RISK RETURN ANALYSIS AND COMPARATIVE STUDY OF MUTUAL FUNDS

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NAV

S&P CNX 500

Ri

Rm

Ri Rm

Rm-Rm av

sqr(RmRm av)

Rm2

2007 JAN

64.459

4899.39

FEB

61.259

4504.73

-4.9644

-8.05529

39.98964

-9.0864

82.5626 8

64.88 767

MAR

60.3

4605.89

-1.56548

2.24564

-3.51551

1.214527

1.47507 7

5.042 897

APL

65.818

4934.46

9.150912

7.133692

65.27979

6.10258

37.2414 8

50.88 956

MAY

69.818

5185.95

6.077365

5.096606

30.97394

4.065494

16.5282 4

25.97 54

JUN

73.27

5223.82

4.944284

0.730242

3.610525

-0.30087

0.09052 3

0.533 254

JULY

76.914

5483.25

4.973386

4.966289

24.69927

3.935177

15.4856 2

24.66 403

AUG

76.323

5411.29

-0.76839

-1.31236

1.008405

-2.34347

5.49186 3

1.722 29

SEP

83.09

6094.11

8.866266

12.61843

111.8784

11.58732

134.266

159.2 248

OCT

96.061

7163.3

15.61078

17.54465

273.8857

16.51353

272.696 8

307.8 146

NOV

99.034

6997.6

3.094908

-2.31318

-7.15908

-3.34429

11.1842 9

5.350 8

DEC

106.53 8

7461.48

7.577196

6.62913

50.23022

5.598018

31.3378

43.94 536

2008 JAN

88.367

6245.45

-17.0559

-16.2974

277.9672

-17.3285

300.278 6

265.6 065

FEB

87.439

6356.92

-1.05017

1.784819

-1.87436

0.753707

0.56807 5

3.185 58

MAR

75.967

5762.88

-13.12

-9.34478

122.6035

-10.3759

107.659 1

87.32 486

APL

79.418

6289.07

4.542762

9.130678

41.4785

8.099566

65.6029 6

83.36 928

MAY

75.065

5937.81

-5.48113

-5.58525

30.61343

-6.61636

43.7761 9

31.19 497

JUN

64.169

4929.98

-14.5154

-16.9731

246.3716

-18.0042

324.151 4

288.0 859


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