| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Value | Daily Return | Value | Daily Return | Standard deviation | |||||||||||||||||
2 | Date | FAME Index | Nifty | FAME Index | Nifty | Date | FAME Index | Nifty | FAME Index | Nifty | FAME Index | Nifty | ||||||||||
3 | 10-Apr-23 | 199.39 | 117.41 | -0.31% | 0.18% | 10-Apr-23 | 199.39 | 117.41 | -0.31% | 0.18% | 1.32% | 0.92% | ||||||||||
4 | 6-Apr-23 | 200.02 | 117.19 | 0.12% | 0.23% | 6-Apr-23 | 200.02 | 117.19 | 0.12% | 0.23% | 1.32% | 0.93% | a | Weigth | 70% | 30% | 1.590% | |||||
5 | 5-Apr-23 | 199.77 | 116.92 | 1.05% | 0.87% | 5-Apr-23 | 199.77 | 116.92 | 1.05% | 0.87% | 1.34% | 0.93% | Time Period | 05-04-2022 : 10-04-2023 | T-5Y or smallcase launch, whichever is later : 04-04-2022 | |||||||
6 | 3-Apr-23 | 197.70 | 115.92 | 1.99% | 0.22% | 3-Apr-23 | 197.70 | 115.92 | 1.99% | 0.22% | 1.34% | 0.93% | Procedure | Average of Standard deviation of FAME index | ||||||||
7 | 31-Mar-23 | 193.84 | 115.66 | 2.07% | 1.58% | 31-Mar-23 | 193.84 | 115.66 | 2.07% | 1.58% | 1.33% | 0.93% | Value | 1.565% | 1.649% | |||||||
8 | 29-Mar-23 | 189.90 | 113.85 | 3.01% | 0.73% | 29-Mar-23 | 189.90 | 113.85 | 3.01% | 0.73% | 1.33% | 0.92% | ||||||||||
9 | 28-Mar-23 | 184.35 | 113.03 | -1.28% | -0.32% | 28-Mar-23 | 184.35 | 113.03 | -1.28% | -0.32% | 1.32% | 0.92% | b | |||||||||
10 | 27-Mar-23 | 186.75 | 113.39 | -1.56% | 0.10% | 27-Mar-23 | 186.75 | 113.39 | -1.56% | 0.10% | 1.32% | 0.92% | Weigth | 70% | 30% | 1.046% | ||||||
11 | 24-Mar-23 | 189.71 | 113.27 | -1.25% | -0.75% | 24-Mar-23 | 189.71 | 113.27 | -1.25% | -0.75% | 1.31% | 0.92% | Time Period | 05-04-2022 : 10-04-2023 | T-5Y or smallcase launch, whichever is later : 04-04-2022 | |||||||
12 | 23-Mar-23 | 192.11 | 114.12 | -0.82% | -0.40% | 23-Mar-23 | 192.11 | 114.12 | -0.82% | -0.40% | 1.31% | 0.92% | Procedure | Average of Standard deviation of nifty | ||||||||
13 | 22-Mar-23 | 193.70 | 114.58 | 0.47% | 0.33% | 22-Mar-23 | 193.70 | 114.58 | 0.47% | 0.33% | 1.31% | 0.92% | Value | 1.065% | 1.004% | |||||||
14 | 21-Mar-23 | 192.80 | 114.20 | 0.66% | 0.70% | 21-Mar-23 | 192.80 | 114.20 | 0.66% | 0.70% | 1.31% | 0.93% | ||||||||||
15 | 20-Mar-23 | 191.54 | 113.41 | -1.19% | -0.66% | 20-Mar-23 | 191.54 | 113.41 | -1.19% | -0.66% | 1.31% | 0.93% | ||||||||||
16 | 17-Mar-23 | 193.85 | 114.17 | 1.19% | 0.67% | 17-Mar-23 | 193.85 | 114.17 | 1.19% | 0.67% | 1.33% | 0.94% | ||||||||||
17 | 16-Mar-23 | 191.56 | 113.41 | -1.08% | 0.16% | 16-Mar-23 | 191.56 | 113.41 | -1.08% | 0.16% | 1.33% | 0.94% | Volatility Ratio (VR) | 1.52 | ||||||||
