#PROJECT-4: Mutual Fund(Indian) Performance based on Five Key Indicators
knitr::opts_chunk$set(root.dir = "C:/Users/rsman/Documents/PERS FOLDERS/RAJDEEP/INVESTMENTS/ANALYSIS/DATA")library(lubridate)
library(stringr)
library(pander)
library(data.table)
library(xlsx)
library(dplyr)
library(scales)
library(ggplot2)
library(Quandl)
library(tabulizer)
library(knitr)
library(kableExtra)
library(formattable)
library(DT)
library(rio)knitr::opts_chunk$set(echo = TRUE)
knitr::opts_chunk$set(root.dir = "C:/Users/rsman/Documents/PERS FOLDERS/RAJDEEP/INVESTMENTS/ANALYSIS/DATA")
getwd()[1] “C:/Users/rsman/Documents/PERS FOLDERS/RAJDEEP/INVESTMENTS/ANALYSIS/DATA”
###Functions
colFmt1 = function(x,color){
outputFormat = knitr::opts_knit$get("rmarkdown.pandoc.to")
if(outputFormat == 'latex')
paste("\\textcolor{",color,"}{",x,"}",sep="")
else if(outputFormat == 'html')
paste("<font color='",color,"'>",x,"</font>",sep="")
else
x
}
colFmt = function(x,color){
outputFormat = knitr::opts_knit$get("rmarkdown.pandoc.to")
if(outputFormat == 'html')
paste("<font color='",color,"'>",x,"</font>",sep="")
else
x
}
makeCharac <- function(rx.vr){
new.vr <- as.character(rx.vr)
return(new.vr)
}
makeNumeric <- function(rx.vr){
new.vr <- as.numeric(rx.vr)
return(new.vr)
}
###End Functions
CWD <- "C:/Users/rsman/Documents/PERS FOLDERS/RAJDEEP/INVESTMENTS/ANALYSIS/DATA/"
setwd("C:/Users/rsman/Documents/PERS FOLDERS/RAJDEEP/INVESTMENTS/ANALYSIS/DATA")
CWD <- getwd()knitr::opts_chunk$set(echo = TRUE)
pandoc.header(colFmt("Section-1: MF Performance using Valuresearchonline Data", 'red'), 1, 'setext')data.org <- function(rx.df){
rx.df <- rx.df[-1:-5,]
for (ctr in 1: ncol(rx.df)) {
rx.df[,ctr]<- makeCharac(rx.df[,ctr])
}
colnames(rx.df) <- rx.df[1,]
rx.df <- rx.df[-1,]
return(rx.df)
}
vr.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_snapshot.csv"), header = FALSE))
vr_x.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_snapshot_1.csv"), header = FALSE))
vr_y.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_snapshot_2.csv"), header = FALSE))
vr.df <- rbind(vr.df, vr_x.df, vr_y.df)
vr.df <- data.org(vr.df)
vr2.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns.csv"), header = FALSE))
vr2.df <- data.org(vr2.df)
vr2_lt.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns_lt.csv"), header = FALSE))
vr2_lt.df <- data.org(vr2_lt.df)
vr2.df <- merge(vr2.df, vr2_lt.df, by.x = "Fund Name", by.y = "Fund Name")
vr2_x.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns_1.csv"), header = FALSE))
vr2_x.df <- data.org(vr2_x.df)
vr2_x_lt.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns_1_lt.csv"), header = FALSE))
vr2_x_lt.df <- data.org(vr2_x_lt.df)
vr2_x.df <- merge(vr2_x.df, vr2_x_lt.df, by.x = "Fund Name", by.y = "Fund Name")
