Scribd
Upload
16 views10 pages

Comparing Sharpe Ratios of Mutual Funds

The document analyzes and compares several mutual funds across various metrics such as expense ratio, returns since inception, downside protection, beta, standard deviation, Sharpe ratio, and fund manager rankings. Based on the analysis, Axis Small Cap fund is selected, which has the second best returns since inception, lowest expense ratio of 0.48%, and second best downside protection. The fund is managed by Anupam Tiwari and will be reviewed again in August 2023.

Uploaded by

subbu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
16 views10 pages

Comparing Sharpe Ratios of Mutual Funds

The document analyzes and compares several mutual funds across various metrics such as expense ratio, returns since inception, downside protection, beta, standard deviation, Sharpe ratio, and fund manager rankings. Based on the analysis, Axis Small Cap fund is selected, which has the second best returns since inception, lowest expense ratio of 0.48%, and second best downside protection. The fund is managed by Anupam Tiwari and will be reviewed again in August 2023.

Uploaded by

subbu
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Fund Name Expense Ratio Exit Load Age of Fund

UTI Nifty Index Fund 0.21 0%


Fund Name Expense Ratio
Nippon India Small Cap 1.03%
Axis Small Cap 0.48%
Kotak Small Cap 0.49%
SBI Small Cap 0.76%

Finalized Fund:
Axis Small Cap

1. Less Exepense Ratio


2. Fund Manager Ranking
3. Second best returns from inception
4. Number 1 downside protection
5. Less Beta and Less SD
Reasons: 6. Second best Sharpe Ratio
Fund Manager Anupam Tiwari
Expense Ratio 0.48
Return Since Inception 22.10%
Downside Protection Good
Less Beta 0.74
Less SD 15.46

Need to Review on Aug 2023


Exit Load
1% if Reedmed before 30 days
For units in excess of 10% of the investment, 1% will be charged for redemption within 12 months
For units in excess of 10% of the investment, 1% will be charged for redemption within 12 months
1% if Reedmed before 1 Year
Fund Manager Ranking based on citywire Return Since Inception Fund Age Downside Ranking
1st 19.08% 11 Years 2nd
2nd 22.16% 8 Years 1st
3rd 16.79% 17 Years 3rd
4th 19.41% 12 Years
Beta(Should be less) Standard Deviation(Should be less) Sharpe Ratio(Higher the ratio)
0.92 18.07 1.16
0.74 15.46 1.29
0.77 15.68 1.43
Fund Name Expense Ratio
PGIM India Mid Cap 0.45%
Quant Mid Cap 0.63%
Axis Mid Cap 0.51%
SBI Magnum Mid Cap 1.03%
Parag Parkih 0.79%

Green
PGIM 4
Quant 2
PP 2

Resons to Chose PGIM Reasons to Chose PP


2nd Ranking Fund Manager 1st Ranking Fund Manager
Less Expense Ratio Less Standard Deviation
Return on inception is high
Downside Protection Ranking
Higher Sharpe Ratio

Final PGIM
More Adv Points
Fund Manager: Anirudhha Naha
Exit Load
0.5% For redumption within 90 days
0.5% For redumption within 90 days
An exit load of 1% will be charged for investments more than 10% if redeemed / switched out within 12 months.
1% For redumption within 1 year
For units above 10% of the investment, exit load of 2% if redeemed within 365 days and 1% if redeemed after 365 days but on

Blue
Fund Manager Ranking based on citywire Return Since Inception Fund Age Downside Ranking
2nd 19.82% 8y 8m 1st
Not listed 16.57% 9y 6m 1st
Not listed 19.31% 9y 6m 3rd
3rd 19.52% 9y 6m 2nd
1st 19.16% 9y 2m 2nd

Orange
1
3
1
Beta(Should be less) Standard Deviation(Should be less) Sharpe Ratio(Higher the ratio)
0.95 25.01 1.08
0.84 23.8 1.06
0.74 19.54 0.82
0.98 25.51 0.79
0.78 19.29 0.94
P/E(Should be less)
26.08
16.12
33.05
28.47
16.37

You might also like