EMERGING EMERGING STAR

BUSINESS FUND (ICICI

FUND (SBI) PRUDENTIAL)

Dividend Growth Dividend Growth

Average
0.14 0.94 -0.058 0.47
return
Beta 1.22 1.22 -0.0157 1.045
SD 13.86 13.24 11.47 11.27
Alpha -0.89 0.07 -0.0443 -0.38
Sharpe
0.004 0.065 -0.012 0.0346
ratio
Treynor
0.04 0.04 8.76 0.37
ratio

Average return
1
EMERGING EMERGING STAR
BUSINESS FUND (ICICI 0.8
FUND (SBI) PRUDENTIAL)

DIVIDEND 0.14 -0.058 0.6

GROWTH 0.94 0.47
0.4

0.2

0
EMERGING BUSI
FUND (SBI)
-0.2

1.4
1.2
BETA
1
0.8
0.6
0.4
0.2
0
D (SBI)

-0.2
TA
 1.4
1.2
1
0.8
0.6
0.4
EMERGING EMERGING STAR 0.2
BUSINESS FUND (ICICI 0

EMERGING BUSINESS FUND (SBI)

FUND (SBI) PRUDENTIAL) -0.2

BETA
DIVIDEND 1.22 -0.0157

GROWTH 1.22 1.045

16

14
STANDARD DEVIATION
12

10
EMERGING EMERGING STAR
BUSINESS FUND (ICICI 8
FUND (SBI) PRUDENTIAL)
6
DIVIDEND 13.86 11.47
4

GROWTH 13.24 11.27 2

0
EMERGING BUSINESS FUND EMERGING
(SBI) PRUDENTIA
STANDARD DEVIATION
 0.2

0
EMERGING BUSINESS FU
Alpha

EMERGING
EMERGING
STAR FUND
BUSINESS FUND
(ICICI
(SBI)
PRUDENTIAL)

-0.89
DIVIDEND -0.0443
GROWTH 0.07 -0.38

-1

Sharpe ratio 0.07

0.06
EMERGING
EMERGING 0.05
STAR FUND
BUSINESS FUND
(ICICI
(SBI) 0.04
PRUDENTIAL)
0.03
DIVIDEND 0.004 -0.012
0.02

GROWTH 0.065 0.0346 0.01

0
EMERGING BUSINESS FUND
-0.01 (SBI)
Sha
-0.02
 10

Treynor ratio 8

7
EMERGING
EMERGING
STAR FUND
BUSINESS FUND 6
(ICICI
(SBI)
PRUDENTIAL) 5

4
0.04
DIVIDEND 8.76 3

GROWTH 0.04 0.37 2

0
EMERGING BUSINESS FUND (S
Tre

AVERAGE RETURNS

EMERGING
EMERGING
STAR FUND
BUSINESS
(ICICI
FUND (SBI)
PRUDENTIAL)

DIVIDEND 0.14 0.94

GROWTH 0.94 0.47
 1

0.8

0.6

0.4
DIVIDEND
GROWTH
0.2

0
EMERGING BUSINESS EMERGING STAR FUND
FUND (SBI) (ICICI PRUDENTIAL)
-0.2 Average return

MAGNUM
TAXGAIN
SCHEME (SBI)
ENTIAL)
TA
 Dividend Growth
Average
-0.36 0.67
return

EMERGING STAR FUND (ICICI PRUDENTIAL)

Beta -0.1 0.9
BETA

DIVIDEND
SD 8.4 9.063
GROWTH
Alpha 0.444 0.086
Sharpe
-0.052 0.065
ratio
Treynor
4.4 -0.23
ratio

