Mutual Fund

Group A (Period 36 months)

Group (Period 16 months)

Symbol

SEOS

NMBSF1

NIBLSF1

LVF1

GIMESL

NMBHF1

NEF

NIBLPF

1) Risk free return

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

0.4336

2) Impact of systematic risk

0.0874

0.1763

0.0856

−0.0683

−0.8005

−0.1847

0.1382

−0.2621

3) Impact of imperfect diversification

0.2494

0.2067

0.4592

0.2767

−2.6862

−0.1532

−1.3757

−0.3103

4) Return for taking risk (2+3)

0.3368

0.383

0.5448

0.2084

−3.4867

−0.3379

−1.2375

−0.5724

5) Net superior return (2+3)

0.0345

0.4174

0.0944

0.3854

−3.6792

−0.5215

−1.9934

−1.7990

6) Portfolio return (1+4+5)

0.8049

1.234

1.0728

1.0274

0.2412

0.2500

−0.3223

−0.7930