FRANKLIN INDIA TAX SHIELD :
Mean Value of Returns X = 2.9719
Standard Deviation = 6.03
Sharpe's Index =0.4827
BETA basing on SENSEX INDEX=0.906
BETA basing on CNX 500 INDEX=0.9363
Treynor's Index basing on SENSEX INDEX =3.2128
Treynor's Index basing on CNX 500 INDEX =3.1088
Jensen’s Index basing on SENSEX INDEX =0.3127
Jensen’s Index basing on CNX 500 INDEX =0.2338
H.D.F.C. TAX SAVERS:
Mean Value of Returns X = 3.9465
Standard Deviation = 601578
Sharpe's Index =0.6312
BETA basing on SENSEX INDEX=0.8627
BETA basing on CNX 500 INDEX=0.9966
Treynor's Index basing on SENSEX INDEX =4.505
Treynor's Index basing on CNX 500 INDEX =3.3904
Jensen’s Index basing on SENSEX INDEX =1.4132
Jensen’s Index basing on CNX 500 INDEX =1.0378
TATA MUTUAL FUNDS:
TATA TAX SAVING FUNDS:
Mean Value of Returns X = 2.3358
Standard Deviation = 8.1249
Sharpe's Index =0.28
BETA basing on SENSEX INDEX=1.03
BETA basing on CNX 500 INDEX=1.1967
Treynor's Index basing on SENSEX INDEX =2.21
Treynor's Index basing on CNX 500 INDEX =1.9023
Jensen’s Index basing on SENSEX INDEX = - 0.677
Jensen’s Index basing on CNX 500 INDEX = -1.145
SUNDARAM TAX SAVER 98
Mean Value of Returns X = 2.731
Standard Deviation = 5.6058
Sharpe's Index =0.4769
BETA basing on SENSEX INDEX=0.8452
BETA basing on CNX 500 INDEX=0.901
Treynor's Index basing on SENSEX INDEX =2.53
Treynor's Index basing on CNX 500 INDEX =2.37
Jensen’s Index basing on SENSEX INDEX =0.246
Jensen’s Index basing on CNX 500 INDEX =0.1
L.I.C. MUTUAL FUND
LICMF TAX PLAN - GROWTH
Mean Value of Returns X = 1.993
Standard Deviation = 4.9348
Sharpe's Index =0.4
BETA basing on SENSEX INDEX=0.68
BETA basing on CNX 500 INDEX=0.77
Treynor's Index basing on SENSEX INDEX =2.83
Treynor's Index basing on CNX 500 INDEX =2.508
Jensen’s Index basing on SENSEX INDEX = - 0.019
Tensen’s Index basing on CNX 500 INDEX = - 0.27
INDEX (BSE SENSEX)
Mean Value of Returns X = 2.927
Standard Deviation = 5.804
Sharpe's Index =0.494
These all are above based on BSE sensex and it is under during the year -2010.
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