Mutual Funds Group K

8/8/2019 Mutual Funds Group K

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P R E SE N TE D B Y : - G R OU P K

S U M I T A G A R W A L 1 1 7

S W A N A N D S H I N D E 1 1 8

S W A P N I L K O L I 1 1 9

T A N M A Y D E O D H A R 1 2 0

7-Nov-2010Mutual Funds

1

MUTUAL FUND


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Flow Of The Presentation

y Introduction

y History

y Overview of Mutual Funds

y Ratios

y Examples

y Conclusion

7-Nov-2010

2

Mutual Funds


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MUTUAL FUND


3

y A Mutual Fund is a trust that pools the savings of anumber of investors who share a common financialgoal.

y These investors buy units of a particular MutualFund scheme that has a defined investmentobjective and strategy.

y Collected Money invested by the Fund Manager in

different type of securities.y These could range from shares to debentures to

money market instruments, depending upon theschemes stated objectives.


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HISTORY OF THE INDIAN MUTUAL FUNDINDUSTRY


4

y Started in 1963 with the formation ofUnit Trust ofIndia

y Accelerated from the year 1987 when non-UTI playersentered the Industry

y First Phase 1964-87

y Second Phase 1987-1993 (Entry of PublicSector Funds)

y Third Phase 1993-2003 (Entry of PrivateSector Funds)

y Fourth Phase since February 2003


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Process:


5


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Why Invest In Mutual Funds?

yPark surpluses

y

Short term Investment

yEasy Liquidity

yTax benefits

7-Nov-2010

6

Mutual Funds


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TYPES OF MUTUAL FUND SCHEMES


7

BY STRUCTURE1. Open - Ended Schemes

2. Close - Ended Schemes3. Interval Schemes

BY INVESTMENT OBJECTIVE1. Growth Schemes

2. Income Schemes3. Balanced Schemes4. Money Market Schemes

BY NATURE1. Equity fund2. Debt funds

3. Balanced funds


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Terms used in risk analysis

y Beta Measures the market risk of funds.

Beta>1, fund is more sensitive or volatile than the market

movement Beta


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9



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y Sharpe Ratio It shows the return per unit of risk that a fund is able to

generate.

Sharpe = Rp Rf

y Treynor Ratio It shows risk adjusted returns per unit of market risk.

Treynor = Rp - Rf

10



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EQT Small Companies Fund

Top 10 Holding Type % of

Portfolio

Lynas Corporation Ltd Stock 7.92

Integra Mining Limited Stock 5.91

esol

te Mining Limited Conv.

ote

Stock 5.

Coote Ind

strial Ltd Stock 4.94

Kingsgate Consolidated Limited Stock 4. 6

ed 5 Limited Stock 4.79

Mesoblast Ltd Stock 4.69

Sirtex Medical Limited Stock 4.31

CSG Limited Stock 4.25

The MAC Services Gro

p

Limited

Stock 3.92

95.42%

4.5 %

Holdings

Domestic Shares

Cash


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Birla Sun Life Midcap Fund


Portfolio

Shriram TransFi Stock 3.71

YES BANK Stock 3.62

Exide Industries Stock 3.54

GlaxoSmith Con Stock 3.21

Cummins Stock 3.06

Castrol Stock 2.91

United Phos Stock 2.69

Aurobindo Pharm Stock 2.68

Allahabad Bank Stock 2.51

Ashok LeylandStock

2.46

96.26%

0.00%

3.74%

Holdings

Equity Debt Cash


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4.44%

27.30%

22.65%

-7.11%

3.76%

14.33%

3.90%

13.20%

35.60%

62.70%

9.20%

25.30%

-20.00%

-10.00%

0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%

70.00%

Small /Mid Cap Funds

EQT Small CompaniesFund

Birla Sun Life MidcapFund


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Ratio Comparison

Fund EQT Small CompaniesFund

Birla Sun Life MidcapFund - Plan A (G)

Mean 11.1 11.8SD 13.4 9.4

Beta 0.66 0.9

Sharp 4.14 6.24

Treynor 83.9 64.6


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MLC MKey InvSer/UT Aust Sh Gr Style Fund


Portfolio

BHP Billiton Limited Stock 7.92

National Australia Bank Limited Stock 5.91

Australia & Ne

Zealand

Bankin

r

Stock 5.

CSL Limited Stock 4.94

West

ac Bankin

Cor

oration Stock 4. 6

Common

ealth Bank of AUS Stock 4.79

Wool

orths Limited Stock 4.69

Telstra Cor

oration Limited Stock 4.31

Rio Tinto PLC Stock 4.25

QBE Insurance rou

Limited Stock 3.92

9 .6 %

1.27% 1.27%

Holdings

Domestic Shares

International Shares

Cash


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Principal Large Cap Fund


Portfolio

Reliance Stock 5.22

Infosys Stock 5.06

S IStock

.17

Allahabad ank Stock 3.71

HDFC ank Stock 3.61

ICICI ank Stock 3.58

Larsen Stock 3.