18 | 15-Mar-23 | 193.64 | 113.23 | -0.16% | -0.37% | 15-Mar-23 | 193.64 | 113.23 | -0.16% | -0.37% | 1.33% | 0.94% | Volatility Label | High | ||||||||
19 | 14-Mar-23 | 193.95 | 113.64 | -0.66% | -0.65% | 14-Mar-23 | 193.95 | 113.64 | -0.66% | -0.65% | 1.33% | 0.94% | ||||||||||
20 | 13-Mar-23 | 195.24 | 114.39 | -2.38% | -1.43% | 13-Mar-23 | 195.24 | 114.39 | -2.38% | -1.43% | 1.33% | 0.95% | ||||||||||
21 | 10-Mar-23 | 200.01 | 116.05 | -0.44% | -0.89% | 10-Mar-23 | 200.01 | 116.05 | -0.44% | -0.89% | 1.33% | 0.95% | ||||||||||
22 | 9-Mar-23 | 200.90 | 117.08 | -0.25% | -0.88% | 9-Mar-23 | 200.90 | 117.08 | -0.25% | -0.88% | 1.34% | 0.95% | ||||||||||
23 | 8-Mar-23 | 201.39 | 118.12 | 1.38% | 0.27% | 8-Mar-23 | 201.39 | 118.12 | 1.38% | 0.27% | 1.34% | 0.96% | ||||||||||
24 | 6-Mar-23 | 198.64 | 117.81 | 0.32% | 0.69% | 6-Mar-23 | 198.64 | 117.81 | 0.32% | 0.69% | 1.35% | 0.97% | ||||||||||
25 | 3-Mar-23 | 198.00 | 117.00 | 1.13% | 1.50% | 3-Mar-23 | 198.00 | 117.00 | 1.13% | 1.50% | 1.35% | 0.97% | ||||||||||
26 | 2-Mar-23 | 195.79 | 115.28 | 0.02% | -0.63% | 2-Mar-23 | 195.79 | 115.28 | 0.02% | -0.63% | 1.35% | 0.97% | ||||||||||
27 | 1-Mar-23 | 195.75 | 116.01 | 1.65% | 0.91% | 1-Mar-23 | 195.75 | 116.01 | 1.65% | 0.91% | 1.35% | 0.97% | ||||||||||
28 | 28-Feb-23 | 192.58 | 114.97 | 0.43% | -0.42% | 28-Feb-23 | 192.58 | 114.97 | 0.43% | -0.42% | 1.37% | 0.98% | ||||||||||
29 | 27-Feb-23 | 191.76 | 115.45 | -1.54% | -0.50% | 27-Feb-23 | 191.76 | 115.45 | -1.54% | -0.50% | 1.43% | 1.03% | ||||||||||
30 | 24-Feb-23 | 194.76 | 116.03 | -0.60% | -0.26% | 24-Feb-23 | 194.76 | 116.03 | -0.60% | -0.26% | 1.43% | 1.03% | ||||||||||
31 | 23-Feb-23 | 195.93 | 116.33 | 0.11% | -0.28% | 23-Feb-23 | 195.93 | 116.33 | 0.11% | -0.28% | 1.45% | 1.03% | ||||||||||
32 | 22-Feb-23 | 195.71 | 116.66 | -1.80% | -1.53% | 22-Feb-23 | 195.71 | 116.66 | -1.80% | -1.53% | 1.46% | 1.03% | ||||||||||
33 | 21-Feb-23 | 199.30 | 118.47 | -0.82% | -0.13% | 21-Feb-23 | 199.30 | 118.47 | -0.82% | -0.13% | 1.45% | 1.02% | ||||||||||
34 | 20-Feb-23 | 200.95 | 118.62 | -1.08% | -0.53% | 20-Feb-23 | 200.95 | 118.62 | -1.08% | -0.53% | 1.45% | 1.02% | ||||||||||
35 | 17-Feb-23 | 203.15 | 119.26 | -0.46% | -0.53% | 17-Feb-23 | 203.15 | 119.26 | -0.46% | -0.53% | 1.45% | 1.02% | ||||||||||
36 | 16-Feb-23 | 204.09 | 119.89 | 1.47% | 0.16% | 16-Feb-23 | 204.09 | 119.89 | 1.47% | 0.16% | 1.46% | 1.04% | ||||||||||
37 | 15-Feb-23 | 201.13 | 119.70 | 0.69% | 0.48% | 15-Feb-23 | 201.13 | 119.70 | 0.69% | 0.48% | 1.50% | 1.06% | ||||||||||
38 | 14-Feb-23 | 199.75 | 119.13 | -1.31% | 0.72% | 14-Feb-23 | 199.75 | 119.13 | -1.31% | 0.72% | 1.50% | 1.06% | ||||||||||
