September 2016: List of Equity Mutual Fund Returns and Up/Down Capture Ratios

Here is the September 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.

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 386 equity funds.

How to use this sheet: Mutual Fund Screening with Downside and Upside Capture Ratios

The returns were obtained 1Y,2Y,…9Y before Sep. 22nd 2016 for both SIP and lump sum returns.  The benchmarks used are tabulated below.

DescriptionCategoryBenchmark used
BankingEQ-BANKBSE Bankex TRI
FMCG fundsEQ-CGBSEfmcg-TRI
Infrastructure fundsEQ-INFRABSEInfra-TRI
international fundsEQ-INTLNifty-TRI
IT fundsEQ-ITBSEIT-TRI
Large CapEQ-LCBSELargeCap-TRI
Mid CapEQ-MCBSEmidcap-TRI
Multi CapEQ-MLCBSE200-TRI
OthersEQ-OTHNifty-TRI
PharmaEQ-PHBSE Healthcare
Small CapEQ-SCBSEsmallcap-TRI
Tax planning or ELSSEQ-TPBSE200-TRI
Equity-orientedBalancedBalanced Index

References:

TRI – refers to total reference index

Balanced Index:  A new & accessible benchmark for balanced mutual funds

Here are a couple of screenshots

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

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

Download the Sep 2016: List of Equity Mutual Fund Returns and Up/Down Capture Ratios

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