RISK RETURN ANALYSIS AND COMPARATIVE STUDY OF MUTUAL FUNDS

Page 89

= (101720.3- 961.4133)/ (116621.4- 664.3093) = 100758.9/ 115957.1 = 0.868932

Table:3.20 Ri

Rm

Ri-Rm

dev frm av

sq of dev

Rm2

FEB

-8.09014

-8.4203

0.330164

0.081521

0.006646

70.90152

MAR

1.195906

0.740971

0.454935

-0.04325

0.001871

0.549038

APRIL

6.986335

7.028881

-0.04255

0.454231

0.206326

49.40517

MAY

6.521175

5.998295

0.52288

-0.11119

0.012364

35.97955

JUNE

1.044536

2.192992

-1.14846

1.560142

2.434043

4.809216

JULY

6.04454

4.951768

1.092773

-0.68109

0.46388

24.52

AUG

-1.10725

-1.9259

0.818654

-0.40697

0.165624

3.709088

SEPT

11.32241

14.05824

-2.73583

3.147515

9.906851

197.6342

OCT

14.04015

15.15013

-1.10998

1.521668

2.315473

229.5264

NOV

-1.16032

0.588556

-1.74887

2.160557

4.668006

0.346398

DEC

7.222966

8.242504

-1.01954

1.431223

2.048399

67.93887

2008 JAN

-13.0016

-16.0409

3.039273

-2.62759

6.90422

257.3108

FEB

-0.01963

-0.57927

0.559639

-0.14795

0.02189

0.335555

MAR

-10.9318

-12.8552

1.923436

-1.51175

2.285389

165.2559

APRIL

8.727878

11.64918

-2.92131

3.332991

11.10883

135.7035

MAY

-3.7406

-5.5295

1.788892

-1.37721

1.896699

30.57534

2007 JAN


Issuu converts static files into: digital portfolios, online yearbooks, online catalogs, digital photo albums and more. Sign up and create your flipbook.