39 | 13-Feb-23 | 202.39 | 118.27 | -0.76% | -0.62% | 13-Feb-23 | 202.39 | 118.27 | -0.76% | -0.62% | 1.50% | 1.06% | ||||||||||
40 | 10-Feb-23 | 203.95 | 119.02 | 0.52% | -0.22% | 10-Feb-23 | 203.95 | 119.02 | 0.52% | -0.22% | 1.50% | 1.06% | ||||||||||
41 | 9-Feb-23 | 202.88 | 119.27 | -0.07% | 0.02% | 9-Feb-23 | 202.88 | 119.27 | -0.07% | 0.02% | 1.50% | 1.06% | ||||||||||
42 | 8-Feb-23 | 203.02 | 119.25 | 0.35% | 0.85% | 8-Feb-23 | 203.02 | 119.25 | 0.35% | 0.85% | 1.51% | 1.07% | ||||||||||
43 | 7-Feb-23 | 202.31 | 118.24 | 0.77% | -0.24% | 7-Feb-23 | 202.31 | 118.24 | 0.77% | -0.24% | 1.51% | 1.07% | ||||||||||
44 | 6-Feb-23 | 200.76 | 118.52 | 0.26% | -0.43% | 6-Feb-23 | 200.76 | 118.52 | 0.26% | -0.43% | 1.51% | 1.07% | ||||||||||
45 | 3-Feb-23 | 200.23 | 119.03 | 0.05% | 1.13% | 3-Feb-23 | 200.23 | 119.03 | 0.05% | 1.13% | 1.51% | 1.07% | ||||||||||
46 | 2-Feb-23 | 200.13 | 117.70 | 0.33% | -0.15% | 2-Feb-23 | 200.13 | 117.70 | 0.33% | -0.15% | 1.52% | 1.07% | ||||||||||
47 | 1-Feb-23 | 199.47 | 117.88 | -0.89% | -0.48% | 1-Feb-23 | 199.47 | 117.88 | -0.89% | -0.48% | 1.52% | 1.07% | ||||||||||
48 | 31-Jan-23 | 201.26 | 118.45 | 3.00% | 0.17% | 31-Jan-23 | 201.26 | 118.45 | 3.00% | 0.17% | 1.52% | 1.07% | ||||||||||
49 | 30-Jan-23 | 195.40 | 118.25 | -0.30% | -0.13% | 30-Jan-23 | 195.40 | 118.25 | -0.30% | -0.13% | 1.51% | 1.08% | ||||||||||
50 | 27-Jan-23 | 195.98 | 118.40 | -3.10% | -2.11% | 27-Jan-23 | 195.98 | 118.40 | -3.10% | -2.11% | 1.51% | 1.08% | ||||||||||
51 | 25-Jan-23 | 202.25 | 120.96 | -1.66% | -1.49% | 25-Jan-23 | 202.25 | 120.96 | -1.66% | -1.49% | 1.52% | 1.08% | ||||||||||
52 | 24-Jan-23 | 205.67 | 122.78 | -0.20% | -0.02% | 24-Jan-23 | 205.67 | 122.78 | -0.20% | -0.02% | 1.52% | 1.08% | ||||||||||
53 | 23-Jan-23 | 206.08 | 122.81 | -0.56% | 0.44% | 23-Jan-23 | 206.08 | 122.81 | -0.56% | 0.44% | 1.52% | 1.08% | ||||||||||
54 | 20-Jan-23 | 207.24 | 122.27 | -0.17% | -0.41% | 20-Jan-23 | 207.24 | 122.27 | -0.17% | -0.41% | 1.52% | 1.08% | ||||||||||
55 | 19-Jan-23 | 207.59 | 122.78 | -0.26% | -0.34% | 19-Jan-23 | 207.59 | 122.78 | -0.26% | -0.34% | 1.54% | 1.09% | ||||||||||
56 | 18-Jan-23 | 208.13 | 123.20 | 0.26% | 0.50% | 18-Jan-23 | 208.13 | 123.20 | 0.26% | 0.50% | 1.54% | 1.09% | ||||||||||
57 | 17-Jan-23 | 207.60 | 122.59 | -0.67% | 0.79% | 17-Jan-23 | 207.60 | 122.59 | -0.67% | 0.79% | 1.54% | 1.09% | ||||||||||
58 | 16-Jan-23 | 208.99 | 121.63 | -0.25% | -0.29% | 16-Jan-23 | 208.99 | 121.63 | -0.25% | -0.29% | 1.54% | 1.08% | ||||||||||