vr2_y.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns_2.csv"), header = FALSE))
vr2_y.df <- data.org(vr2_y.df)
vr2_y_lt.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_returns_2_lt.csv"), header = FALSE))
vr2_y_lt.df <- data.org(vr2_y_lt.df)
vr2_y.df <- merge(vr2_y.df, vr2_y_lt.df, by.x = "Fund Name", by.y = "Fund Name")
vr2.df <- rbind(vr2.df, vr2_x.df, vr2_y.df)
vr3.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_risk.csv"), header = FALSE))
vr3_x.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_risk_1.csv"), header = FALSE))
vr3_y.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_risk_2.csv"), header = FALSE))
vr3.df <- rbind(vr3.df, vr3_x.df, vr3_y.df)
vr3.df <- data.org(vr3.df)
vr4.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_portfolio.csv"), header = FALSE))
vr4_x.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_portfolio_1.csv"), header = FALSE))
vr4_y.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_portfolio_2.csv"), header = FALSE))
vr4.df <- rbind(vr4.df, vr4_x.df, vr4_y.df)
vr4.df <- data.org(vr4.df)
vr5.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_nav.csv"), header = FALSE))
vr5_x.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_nav_1.csv"), header = FALSE))
vr5_y.df <- as.data.frame(read.csv(paste0(CWD,"/PERFORMANCE/vr_nav_2.csv"), header = FALSE))
vr5.df <- rbind(vr5.df, vr5_x.df, vr5_y.df)
analysis.df <- as.data.frame(read.xlsx(paste0(CWD,"/PERFORMANCE/ratio_analysis.xlsx"), sheetIndex = 1, header = TRUE))
vr.df <- merge(vr.df, vr2.df, by.x = "Fund Name", by.y = "Fund Name")
vr.df <- merge(vr.df, vr3.df, by.x = "Fund Name", by.y = "Fund Name")
vr.df <- merge(vr.df, vr4.df, by.x = "Fund Name", by.y = "Fund Name")
rm(vr2.df)
rm(vr3.df)
rm(vr4.df)
r_sq.vr <- as.numeric(as.character(analysis.df[analysis.df$type=="r_sq",2]))
beta.vr <- as.numeric(as.character(analysis.df[analysis.df$type=="beta",2]))
alpha.vr <- as.numeric(as.character(analysis.df[analysis.df$type=="alpha",2]))
sharpe_ratio.vr <- as.numeric(as.character(analysis.df[analysis.df$type=="sharpe_ratio",2]))
expense_ratio.vr <- as.numeric(as.character(analysis.df[analysis.df$type=="expense_ratio",2]))*100
max.values <- c(r_sq.vr, beta.vr, alpha.vr, sharpe_ratio.vr, expense_ratio.vr)
r_sq.min <- as.numeric(as.character(analysis.df[analysis.df$type=="r_sq",3]))
beta.min <- as.numeric(as.character(analysis.df[analysis.df$type=="beta",3]))
alpha.min <- as.numeric(as.character(analysis.df[analysis.df$type=="alpha",3]))
sharpe_ratio.min <- as.numeric(as.character(analysis.df[analysis.df$type=="sharpe_ratio",3]))
expense_ratio.min <- as.numeric(as.character(analysis.df[analysis.df$type=="expense_ratio",3]))*100
min.values <- c(r_sq.min, beta.min, alpha.min, sharpe_ratio.min, expense_ratio.min)
