PERFORMANCE EVALUATION OF SELECTED MUTUAL FUND

Scheme Name Standard Deviation Beta Sharpe Ratio

ICICI Prudential Large & Mid Cap Fund- Growth 13.96 0.91 1.30
Kotak Equity Opportunities Fund - Growth 13.49 0.89 1.02
HDFC Large and Mid Cap Fund - Regular - Growth 15.05 1.00 1.30
Nippon India Vision Fund - Growth 14.53 0.97 1.00
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth 15.21 1.00 0.55
D MUTUAL FUNDS
Annual NAV (Net
Jension's Treynor's
Return Asset Value)
Alpha Ratio
(2023) Jan 16
4.00 0.20 29% 782.27
-0.22 0.15 29% 272.26
3.85 0.19 37% 282.414
-0.67 0.15 33% 1153.604
-6.17 0.08 26% 775.25
 Standard
Scheme Name Category
Deviation

ICICI Prudential Large & Mid Cap Fund- Growth Large & Mid Cap Fund 13.96
Kotak Equity Opportunities Fund - Growth Large & Mid Cap Fund 13.49
HDFC Large and Mid Cap Fund - Regular - Growth Large & Mid Cap Fund 15.05
Nippon India Vision Fund - Growth Large & Mid Cap Fund 14.53
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth Large & Mid Cap Fund 15.21
 Risk Ratio returns
Interpretation Interpretation
(compared to (compared to Interpretation (compared Jension's
Beta Sharpe Ratio
category avg of category avg of to category avg of 0.98) Alpha
14.27) 0.93)
Low volatility 0.91 Low volatility 1.30 Better risk adjusted return 4.00
Low volatility 0.89 Low volatility 1.02 Better risk adjusted return -0.22
High volatility 1.00 High volatility 1.30 Better risk adjusted return 3.85
High volatility 0.97 High volatility 1.00 Better risk adjusted return -0.67
High volatility 1.00 High volatility 0.55 Poor risk adjusted return -6.17
Interpretation (compared Treynor's Interpretation (compared
to category avg of -0.02) Ratio to category avg of 0.15)

Better risk adjusted return 0.20 Better risk adjusted return

Poor risk adjusted return 0.15 Better risk adjusted return
Better risk adjusted return 0.19 Better risk adjusted return
Poor risk adjusted return 0.15 Better risk adjusted return
Poor risk adjusted return 0.08 Poor risk adjusted return
 Investment Returns
Scheme Name Category Name AuM (Cr)
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth Large & Mid Cap Fund 5566.35
HDFC Large and Mid Cap Fund - Regular - Growth Large & Mid Cap Fund 15021.94
ICICI Prudential Large & Mid Cap Fund- Growth Large & Mid Cap Fund 10267.70
Kotak Equity Opportunities Fund - Growth Large & Mid Cap Fund 17782.63
Nippon India Vision Fund - Growth Large & Mid Cap Fund 4057.41
nt Returns
1W 1M 3M 6M YTD 1Y 2Y 3Y 5Y 10Y
1012.5 1022.2 1107.1 1165.6 1012.9 1319.1 1069 1502.5 2020.2 4476.3
1016.9 1038.3 1154.5 1240.3 1021 1418.4 1451.8 2063.7 2573 4082.7
1014.7 1032.6 1138.7 1210.3 1020 1338 1397.9 1994.4 2501.1 4610.8
1013.3 1029 1101.9 1169.6 1010.6 1316 1329.4 1758.1 2405.7 5205.3
1014.4 1036 1151.7 1228.9 1016.3 1381.8 1340.2 1792 2271.4 4351.7
 Monthly Returns
Scheme Name Category Name MTD
ICICI Prudential Large & Mid Cap Fund- Growth Large & Mid Cap Fund 2%
Kotak Equity Opportunities Fund - Growth Large & Mid Cap Fund 1%
HDFC Large and Mid Cap Fund - Regular - Growth Large & Mid Cap Fund 2%
Nippon India Vision Fund - Growth Large & Mid Cap Fund 2%
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth Large & Mid Cap Fund 1%
Monthly Returns
Dec'23 Nov'23 Oct'23 Sep'23 Aug'23 Jul'23 Jun'23 May'23 Apr'23 Mar'23
5% 9% -3% 2% 0% 5% 4% 4% 3% -1%
5% 7% -3% 1% 1% 5% 4% 4% 4% -1%
7% 9% -3% 1% 1% 6% 6% 4% 5% -1%
7% 9% -3% 1% 1% 4% 5% 5% 4% -1%
5% 8% -4% 0% 2% 4% 5% 5% 4% -1%
Feb'23
-1%
0%
-2%
0%
0%
 Annual Returns
Scheme Name Category Name YTD
ICICI Prudential Large & Mid Cap Fund- Growth Large & Mid Cap Fund -
Kotak Equity Opportunities Fund - Growth Large & Mid Cap Fund 0%
HDFC Large and Mid Cap Fund - Regular - Growth Large & Mid Cap Fund -
Nippon India Vision Fund - Growth Large & Mid Cap Fund -
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth Large & Mid Cap Fund 2%
 Annual Returns
2023 2022 2021 2020 2019 2018 2017 2016 2015
29% 12% 39% 11% 6% -6% 30% 10% -1%
29% 7% 28% 16% 13% -5% 35% 9% 3%
37% 8% 41% 11% 6% -3% 29% 4% -5%
33% 2% 31% 13% 6% -16% 41% 4% -3%
26% -13% 36% 18% 9% -13% 42% 8% 5%
2014 2013
38% 10%
50% 3%
27% 4%
60% -1%
60% 6%
 NAV Details (16/01/2024)
Scheme Name Category Name AuM (Cr)
ICICI Prudential Large & Mid Cap Fund- Growth Large & Mid Cap Fund 10267.7
Kotak Equity Opportunities Fund - Growth Large & Mid Cap Fund 17782.631
HDFC Large and Mid Cap Fund - Regular - Growth Large & Mid Cap Fund 15021.937
Nippon India Vision Fund - Growth Large & Mid Cap Fund 4057.413
Aditya Birla Sun Life Equity Advantage Fund - Regular Plan - Growth Large & Mid Cap Fund 5566.351
etails (16/01/2024)
NAV 1D Change NAV Date 52W High 52WH as on 52W Low 52WL as on
782.27 0% 16-Jan-24 784.24 15-Jan-24 556.07 28-Mar-23
272.26 0% 16-Jan-24 272.84 15-Jan-24 198.851 28-Mar-23
282.414 0% 16-Jan-24 283.457 15-Jan-24 187.195 28-Mar-23
1153.604 0% 16-Jan-24 1158.802 15-Jan-24 801.784 28-Mar-23
775.25 0% 16-Jan-24 777.7 15-Jan-24 559.95 28-Mar-23