5

ITC Stock 3.11

ONGC Stock 3.09

Cipla Stock 2.97

98.3

%

1.66%

Holdings

Equity Cash


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2.10% 1.78%

7.01%5.11%

-6.30%

9.62%

2.90%

14.60%

36.50%

5.70%

26.20%

33.00%

-10.00%

-5.00%

0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%35.00%

40.00%

Large Cap Fund

MLC MKey InvSer/UTAust Sh Gr Style Fund

Principal Large Cap Fund


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Ratio Comparison

Fund EQT Small CompaniesFund

Birla Sun Life MidcapFund - Plan A (G)

Mean -0.8 12.3SD 5.5 11.2

Beta 1.0 0.8

Sharp -0.8 5.5

Treynor -4.2 75.5


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Perpetual Wholesale Property Income Fund


Portfolio

Australand Wholesale Property

Fund No 6

Stock 17.31

Goodman Australia Industrial

Fund

Stock 11.34

Perpetual Property Fund Stock 8.35

GPT Group Stock 7.86

Westfield Group Stock 7.20

Mirvac Wholesale Hotel Fund Stock 6.82

Stockland Stock 5.44

Mirvac Group Stock 4.25

Mirvac Real Estate Investment

Trust

Stock 3.46

CFS Retail Property Trust Stock 2.99

2.17% 0.58%

70.61%

26.64%

Holdings

Domestic SharesCashInfrastructureOthers


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Tata Infrastructure Fund (G)


Portfolio

SBI Stock 4.76

HDFC Bank Stock 4.68

GCStock

4.67

BHEL Stock 4.49

Larsen Stock 4.42

Voltas Stock 4.32

ICICI Bank Stock 4.27

LIC Housing Fin Stock 4.03

Crompton Greave Stock 3.95

Rural Elect Corporation Stock 3.93

99.44%

0.56%

Holdings

Equity Cash


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0.00%

1.99%3.90%

1.36%

-17.04%

-3.57%

0.60%

11.90%

28.70%

-1.30%

24.50% 24.00%

-20.00%

-10.00%

0.00%

10.00%

20.00%

30.00%

40.00%

InfrastructureFunds

Perpetual WholesaleProperty Income Fund

Tata Infrastructure Fund


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Ratio Comparison

Fund Perpetual WholesaleProperty Income Fund

Tata InfrastructureFund (G)

Mean -5.0 7.5SD 8.4 10.7

Beta 1.3 0.9

Sharp -3.0 3.5

Treynor -18.6 43.8


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BlackRock P Inv Global Allocation


Portfolio

US Treasury Bill Cash - T-Bill 6.56

US Treasury Bill Cash - T-Bill 4.17

US Treasury Bill Cash - T-Bill . 4

US TREASURY BILL Cash - T-Bill .0

US Treasury Note Bond - TIPS 1.64

SPDR Gold Shares Mutual Fund

(ETF)

1.54

United States Treas Bills Cash - T-Bill 1.51

US Treasury Note

.

75% Bond - TIPS 1.

1Japan(Govt Of) 0.80 % Bond - Treasury

(Non-US)

1.0

Petroleo Brasileiro S.A. Stock 0.99

65.78%!

.86%

" 1. " 5%

Holdings

Shares Cash FD


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BNP Paribas Flexi Debt Fund

Top 10 Holding Type % of Portfolio

7. # $ % & ' ver( )

e(

t ' f I(

0 ia( 1 $ 1 $ )

Debt19.54

2 3 4 I 4 56

i7 )

e(

t 8 i(

a(

ce 9 vt @ t 0 Debt 14.36

A

D8 B

C

a

(

D

@

t0

.

Debt

1 .91Nati '

(

al Aviati '(

B ' ' f I(

0 ia Debt 11.95

2 hrira)

Tra(

s7

' rt 8 i(

a(

ce B ' @ t 0 .

Debt6.1

2 hrira)

Tra(

s7

' rt 8 i(

a(

ce B ' @ t 0 .

Debt5.66

&

e)

i(

i I(

0

6

striesE

I)

agi(

g9

vt@ t 0

Debt 3.95

I @ E 8 2 @ t 0 . Debt 1.99

9 ' wer 8 i(

a(

ce B ' r7

' rati '(

@ i

)

ite 0

Debt1.99

I @ E 8 2 @ t 0 . Debt 1.97

F

1.7 G H

1F

.I 1H

I .G 7 H

Holdings

D T

ash

M ey Mar et


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1.60%

5.20%

13.49%

0.82%

6.60%

7.25%

0.10%

1.50%

4.90%

10.40% 10.40%

9.30%

0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%

Debt Fund

BlackRock P InvGlobal Allocation(Aus) (Class C)

BNP Paribas Flexi

Debt Fund


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Ratio Comparison

Fund Perpetual WholesaleProperty Income Fund

Tata InfrastructureFund (G)

Mean -5.0 -.76SD 8.4 4.5

Beta 1.3 -.01

Sharp -3.0 -.8

Treynor -18.6 300


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Thank You

Documents

Mutual Funds Group K