0.62%
4.39% -4.43%
-0.38% 3.46%
1.83% 0.42%
-6.78% 5.30%
-3.74% -5.02%
6.87% -4.18%
5.40% -4.70%
4.02% 3.94%
4.98% -1.56%
-1.17% 1.10%
0.13% 3.35%
5.09% -2.47%
0.98% -0.32%
-0.67% 4.83%
7.46% -6.90%
1.99% 1.28%
5.35% -5.65%
-2.57% 8.25%
-4.62% 0.27%
-3.62% 3.29%
6.57% -5.11%
-5.87% 11.01%
BSE-Midcap Vs Axis m
-3.52% 1.91%
3.64% -6.35%
5.42% 5.61% 1.2
-12.55% 3.09%
-1.02% -0.06% 1
2.92% 2.30%
2.65% -2.85% 0.8
-5.69% 3.64%
-1.66% 2.03% 0.6
0.02% 0.054594
0.4

0.2

0
1
 0.2

0
1
e the client why should he invest in this scheme. I calculated Risk, Return and ratio part in excel. In Return part, I calculated annual return

Series1 Series2
 RETURN MEASURE
Axis MF S&P BSE Mid Cap
average 0.99128% 0.97%
annual average return 11.90% 11.60%
holding period return 39.39% 37.45%

RISK MEASURES
Axis MF S&P BSE Mid Cap
SD 0.048488 VARIANCE
ANNUAL DEV 0.16796750913711 ANNUAL VARIANCE

CORRELATION(r) 0.377147003037029
R Square r2 0.142239861899813
COVARIANCE 0.0009010634315299
BETA 0.0301142572751888
risk free return

sharpe ratio 0.350978920

trenoyor ratio 1.957645986
alpha 0.30%
tracking Error 0.189120600788459

BSE-Midcap Vs Axis mid cap

1.2

0.8

0.6

0.4

0.2

0
1
 0.2

0
1
cel. In Return part, I calculated annual return and daily return of NAV and benchmark price of the past 5 years with the help of yahoo finan

Series1 Series2
S&P BSE Mid Cap

S&P BSE Mid Cap

0.002493457454653
0.029921

6%
he past 5 years with the help of yahoo finance and AMFI Websites , then I calculated major of dispersion part called risk (CORRELATION, CO
called risk (CORRELATION, COVARIANCE, BETA) and finally in ratio part I interpret this ratio to select a scheme (Sharpe ratio, trenoyor ratio
e (Sharpe ratio, trenoyor ratio, alpha, tracking Error)