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