########
aa.mf <- vr.df
aa.mf$`R-Squared` <- makeNumeric(aa.mf$`R-Squared`)
aa.mf$Beta <- makeNumeric(aa.mf$Beta)
aa.mf$Alpha <- makeNumeric(aa.mf$Alpha)
aa.mf$`Sharpe Ratio` <- makeNumeric(aa.mf$`Sharpe Ratio`)
aa.mf$`Expense Ratio (%)` <- makeNumeric(aa.mf$`Expense Ratio (%)`)
aa.mf$`1 Yr Ret (%).x` <- makeNumeric(aa.mf$`1 Yr Ret (%).x`)
aa.mf$`3 Yr Ret (%)` <- makeNumeric(aa.mf$`3 Yr Ret (%)`)
aa.mf$`5 Yr Ret (%)` <- makeNumeric(aa.mf$`5 Yr Ret (%)`)
aa.mf$`10 Yr Ret (%)` <- makeNumeric(aa.mf$`10 Yr Ret (%)`)
aa.mf$`Net Assests (Cr).x`<- makeNumeric(aa.mf$`Net Assests (Cr).x`)
#Remove all NA from aa.mf
if (nrow(aa.mf[is.na(aa.mf$`Expense Ratio (%)`),])>0) {
aa.mf <- aa.mf[-which(is.na(aa.mf$`Expense Ratio (%)`)),]
}
if (nrow(aa.mf[is.na(aa.mf$`R-Squared`),])>0) {
aa.mf <- aa.mf[-which(is.na(aa.mf$`R-Squared`)),]
}
if (nrow(aa.mf[is.na(aa.mf$`Sharpe Ratio`),])>0) {
aa.mf <- aa.mf[-which(is.na(aa.mf$`Sharpe Ratio`)),]
}
if (nrow(aa.mf[is.na(aa.mf$Alpha),])>0) {
aa.mf <- aa.mf[-which(is.na(aa.mf$Alpha)),]
}
if (nrow(aa.mf[is.na(aa.mf$Beta),])>0) {
aa.mf <- aa.mf[-which(is.na(aa.mf$Beta)),]
}
vr.df.new <- aa.mf
vr.df.new$Launch <- gsub(",","",vr.df.new$Launch)
vr.df.new$Launch <- gsub(" ","/",vr.df.new$Launch)
#vr.df.new$Launch <- as.Date(vr.df.new$Launch, "%m/%d/%Y")
vr.df.new$Launch <- mdy(vr.df.new$Launch)
#aa.mf <- vr.df
aa.mf$rank1 <- as.numeric(substr(aa.mf$`1 Yr Rank.x`,1,unlist(str_locate(aa.mf$`1 Yr Rank.x`,"/"))[,1]-1))
aa.mf <- aa.mf[-which(is.na(aa.mf$rank1)),]
selected.mf <- aa.mf[aa.mf$rank1 <=10,]
selected.mf <- aa.mf
r_sq.avg <- mean(selected.mf$`R-Squared`)
beta.avg <- mean(selected.mf$Beta)
alpha.avg <- mean(selected.mf$Alpha)
sharpe_ratio.avg <- mean(selected.mf$`Sharpe Ratio`)
expense_ratio.avg <- mean(selected.mf$`Expense Ratio (%)`)
avg.values <- c(r_sq.avg, beta.avg, alpha.avg, sharpe_ratio.avg, expense_ratio.avg)
tmp.df <- data.frame(matrix(ncol =1, nrow =0))
tmp.df <- rbind(tmp.df, r_sq.avg, beta.avg, alpha.avg, sharpe_ratio.avg, expense_ratio.avg)
colnames(tmp.df) <- c("avg")
analysis.df <- cbind(analysis.df, tmp.df)
##### old loc
mf.filter <- function(mf.rx, values.rx ){
rsq.rx<- values.rx[1]
beta.rx <- values.rx[2]
alpha.rx <- values.rx[3]
shrpe.rx <- values.rx[4]
exp.rx <- values.rx[5]
mf.rx <- mf.rx[mf.rx$`R-Squared`>=rsq.rx,]
mf.rx <- mf.rx[mf.rx$Beta >= beta.rx,]
mf.rx <- mf.rx[mf.rx$Alpha>= alpha.rx,]
mf.rx <- mf.rx[mf.rx$`Sharpe Ratio`>= shrpe.rx,]
mf.rx <- mf.rx[mf.rx$`Expense Ratio (%)`<= exp.rx,]
return(mf.rx)
}
pandoc.header(colFmt("1A: MF's filtered on optimal values of R-Sq, Alpha, Beta, Sharpe Ratio & Exp-Ratio", 'blue'), 1, 'setext')#knitr::kable(analysis.df, caption = colFmt("Filter Values", "blue"))
##$$$$$