MAGNUM TAX PLAN

TAXGAIN (ICICI
SCHEME (SBI) PRUDENTIAL)
Dividend Growth Dividend
Average
-0.36 0.67 0.6
return
Beta -0.1 0.9 1.01
DIVIDEND
GROWTH SD 8.4 9.063 10.2
Alpha 0.444 0.086 -0.34
Sharpe
-0.052 0.065 0.05
ratio
Treynor
4.4 -0.23 0.515
ratio
BUSINESS FUND EMERGING STAR FUND (ICICI
PRUDENTIAL)
STANDARD DEVIATION
0.2 MAGNUM
TAXGAIN
SCHEME (SBI)
0 Dividend Growth
EMERGING BUSINESS FUN... EMERGING STAR FUND (ICICI
PRUD... Average
-0.36 0.67
A return
Beta -0.1 0.9
DIVIDEND SD 8.4 9.063
GROWTH Alpha 0.444 0.086
Sharpe
-0.052 0.065
ratio
Treynor
4.4 -0.23
ratio

-1

MAGNUM
TAXGAIN
SCHEME (SBI)
Dividend Growth
Average
-0.36 0.67
return
Beta -0.1 0.9
SD 8.4 9.063
DIVIDEND
Alpha 0.444 0.086
GROWTH
Sharpe
-0.052 0.065
ratio
Treynor
4.4 -0.23
ratio
EMERGING BUSINESS FUND EMERGING STAR FUND (ICICI
(SBI) PRUDENTIAL)
Sharpe ratio
 MAGNUM
TAXGAIN
SCHEME (SBI)
Dividend Growth
Average
-0.36 0.67
return
Beta -0.1 0.9
SD 8.4 9.063
Alpha 0.444 0.086
DIVIDEND
GROWTH Sharpe
-0.052 0.065
ratio
Treynor
4.4 -0.23
ratio

EMERGING BUSINESS FUND (SBI) EMERGING STAR FUND (ICICI

PRUDENTIAL)
Treynor ratio
TAX PLAN
(ICICI
PRUDENTIAL)
 Dividend Growth

0.6 2.82

1.01 1.36
10.2 21.61
-0.34 1.56

0.05 0.13

0.515 2.01

TAX PLAN
(ICICI
PRUDENTIAL)
Growth

2.82

1.36
21.61
1.56

0.13

2.01
TAX PLAN
(ICICI
PRUDENTIAL)
Dividend Growth

0.6 2.82

1.01 1.36
10.2 21.61
-0.34 1.56

0.05 0.13

0.515 2.01

TAX PLAN
(ICICI
PRUDENTIAL)
Dividend Growth

0.6 2.82

1.01 1.36
10.2 21.61
-0.34 1.56

0.05 0.13

0.515 2.01
TAX PLAN
(ICICI
PRUDENTIAL)
Dividend Growth

0.6 2.82

1.01 1.36
10.2 21.61
-0.34 1.56

0.05 0.13

0.515 2.01
 EMERGING
EMERGING
STAR FUND
BUSINESS
(ICICI
FUND (SBI)
PRUDENTIAL)
Dividend Growth Dividend Growth
Average
0.14 0.94 0.94 0.47
return
Beta 1.22 1.22 -0.0157 1.045
SD 13.86 13.24 11.47 11.27 1
Alpha -0.89 0.07 -0.0443 -0.38 0.8
0.6
Sharpe
0.004 0.065 -0.012 0.0346 0.4
ratio
0.2

EMERGING BUSINESS FUND (SBI)

Treynor 0
0.04 0.04 8.76 0.37
ratio

AVERAGE RETURNS

EMERGING
EMERGING
STAR FUND
BUSINESS
(ICICI
FUND (SBI)
PRUDENTIAL)

DIVIDEND 0.14 0.94

GROWTH 0.94 0.47
0.14

0.94

AVERAGE RETURNS
Column E
Column F
DIVIDEND

GRO W TH
 MAGNUM POWER PLAN
MULTIPLIER (ICICI
1993 PLUS (SBI) PRUDENTIAL)
Dividend Growth Dividend Growth
Average
0.24 0.88 -0.12 0.89
return
Beta 0.87 0.85 1 0.93
SD 9.1 8.62 9.78 8.72
Alpha 0.53 0.19 -1.05 0.03
Sharpe
0.002 0.094 -0.02 0.093
ratio

Treynor
0.18 0.96 -0.2 0.87
ratio