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Mutual Fund
Mutual Fund
Mutual Fund
DATE
NAV
AVERAGE MPS
NEPSE Index
Sep-69
10.211
-12.88
525.8216
Oct-69
10.374
12.88
516.5677
Nov-69
10.682
11.92
540.6272
Dec-69
11.277
11.56
522.6865
Jan-70
10.528
11.38
500.5926
Feb-70
10.796
10.61
498.096
Mar-70
11.33
10.11
497.0377
Apr-70
11.789
10.53
535.7764
May-70
11.87
10.56
548.6302
Jun-70
12.45
10.32
548.7511
Jul-70
12.87
10.83
583.7671
Sep-70
15.01
12.12
678.3471
Oct-70
16.33
12.12
777.7567
Nov-70
16.22
12.8
786.4978
covariance
variance
beta
standard deviation
siddhartha NEPSE
0.06707038 0.074353
0.31410535 0.074353
0.2135283
1
0.58160751 0.28297
Returns MPS
Returns NEPSE
-2 -0.0175989347
-0.0745341615
0.0465756957
-0.0302013423 -0.0331849748
-0.0155709343 -0.0422698884
-0.0676625659 -0.0049872891
-0.0471253534 -0.0021246908
0.0415430267
0.0779391583
0.0028490028
0.0239909783
-0.0227272727
0.000220367
0.0494186047
0.0638103504
0.1191135734
0.1620166673
0
0.1465468047
0.0561056106
0.0112388617
-1
-1
0.6609
MONTHLY DATA
DATE
NAV
Jan-70
Feb-70
Mar-70
Apr-70
May-70
Jun-70
Jul-70
Sep-70
Oct-70
Nov-70
AVERAGE MPS
9.94
9.97
10.22
10.7
10.74
11.33
11.64
13.31
14.31
14.57
NEPSE Index
11.16
500.5926
10.64
498.096
9.97
497.0377
10.05
535.7764
9.85
548.6302
9.43
548.7511
9.64
583.7671
11.01
678.3471
11.01
777.7567
11.75
786.4978
covariance
variance
beta
standard deviation
Nabil
NEPSE
0.0977091394 0.103142
0.0946672593 0.103142
1.032132335
1
0.3243236712 0.33853
ys t-bill rate)
Returns MPS
Returns NEPSE
-0.0465949821 -0.0049872891
-0.0629699248 -0.0021246908
0.0080240722
0.0779391583
-0.0199004975
0.0239909783
-0.0426395939
0.000220367
0.0222693531
0.0638103504
0.1421161826
0.1620166673
0
0.1465468047
0.0672116258
0.0112388617
-1
-1
0.6609