paste(colFmt( "Rations/Values used to Compare Mutual Funds (Average Value is based on Present Market Status", "blue"))[1] “Rations/Values used to Compare Mutual Funds (Average Value is based on Present Market Status”
analysis.df[1:5, 1:4] %>%
mutate(
Ser.No = row.names(.),
Factor = (type),
Max.Value = (value),
Min.Value = (min),
Average.Value =(avg)
) %>%
select(Ser.No,Factor, Max.Value, Min.Value, Average.Value) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = F) %>%
column_spec(5, width = "3cm")| Ser.No | Factor | Max.Value | Min.Value | Average.Value |
|---|---|---|---|---|
| 1 | r_sq | 0.750 | 0.600 | 0.6567132 |
| 2 | beta | 1.100 | 1.000 | 0.7907319 |
| 3 | alpha | 2.000 | 1.400 | -0.5170326 |
| 4 | sharpe_ratio | 1.500 | 0.750 | 0.4065336 |
| 5 | expense_ratio | 0.015 | 0.025 | 1.2116833 |
##$$$$$
##Filter with max values
top.mf<- mf.filter(aa.mf, max.values)
rownames(top.mf) <- NULL
row.ctr <- nrow(top.mf)
paste(colFmt( "Mutual Funds Meeting the Maximum Criteria", "blue"))[1] “Mutual Funds Meeting the Maximum Criteria”
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
R_Sq = (`R-Squared`),
Beta = (Beta),
Alpha = (Alpha),
Sharpe_Ratio = (`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =(`1 Yr Ret (%).x`),
Return_5Yr =(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = F)| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| NA | NA | NA | NA | NA | NA | NA | NA | NA |
##filter with min values
top.mf<- mf.filter(aa.mf, min.values)
rownames(top.mf) <- NULL
row.ctr <- nrow(top.mf)
paste(colFmt( "Mutual Funds Meeting the Minimum Criteria", "blue"))[1] “Mutual Funds Meeting the Minimum Criteria”
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
R_Sq = (`R-Squared`),
Beta = (Beta),
Alpha = (Alpha),
Sharpe_Ratio = (`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =(`1 Yr Ret (%).x`),
Return_5Yr =(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T)| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| 1 | Axis Dynamic Bond Fund - Direct Plan | 0.66 | 1.28 | 1.92 | 1.23 | 0.22 | 14.58 | 10.39 |
| 2 | ICICI Prudential All Seasons Bond Fund - Direct Plan | 0.67 | 1.07 | 1.48 | 1.18 | 0.77 | 12.96 | 10.64 |
| 3 | ICICI Prudential Bond Fund - Direct Plan | 0.60 | 1.13 | 1.42 | 1.07 | 0.61 | 13.83 | 9.54 |
| 4 | Kotak Dynamic Bond Fund - Direct Plan | 0.64 | 1.09 | 2.51 | 1.52 | 0.45 | 12.21 | 10.72 |
| 5 | Kotak Dynamic Bond Fund - Regular Plan | 0.63 | 1.09 | 1.90 | 1.30 | 1.08 | 11.48 | 10.04 |
| 6 | L&T Triple Ace Bond Fund | 0.69 | 1.60 | 1.70 | 1.06 | 0.62 | 13.74 | 8.97 |
| 7 | L&T Triple Ace Bond Fund - Direct Plan | 0.69 | 1.61 | 1.99 | 1.13 | 0.30 | 14.11 | 9.62 |
| 8 | Mirae Asset Dynamic Bond Fund - Direct Plan | 0.65 | 1.23 | 1.99 | 1.26 | 0.46 | 12.80 | NA |
| 9 | SBI Magnum Income Fund - Direct Plan | 0.61 | 1.13 | 1.72 | 1.19 | 0.86 | 13.90 | 10.15 |
