brics pms performance update 30 july 2010
DESCRIPTION
recent Performance update of the Portfolio Management Services (PMS) I manage at BRICS Securities.TRANSCRIPT
MULTIPLE -STRATEGY TREND RATED
AUTOMATIC TRADING SYSTEM
Weekly Monthly Quarterly Half YearlyYTD
(Calendar)
Since
Inception
BRICS Growth 0.76% 3.84% 11.92% 24.32% 22.03% 32.40%
NIFTY -1.50% 1.04% 1.70% 9.95% 3.20% 5.59%
SENSEX -1.45% 1.56% 1.76% 9.23% 2.31% 4.28%
S&P CNX 500 -1.06% 1.23% 2.45% 7.68% 3.37% 8.65%
S&P CNX MIDCAP -0.10% 3.50% 4.39% 16.85% 13.22% 25.64%
-3%
2%
7%
12%
17%
22%
27%
32%
Monthly Quarterly Half Yearly YTD (Calender) Since Inception
BRICS Growth NAV Nifty Sensex S&P CNX 500 CNX Mid Cap
Month Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 July-10
BRICS Growth -0.67% 2.79% 6.27% -1.84% 0.75% 6.24% 3.77% 1.86% 5.81% 3.84%
NIFTY -7.31% 6.81% 3.35% -6.13% 0.82% 6.64% 0.55% -3.63% 4.45% 1.04%
SENSEX -7.23% 6.48% 3.18% -6.34% 0.44% 6.68% 0.18% -3.50% 3.83% 1.56%
S&P CNX 500 -6.46% 7.59% 4.43% -4.00% -0.69% 4.50% 1.27% -3.24% 4.59% 1.23%
CNX MID-CAP -1.77% 8.65% 3.97% -3.11% -0.48% 7.50% 4.62% -3.79% 4.83% 3.50%
-10%
-8%
-6%
-4%
-2%
0%
2%
4%
6%
8%
10%
Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10
BRICS Growth Nifty Sensex S&P CNX 500 CNX Mid Cap
Rank Scheme Name Performance
1 Mth % 3 Mths % 6 Mths %
1 IDFC Premier Equity Fund - Plan A - Growth 7.63 9.21 20.96
2 Reliance Equity Opportunities Fund - Growth 4.51 6.87 22.52
3 Birla Sun Life Long Term Advantage Fund - Series 1 - Growth 4.32 3.28 19.67
4 Canara Robeco Emerging Equities - Growth 4.22 7.39 22.41
5 Kotak Emerging Equity Scheme - Growth 4.07 7.00 18.41
6 Fortis Future Leaders Fund - Growth 4.00 6.58 20.83
7 Escorts Growth Plan - Growth 3.98 1.37 19.38
8 Morgan Stanley A.C.E Fund - Growth 3.90 4.83 15.33
9 SBI Magnum Global Fund 94 - Growth 3.90 5.97 15.90
10 Franklin India High Growth Companies Fund - Growth 3.84 0.64 9.82
11 BRICS GROWTH 3.84 11.92 24.32
12 HDFC Equity Fund - Growth 3.77 7.50 18.83
13 ICICI Prudential Fusion Fund - IP - Growth 3.77 5.83 18.78
14 Franklin India Prima Fund - Growth 3.66 3.12 15.21
15 ICICI Prudential Discovery Fund - Growth 3.36 4.21 16.31
16 Franklin India Opportunity Fund - Growth 3.07 2.41 10.06
17 Morgan Stanley Growth Fund - Growth 3.00 2.34 12.79
18 Fidelity India Growth Fund - Growth 2.96 6.94 17.89
19 Quantum Long-Term Equity Fund - Growth 2.91 6.58 17.03
20 Fidelity Equity Fund - Growth 2.86 7.47 18.61
Rank Scheme Name Performance
1 Mth % 3 Mths % 6 Mths %
1 BRICS GROWTH 3.84 11.92 24.32
2 IDFC Premier Equity Fund - Plan A - Growth 7.63 9.21 20.96
3 HDFC Growth Fund - Growth 1.70 7.65 16.79
4 HDFC Equity Fund - Growth 3.77 7.50 18.83
5 Fidelity Equity Fund - Growth 2.86 7.47 18.61
6 Canara Robeco Emerging Equities - Growth 4.22 7.39 22.41
7 Kotak Emerging Equity Scheme - Growth 4.07 7.00 18.41
8 Fidelity India Growth Fund - Growth 2.96 6.94 17.89
9 Reliance Equity Opportunities Fund - Growth 4.51 6.87 22.52
10 DSP BlackRock Opportunities Fund - Growth 2.64 6.61 17.42
11 Fortis Future Leaders Fund - Growth 4.00 6.58 20.83
12 Quantum Long-Term Equity Fund - Growth 2.91 6.58 17.03
