Portfolio Performance Analysis

Group 8
 Investment Strategy
• 50% of investments would be in equities, primarily in large and mid
cap stocks.
• Rest would be in debt securities, in a combination of money market
instruments, corporate bonds and government securities
• Aim to generate returns more than the benchmark indices while
taking moderate risks
 Equity Investment
We aim to invest 50% of our portfolio in equities listed on the BSE and
NSE. The broad equity investments would be in the following sectors:
Information Technology: After
Pharmaceuticals: The Autos: Urban consumption and
the revival of the American
government of India has taken spending bound to increase soon
economy this sector seems
steps to support the pharma after implementation of schemes
promising. In addition, the focus
sector recently (Pharma vision like OROP (One rank one
of the Indian government on
2020). This sector also benefits pension) and the 7th pay
Digital India is another reason to
from the devaluation of INR. commission.
bet on this sector.

FMCG (including consumer

Banks & Housing Finance:
durables): Evergreen. Will try
India is amongst the fastest
firms with products catering to
growing economies in the world
Urban demand. One of the
with a fast-growing demand for
defensive strategies with respect
affordable housing. (HDFC etc)
to long term returns.
 Equity Portfolio Returns
Stock Weights Share Price on Share Price on Returns
30th Oct (in ₹) 21st Nov (in ₹)

Tata Consultancy Services 5.00% 2252.8 2067.1 -8.24%

Infosys 5.00% 660.6 692.95 4.90%
MindTree 6.00% 711.2 706.55 -0.65%
Glenmark 6.00% 309.7 342.75 10.67%
Aurobindo Pharma 6.00% 463 428.5 -7.45%
Maruti Suzuki India 5.00% 7557 7065 -6.51%
Asian Paints 6.00% 1821.3 1682.8 -7.60%
Godrej Consumer Products 4.00% 732.95 711 -2.99%
ITC 3.00% 259.4 247.5 -4.59%
HDFC 2.00% 1248.3 1266.5 1.46%
Indiabulls Housing Finance 2.00% 214.25 234.55 9.47%
 Equity Portfolio Performance Analysis
Benchmark Variance 0.01955497
Portfolio Return(Equity) -1.67%
Benchmark Risk 13.98%
TRA Nifty 50 (30th Oct) 16620.07 Benchmark Annualised
8.52%
Return (predicted)
TRA Nifty 50 (Current) 16719.11 Portfolio Annualised Return -23.84%
Benchmark Return (Nifty 50) 0.60% Sharpe Ratio Portfolio Ex
-4.234699173
post
Portfolio Variance 0.005202983 Sharpe Ratio Ex Ante 0.612993136
Sharpe Ratio Benchmark 0.129287956
Portfolio Risk 7.21%

Active Return (Without Risk

-0.022634177
• The return of portfolio underperforms the
Adjustment) benchmark indices for the 3 week period
Portfolio Beta 1.0014 • Returns over a 2-3 year horizon may produce
Annualised past Return on different results
13.73% • 5 year returns data (2014-19) produces portfolio
Nifty 50
returns of 15.28%, over 13.98% return of
Ex Ante CAPM predicted
Return on Portfolio
13.744% benchmark index

Jensen Alpha -0.375794032

 Debt Market Securities
Security Code Issuer Name Maturity date Coupon Wts
Rate

678RIL20 Reliance Industries Limited 16-09-2020 6.78% 5%

INE110L07112 Reliance Jio Infotech Limited 15-06-2021 8.70% 5%

670IRFC21 Indian Railway Finance Corp Ltd 24-11-2021 6.70% 5%
9MMFSL26 M&M Financial Services Ltd 06-06-2026 9.00% 5%
844HBL28 HDFC Bank limited 28-12-2028 8.44% 10%
732NTPC17JUL29 NTPC 17-07-2029 7.32% 6%

945SBIPERP State Bank of India 31-12-9999 9.45% 2%

• Rest of the investments were made in 91 day, 1 year, 5 year & 10 year G secs
 Debt Investment Performance
Metrics Coupon
Rate

Returns (over 3 weeks) 0.033%

Annualized Returns 4.09%

Benchmark Indices 0.0949%
Return (3 weeks)
Annualized
Benchmark Returns 2.30%
 Total Portfolio Performance
Metrics Coupon
Rate

Returns (over 3 weeks) -1.637%

Annualized Returns -15.96%

Benchmark Indices 0.3949%
Return (3 weeks)
Annualized
5.98%
Benchmark Returns