##filter wiht average values
top.mf<- mf.filter(aa.mf, avg.values)
rownames(top.mf) <- NULL
paste(colFmt( "Mutual Funds Meeting the Average Criteria", "blue"))[1] “Mutual Funds Meeting the Average Criteria”
row.ctr <- nrow(top.mf)
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
R_Sq = (`R-Squared`),
Beta = (Beta),
Alpha = (Alpha),
Sharpe_Ratio = (`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =(`1 Yr Ret (%).x`),
Return_5Yr =(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T)| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| 1 | Aditya Birla Sun Life Income Fund | 0.81 | 1.65 | -0.38 | 0.55 | 0.72 | 11.90 | 8.74 |
| 2 | Aditya Birla Sun Life Income Fund - Direct Plan | 0.81 | 1.65 | 0.33 | 0.75 | 0.25 | 12.62 | 9.59 |
| 3 | Axis Dynamic Bond Fund | 0.66 | 1.28 | 1.15 | 0.97 | 0.65 | 13.95 | 9.45 |
| 4 | Axis Dynamic Bond Fund - Direct Plan | 0.66 | 1.28 | 1.92 | 1.23 | 0.22 | 14.58 | 10.39 |
| 5 | BNP Paribas Flexi Debt Fund - Direct Plan | 0.80 | 1.18 | 0.19 | 0.73 | 0.65 | 10.46 | 9.00 |
| 6 | Canara Robeco Dynamic Bond Fund - Direct Plan | 0.82 | 1.45 | -0.30 | 0.57 | 0.88 | 10.23 | 9.09 |
| 7 | Canara Robeco Income Fund - Direct Plan | 0.78 | 1.35 | 1.04 | 1.00 | 0.80 | 11.92 | 9.47 |
| 8 | Edelweiss Dynamic Bond Fund - Direct Plan | 0.74 | 1.41 | 0.93 | 0.92 | 0.24 | 8.33 | 8.68 |
| 9 | Edelweiss Dynamic Bond Fund - Regular Plan | 0.74 | 1.40 | 0.28 | 0.72 | 0.99 | 7.48 | 7.88 |
| 10 | HSBC Flexi Debt Fund - Direct Plan | 0.85 | 1.53 | -0.18 | 0.62 | 0.96 | 10.39 | 8.52 |
| 11 | ICICI Prudential All Seasons Bond Fund - Direct Plan | 0.67 | 1.07 | 1.48 | 1.18 | 0.77 | 12.96 | 10.64 |
| 12 | ICICI Prudential Constant Maturity Gilt Fund | 0.86 | 0.84 | 1.62 | 1.12 | 0.33 | 13.82 | 11.06 |
| 13 | ICICI Prudential Constant Maturity Gilt Fund - Direct Plan | 0.86 | 0.84 | 1.83 | 1.17 | 0.17 | 14.03 | 11.32 |
| 14 | IDFC Dynamic Bond Fund - Direct Plan | 0.82 | 1.73 | 1.36 | 1.03 | 0.98 | 14.44 | 10.50 |
| 15 | IDFC Government Securities Fund - Investment Plan - Direct Plan | 0.89 | 0.83 | 1.44 | 1.11 | 0.54 | 15.04 | 11.12 |
| 16 | IDFC Government Securities Fund - Investment Plan - Regular Plan | 0.89 | 0.82 | 0.85 | 0.96 | 1.16 | 14.37 | 10.45 |
| 17 | Kotak Bond Fund - Direct Plan | 0.79 | 1.57 | 0.38 | 0.76 | 0.80 | 12.79 | 9.35 |
| 18 | Kotak Gilt Investment - Direct Plan | 0.85 | 0.82 | 0.18 | 0.78 | 0.45 | 12.71 | 10.51 |
| 19 | Kotak Gilt Investment Provident Fund and Trust Plan - Direct Plan | 0.85 | 0.83 | 0.19 | 0.79 | 0.40 | 12.71 | 10.57 |
| 20 | L&T Flexi Bond Fund - Direct Plan | 0.83 | 1.34 | 1.21 | 1.09 | 0.96 | 12.19 | 9.87 |
| 21 | L&T Triple Ace Bond Fund | 0.69 | 1.60 | 1.70 | 1.06 | 0.62 | 13.74 | 8.97 |