13 HDFC Long Term Equity Fund - Growth 0.99 6.41 14.19
14 SBI Magnum Global Fund 94 - Growth 3.90 5.97 15.90
15 ICICI Prudential Fusion Fund - IP - Growth 3.77 5.83 18.78
16 JPMorgan India Equity Fund - Growth 2.84 5.30 17.85
17 Religare Growth Fund - Growth 1.49 4.97 13.12
18 Morgan Stanley A.C.E Fund - Growth 3.90 4.83 15.33
19 Reliance Equity Advantage Fund - IP - Growth 0.32 4.70 12.89
20 ICICI Prudential Discovery Fund - Growth 3.36 4.21 16.31
Rank Scheme Name Performance
1 Mth % 3 Mths % 6 Mths %
1 BRICS GROWTH 3.84 11.92 24.32
2 Reliance Equity Opportunities Fund - Growth 4.51 6.87 22.52
3 Canara Robeco Emerging Equities - Growth 4.22 7.39 22.41
4 IDFC Premier Equity Fund - Plan A - Growth 7.63 9.21 20.96
5 Fortis Future Leaders Fund - Growth 4.00 6.58 20.83
6 Birla Sun Life Long Term Advantage Fund - Series 1 - Growth 4.32 3.28 19.67
7 Escorts Growth Plan - Growth 3.98 1.37 19.38
8 HDFC Equity Fund - Growth 3.77 7.50 18.83
9 ICICI Prudential Fusion Fund - IP - Growth 3.77 5.83 18.78
10 Fidelity Equity Fund - Growth 2.86 7.47 18.61
11 Kotak Emerging Equity Scheme - Growth 4.07 7.00 18.41
12 Fidelity India Growth Fund - Growth 2.96 6.94 17.89
13 JPMorgan India Equity Fund - Growth 2.84 5.3 17.85
14 DSP BlackRock Opportunities Fund - Growth 2.64 6.61 17.42
15 Quantum Long-Term Equity Fund - Growth 2.91 6.58 17.03
16 HDFC Growth Fund - Growth 1.70 7.65 16.79
17 ICICI Prudential Discovery Fund - Growth 3.36 4.21 16.31
18 SBI Magnum Global Fund 94 - Growth 3.90 5.97 15.90
19 Morgan Stanley A.C.E Fund - Growth 3.90 4.83 15.33
20 Franklin India Prima Fund - Growth 3.66 3.12 15.21
85
90
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105
110
115
120
125
130
135
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BRICS Growth Nifty Sensex
S&P 500 CNX Midcap
BRICS Growth NAV v/s Indices (normalised)
-10%
-5%
0%
5%
10%
15%
20%
25%
30%
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Nifty Sensex S&P 500 CNX MidCap
BRICS Growth NAV Outperformance vis-a-vis Indices
Large Cap. More than Rs 5,000 crores
Mid-Cap Rs 1,000 - 5,000 crores
Small Cap. Less than Rs 1,000 crores
Banking & Finance
18%
FMCG17%
Infrastructure7%
Media8%
Oil & Gas30%
Textiles20%
Sectoral Allocation
Large Cap34%
Mid Cap22%
Small Cap15%
Cash29%
Market Cap Breakup
0.00
0.10
0.20
0.30
0.40
0.50
0.60
0.70
0.80
0.90
1.00
Oct-09 Nov-09 Dec-09 Jan-10 Feb-10 Mar-10 Apr-10 May-10 Jun-10 Jul-10
tim
esPortfolio Turnover
Portfolio Turnover
DatePoints
Fall - Nifty
% Fall -
Nifty
Points
Fall -
Sensex
% Fall -
Sensex
% Fall -
BRICS
Growth
27-Jan-10 -159.65 -3.19 -490.64 -2.92 -2.29
03-Nov-09 -147.80 -3.14 -491.34 -3.09 -0.36
19-May-10 -146.55 -2.89 -467.27 -2.77 -0.84
25-May-10 -137.20 -2.78 -447.07 -2.71 -1.62
05-Feb-10 -126.70 -2.61 -434.02 -2.68 -0.47
27-Oct-09 -124.20 -2.50 -387.10 -2.31 -0.65
21-Jan-10 -127.55 -2.44 -423.35 -2.42 -1.32
01-Jun-10 -116.10 -2.28 -372.60 -2.20 -1.24
26-Nov-09 -102.60 -2.01 -344.02 -2.00 -0.95
07-Jun-10 -101.50 -1.98 -336.62 -1.97 -0.99
04-Feb-10 -86.50 -1.75 -271.10 -1.64 -0.28
Against -- Nifty Sensex
Beta * 0.3948 0.3958