| Group A (Period 36 months) | Group (Period 16 months) | ||||||
Risk Adjusted Measures/ Mutual Fund | Siddhartha Equity Oriented Scheme | NMB Sulav Investment Fund 1 | NIBL Samriddhi Fund 1 | Laxmi Value Fund 1 | Global IME Samunnat Scheme 1 | NMB Hybrid Fund L1 | Nabil Equity Fund | NIBL Pragati Fund 1 |
Symbol | SEOS | NMBSF1 | NIBLS 1 | LVF1 | GIMESL | NMBHF1 | NEF | NIBLPF |
Jensen’s alpha (α) | 0.2839 | 0.6242 | 0.5536 | 0.6621 | 0.6081 | 0.0012 | −0.8941 | −0.9645 |
Treynor Ratio (Tp) | 1.5369 | 2.0983 | 5.8659 | -2.5311 | −0.2926 | −0.7419 | 6.8755 | −2.2863 |
Market return Treynor ratio (Tm) | 0.3616 | 1.2114 | 0.7858 | 0.2913 | −1.2173 | −0.7467 | −1.2573 | −0.4626 |
Sharpe ratio (Sp) | 0.0520 | 0.1302 | 0.0898 | 0.0833 | −0.0324 | −0.1409 | −0.3010 | −0.2927 |
Market return Sharpe ratio (Sm) | 0.0472 | 0.0623 | 0.0765 | 0.0292 | −0.5877 | −0.2595 | 0.4928 | −0.1366 |