59 | 13-Jan-23 | 209.51 | 121.98 | 0.38% | 0.54% | 13-Jan-23 | 209.51 | 121.98 | 0.38% | 0.54% | 1.54% | 1.09% | ||||||||||
60 | 12-Jan-23 | 208.71 | 121.32 | 0.00% | -0.14% | 12-Jan-23 | 208.71 | 121.32 | 0.00% | -0.14% | 1.54% | 1.09% | ||||||||||
61 | 11-Jan-23 | 208.71 | 121.50 | 0.28% | -0.15% | 11-Jan-23 | 208.71 | 121.50 | 0.28% | -0.15% | 1.55% | 1.09% | ||||||||||
62 | 10-Jan-23 | 208.11 | 121.68 | -0.65% | -0.92% | 10-Jan-23 | 208.11 | 121.68 | -0.65% | -0.92% | 1.55% | 1.09% | ||||||||||
63 | 9-Jan-23 | 209.48 | 122.81 | 0.30% | 1.30% | 9-Jan-23 | 209.48 | 122.81 | 0.30% | 1.30% | 1.55% | 1.09% | ||||||||||
64 | 6-Jan-23 | 208.85 | 121.23 | -1.01% | -0.75% | 6-Jan-23 | 208.85 | 121.23 | -1.01% | -0.75% | 1.55% | 1.08% | ||||||||||
65 | 5-Jan-23 | 210.97 | 122.14 | 0.56% | -0.13% | 5-Jan-23 | 210.97 | 122.14 | 0.56% | -0.13% | 1.55% | 1.08% | ||||||||||
66 | 4-Jan-23 | 209.80 | 122.30 | -0.73% | -1.10% | 4-Jan-23 | 209.80 | 122.30 | -0.73% | -1.10% | 1.55% | 1.09% | ||||||||||
67 | 3-Jan-23 | 211.33 | 123.67 | 0.33% | 0.23% | 3-Jan-23 | 211.33 | 123.67 | 0.33% | 0.23% | 1.55% | 1.09% | ||||||||||
68 | 2-Jan-23 | 210.63 | 123.38 | 0.93% | 0.41% | 2-Jan-23 | 210.63 | 123.38 | 0.93% | 0.41% | 1.55% | 1.09% | ||||||||||
69 | 30-Dec-22 | 208.69 | 122.87 | 1.17% | -0.46% | 30-Dec-22 | 208.69 | 122.87 | 1.17% | -0.46% | 1.55% | 1.09% | ||||||||||
70 | 29-Dec-22 | 206.28 | 123.45 | 0.21% | 0.40% | 29-Dec-22 | 206.28 | 123.45 | 0.21% | 0.40% | 1.55% | 1.09% | ||||||||||
71 | 28-Dec-22 | 205.84 | 122.96 | 0.71% | 0.04% | 28-Dec-22 | 205.84 | 122.96 | 0.71% | 0.04% | 1.55% | 1.09% | ||||||||||
72 | 27-Dec-22 | 204.39 | 122.91 | 1.11% | 0.71% | 27-Dec-22 | 204.39 | 122.91 | 1.11% | 0.71% | 1.55% | 1.09% | ||||||||||
73 | 26-Dec-22 | 202.14 | 122.04 | 3.51% | 1.38% | 26-Dec-22 | 202.14 | 122.04 | 3.51% | 1.38% | 1.55% | 1.09% | ||||||||||
74 | 23-Dec-22 | 195.29 | 120.38 | -4.46% | -2.13% | 23-Dec-22 | 195.29 | 120.38 | -4.46% | -2.13% | 1.54% | 1.09% | ||||||||||
75 | 22-Dec-22 | 204.41 | 123.00 | -2.10% | -0.45% | 22-Dec-22 | 204.41 | 123.00 | -2.10% | -0.45% | 1.51% | 1.08% | ||||||||||
76 | 21-Dec-22 | 208.80 | 123.56 | -3.28% | -1.13% | 21-Dec-22 | 208.80 | 123.56 | -3.28% | -1.13% | 1.53% | 1.09% | ||||||||||
77 | 20-Dec-22 | 215.88 | 124.97 | 0.02% | -0.18% | 20-Dec-22 | 215.88 | 124.97 | 0.02% | -0.18% | 1.52% | 1.09% | ||||||||||
78 | 19-Dec-22 | 215.84 | 125.20 | 1.33% | 0.86% | 19-Dec-22 | 215.84 | 125.20 | 1.33% | 0.86% | 1.53% | 1.09% | ||||||||||
79 | 16-Dec-22 | 213.02 | 124.14 | -1.48% | -0.85% | 16-Dec-22 | 213.02 | 124.14 | -1.48% | -0.85% | 1.52% | 1.09% | ||||||||||
