PERFORMANCE METRICS |
2012-13 |
2013-14 |
2014-15 |
STANDARD DEVIATION |
4.98 |
15.58 |
10.55 |
AVERAGE MONTHLY RETURN |
2.58 |
8.93 |
3.02 |
MONTHLY RISK FREE RATE |
0.68 |
0.62 |
0.74 |
MONTHLY RISK ADJUSTED RETURN |
1.90 |
8.31 |
2.29 |
ANNUAL RATE OF RETURN |
31.00 |
107.14 |
36.30 |
SHARPE RATIO |
1.32 |
1.85 |
0.75 |
WORST PEAK TO VALLEY DRAWDOWN |
3.90 |
1.66 |
18.90 |
LARGEST MONTHLY DRAWDOWN |
5.35 |
2.90 |
13.80 |
OUTPERFORMED THE BENCHMARK INDEX
(RRM PORTFOLIO - NIFTY CASH) |
24.14 |
89.62 |
9.97 |
OUTPERFORMED THE RISK FREE RETURN
(RRM PORTFOLIO - 364 DS RBI T/BILL) |
22.81 |
99.68 |
27.48 |
RISK FREE RETURN -
BASED ON RBI 364 DS T/BILL ~ 1ST QTR AVG |
8.19 |
7.46 |
8.82 |
BENCHMARK NIFTY CASH (APR to MAR)
5317.90 - 5682.55 = +364.65 pts (2012-13)
5704.40 - 6704.20 = +999.80 pts (2013-14)
6721.05 - 8491.00 = + 1769.95 pts (2014-15) |
6.86 |
17.53 |
26.33 |