July 2016: List of Equity Mutual Fund Returns & Up/Down Capture Ratios

Here is the July 2016 list of equity mutual fund lump sum and SIP returns; upside capture, downside capture and capture ratios over 1,2,3,4,5,6,7,8,9 year periods.

I am slowly developing a portal that lists mutual fund metrics for screening/analysis with a monthly update.

The seeds for this were sown earlier with a listing of downside capture ratio of all mid-cap equity mutual funds and the publication of a tool to compare your mid-cap fund performance with category peers.

Pranav Date played a key role in making this listing possible. He wrote a code to match the Value Research fund name and category with appropriate AMFI scheme code. This is a crucial step as it would be very difficult to manually do this for 387 equity funds.

The next step is to assign a benchmark for each category. This is controversial as one can argue that the upside and downside capture ratios should be calculated only with the benchmark used by the AMC. However, considering that we are going to relatively evaluate them, using one benchmark per category is not a terrible idea, as long as the choice is reasonable.

I will leave it you to judge if these choices are okay. If there are objections, I am happy to re-calculate with a revised benchmark. More total returns indices have been added this month.

DescriptionCategoryBenchmark used
BankingEQ-BANKBSE Bankex
FMCG fundsEQ-CGBSE-fmcg
Infrastructure fundsEQ-INFRACNX Infra
international fundsEQ-INTLNifty-TRI
Large CapEQ-LCNifty Value 20
Mid CapEQ-MCNSE-midcap
Multi CapEQ-MLCNifty Low Volatility 50
PharmaEQ-PHBSE Healthcare
Small CapEQ-SCBSE Small Cap
Tax planning or ELSSEQ-TPNifty Low Volatility 50

You can read more about the choice of benchmarks here: Nifty Strategy Indices as Mutual Fund Benchmarks

Out of the 287 equity funds, data for 34 funds could not be calculated (this list can be found along with the full list). Out of this 34, 14 of them are ETFs. I shall try and reduce this number in future releases.

Here are a couple of screenshots

equity-mutual-fund-listing-1 equity-mutual-fund-listing-2

Users can use the sort option to list only the category that they want.


Do let me know if you have any feedback.

Aug 2016: Download the freefincal equity mutual fund risk-reward listing

July 2016: Download the freefincal equity mutual fund risk-reward listing

Create a "from start to finish" financial plan with this free robo advisory software template

Free Apps for your Android Phone

Install Financial Freedom App! (Google Play Store)
Install Freefincal Retirement Planner App! (Google Play Store)
Find out if you have enough to say "FU" to your employer (Google Play Store)

About Freefincal

Freefincal has open-source, comprehensive Excel spreadsheets, tools, analysis and unbiased, conflict of interest-free commentary on different aspects of personal finance and investing. If you find the content useful, please consider supporting us by (1) sharing our articles and (2) disabling ad-blockers for our site if you are using one. We do not accept sponsored posts, links or guest posts request from content writers and agencies.

Blog Comment Policy

Your thoughts are vital to the health of this blog and are the driving force behind the analysis and calculators that you see here. We welcome criticism and differing opinions. I will do my very best to respond to all comments asap. Please do not include hyperlinks or email ids in the comment body. Such comments will be moderated and I reserve the right to delete the entire comment or remove the links before approving them.

8 thoughts on “July 2016: List of Equity Mutual Fund Returns & Up/Down Capture Ratios

  1. Missing Funds are there because they came into existence after 01.01.2015 and do not have a FULL year data). You can capture them from Short Term Returns screen of VROnline, but they would be of no use as they would not have any Annual Returns data for your analysis.

Do let us know what you think about the article