80 | 15-Dec-22 | 216.22 | 125.20 | -0.33% | -1.24% | 15-Dec-22 | 216.22 | 125.20 | -0.33% | -1.24% | 1.52% | 1.09% | ||||||||||
81 | 14-Dec-22 | 216.95 | 126.77 | 0.44% | 0.30% | 14-Dec-22 | 216.95 | 126.77 | 0.44% | 0.30% | 1.52% | 1.09% | ||||||||||
82 | 13-Dec-22 | 216.00 | 126.39 | 1.28% | 0.49% | 13-Dec-22 | 216.00 | 126.39 | 1.28% | 0.49% | 1.53% | 1.09% | ||||||||||
83 | 12-Dec-22 | 213.28 | 125.78 | 0.96% | 0.02% | 12-Dec-22 | 213.28 | 125.78 | 0.96% | 0.02% | 1.52% | 1.09% | ||||||||||
84 | 9-Dec-22 | 211.25 | 125.76 | -0.95% | -0.61% | 9-Dec-22 | 211.25 | 125.76 | -0.95% | -0.61% | 1.53% | 1.09% | ||||||||||
85 | 8-Dec-22 | 213.27 | 126.53 | 0.35% | 0.26% | 8-Dec-22 | 213.27 | 126.53 | 0.35% | 0.26% | 1.53% | 1.10% | ||||||||||
86 | 7-Dec-22 | 212.54 | 126.21 | -0.33% | -0.36% | 7-Dec-22 | 212.54 | 126.21 | -0.33% | -0.36% | 1.53% | 1.10% | ||||||||||
87 | 6-Dec-22 | 213.24 | 126.66 | -0.25% | -0.24% | 6-Dec-22 | 213.24 | 126.66 | -0.25% | -0.24% | 1.53% | 1.10% | ||||||||||
88 | 5-Dec-22 | 213.77 | 126.97 | 0.20% | -0.01% | 5-Dec-22 | 213.77 | 126.97 | 0.20% | -0.01% | 1.54% | 1.11% | ||||||||||
89 | 2-Dec-22 | 213.35 | 126.99 | 0.76% | -0.54% | 2-Dec-22 | 213.35 | 126.99 | 0.76% | -0.54% | 1.54% | 1.11% | ||||||||||
90 | 1-Dec-22 | 211.75 | 127.68 | 1.25% | 0.28% | 1-Dec-22 | 211.75 | 127.68 | 1.25% | 0.28% | 1.54% | 1.11% | ||||||||||
91 | 30-Nov-22 | 209.12 | 127.32 | 1.07% | 0.86% | 30-Nov-22 | 209.12 | 127.32 | 1.07% | 0.86% | 1.55% | 1.11% | ||||||||||
92 | 29-Nov-22 | 206.92 | 126.24 | -0.55% | 0.33% | 29-Nov-22 | 206.92 | 126.24 | -0.55% | 0.33% | 1.58% | 1.12% | ||||||||||
93 | 28-Nov-22 | 208.05 | 125.82 | 0.48% | 0.24% | 28-Nov-22 | 208.05 | 125.82 | 0.48% | 0.24% | 1.58% | 1.12% | ||||||||||
94 | 25-Nov-22 | 207.06 | 125.52 | 0.65% | 0.13% | 25-Nov-22 | 207.06 | 125.52 | 0.65% | 0.13% | 1.58% | 1.12% | ||||||||||
95 | 24-Nov-22 | 205.73 | 125.35 | 0.17% | 1.05% | 24-Nov-22 | 205.73 | 125.35 | 0.17% | 1.05% | 1.58% | 1.13% | ||||||||||
96 | 23-Nov-22 | 205.38 | 124.05 | 0.88% | 0.14% | 23-Nov-22 | 205.38 | 124.05 | 0.88% | 0.14% | 1.59% | 1.13% | ||||||||||
97 | 22-Nov-22 | 203.58 | 123.88 | 0.16% | 0.40% | 22-Nov-22 | 203.58 | 123.88 | 0.16% | 0.40% | 1.59% | 1.13% | ||||||||||
98 | 21-Nov-22 | 203.26 | 123.39 | -0.34% | -0.80% | 21-Nov-22 | 203.26 | 123.39 | -0.34% | -0.80% | 1.59% | 1.13% | ||||||||||
99 | 18-Nov-22 | 203.96 | 124.38 | -0.81% | -0.27% | 18-Nov-22 | 203.96 | 124.38 | -0.81% | -0.27% | 1.59% | 1.13% | ||||||||||
100 | 17-Nov-22 | 205.63 | 124.72 | -0.43% | -0.45% | 17-Nov-22 | 205.63 | 124.72 | -0.43% | -0.45% | 1.60% | 1.13% | ||||||||||