Multi-index Mutual Fund Rolling Returns Calculator

/ M. Pattabiraman / 27 Comments

Published: February 6, 2016 at 1:43 am

Photo of M Pattabiraman, founder, editor and primary author of freefincal.com By M. Pattabiraman   

Last Updated on October 7, 2017

Use this tool to analyse the consistency in performance of your mutual fund holdings with respect to their benchmarks (43 indices from BSE and NSE). You can also use this to evaluate new funds that you want to invest in. This is the fourth version of the  Rolling returns calculator  The present version is an offshoot of the  Multi-Index Mutual Fund SIP/Lump Sum Returns Analyzer 

The following Indices are available for comparison:

BSE Sensex, Cnx Nifty, BSE Small Cap, BSE Mid cap, BSE 100, BSE 200, BSE 500, NSE Mid cap, Nifty Junior, CNX Midcap 50, CNX 100, CNX 500, and many more sectoral indices obtained from Moneycontrol with this tool: Download Historical Data of BSE and NSE Indices

Let us now briefly discuss why a rolling return calculation is important.

Suppose we would like to know, how consistent a mutual fund has performed, how often has it performed better or worse than its benchmark (or a closely related index), how would be go about it?

In a rolling returns calculation, the key output is the frequency of outperformance.

The present version allows evaluating how often the fund has outperformed its benchmark in the interval chosen for analysis. Thus rolling returns analysis allows us to evaluate the consistency in the funds performance over different market conditions.

Note:  Rolling returns analysis is useful but understanding market volatility is more important.

Evaluating rolling returns for last 1-2 years or more only makes little sense to me.  That is you will need to look at a wider time intervals and not each quarter or each month.

If you wish to know more what is rolling returns and why one should calculate it, you can consult this post or this article

Trust me, once you start using rolling returns analysis, your perception of mutual fund performance will change.

Here is a list of analysis based on rolling returns

The following screenshots  of the rolling returns calculator illustrate its features

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The Input page

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Version 5:  Download the multi-index rolling returns calculator June 2017

version 4:  Download the multi-index rolling returns calculator – Feb 2016

Version 3: Download the multi-index rolling returns calculator – May 2014

Version 2: Download the multi-index mutual fund rolling returns calculator- Aug 2014

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About the Author Pattabiraman editor freefincalM. Pattabiraman(PhD) is the founder, managing editor and primary author of freefincal. He is an associate professor at the Indian Institute of Technology, Madras. since Aug 2006. Connect with him via Twitter or Linkedin Pattabiraman has co-authored two print-books, You can be rich too with goal-based investing (CNBC TV18) and Gamechanger and seven other free e-books on various topics of money management. He is a patron and co-founder of “Fee-only India” an organisation to promote unbiased, commission-free investment advice. He conducts free money management sessions for corporates and associations on the basis of money management. Previous engagements include World Bank, RBI, BHEL, Asian Paints, Cognizant, Madras Atomic Power Station, Honeywell, Tamil Nadu Investors Association, IIST Alumni Association. For speaking engagements write to pattu [at] freefincal [dot] com
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