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 |