| 22 | L&T Triple Ace Bond Fund - Direct Plan | 0.69 | 1.61 | 1.99 | 1.13 | 0.30 | 14.11 | 9.62 |
| 23 | LIC MF Bond Fund | 0.85 | 1.41 | -0.38 | 0.55 | 1.08 | 10.50 | 7.80 |
| 24 | LIC MF Bond Fund - Direct Plan | 0.85 | 1.43 | 0.20 | 0.75 | 0.18 | 11.24 | 8.41 |
| 25 | Nippon India Dynamic Bond Fund - Direct Plan | 0.79 | 1.60 | -0.26 | 0.58 | 0.25 | 10.62 | 9.09 |
| 26 | Nippon India Income Fund - Direct Plan | 0.85 | 1.77 | 0.91 | 0.92 | 1.02 | 12.48 | 10.02 |
| 27 | PGIM India Dynamic Bond Fund - Direct Plan | 0.83 | 1.39 | 1.07 | 1.03 | 0.82 | 10.55 | 10.10 |
| 28 | Quantum Dynamic Bond Fund - Direct Plan | 0.74 | 1.18 | 0.21 | 0.71 | 0.56 | 10.21 | 9.33 |
| 29 | Quantum Dynamic Bond Fund - Regular Plan | 0.74 | 1.18 | 0.10 | 0.67 | 0.68 | 10.07 | 9.21 |
| 30 | SBI Dynamic Bond Fund - Direct Plan | 0.78 | 1.46 | 1.31 | 1.06 | 1.04 | 12.82 | 10.51 |
| 31 | Tata Digital India Fund - Direct Plan | 0.91 | 0.98 | -0.17 | 0.62 | 1.13 | 4.09 | NA |
| 32 | Union Dynamic Bond Fund - Direct Plan | 0.85 | 1.44 | -0.01 | 0.67 | 1.10 | 11.65 | 8.27 |
aa.mf$plus_ctr <- 0
aa.mf$plus_factors <- ""
filter_ctr <- function(a1.mf, values.rx ){
a1.mf$plus_ctr <- 0
a1.mf$plus_factors <- ""
rsq.vx<- values.rx[1]
beta.vx <- values.rx[2]
alpha.vx <- values.rx[3]
sharpe_ratio.vx <- values.rx[4]
expense_ratio.vx <- values.rx[5]
a1.mf[a1.mf$`R-Squared` >= rsq.vx,]$plus_ctr <- 1
a1.mf[a1.mf$`R-Squared` >= rsq.vx,]$plus_factors <- "R_Sq"
a1.mf[a1.mf$Beta >= beta.vx,]$plus_ctr <- a1.mf[a1.mf$Beta >= beta.vx,]$plus_ctr +1
a1.mf[a1.mf$Beta >= beta.vx,]$plus_factors <- paste0(a1.mf[a1.mf$Beta >= beta.vx,]$plus_factors,"-Beta")
a1.mf[a1.mf$Alpha >= alpha.vx,]$plus_ctr <- a1.mf[a1.mf$Alpha >= alpha.vx,]$plus_ctr +1
a1.mf[a1.mf$Alpha >= alpha.vx,]$plus_factors <- paste0(a1.mf[a1.mf$Alpha >= alpha.vx,]$plus_factors,"-Alpha")
a1.mf[a1.mf$`Sharpe Ratio` >= sharpe_ratio.vx,]$plus_ctr <- a1.mf[a1.mf$`Sharpe Ratio` >= sharpe_ratio.vx,]$plus_ctr +1
a1.mf[a1.mf$`Sharpe Ratio` >= sharpe_ratio.vx,]$plus_factors <-
paste0(a1.mf[a1.mf$`Sharpe Ratio` >= sharpe_ratio.vx,]$plus_ctr,"-Sharpe_Ratio")
a1.mf[a1.mf$`Expense Ratio (%)` <= expense_ratio.vx,]$plus_ctr <- a1.mf[a1.mf$`Expense Ratio (%)` <= expense_ratio.vx,]$plus_ctr +1
a1.mf[a1.mf$`Expense Ratio (%)` <= expense_ratio.vx,]$plus_factors <-
paste0(a1.mf[a1.mf$`Expense Ratio (%)` <= expense_ratio.vx,]$plus_factors, "-Exp_Ratio")
a1.mf <- a1.mf[order(a1.mf$`5 Yr Ret (%)`, decreasing = TRUE),]
return(a1.mf)
}
pandoc.header(colFmt("1B: MF's filtered on Four out of Five Criteria", 'blue'), 1, 'setext')top.mf <- filter_ctr(aa.mf, max.values)
top.mf <- top.mf[top.mf$plus_ctr >= 4,]
rownames(top.mf) <- NULL
value.string <- paste0("R-Sq:",analysis.df$value[1],", Beta:-",
analysis.df$value[2],", Alpha:-",
analysis.df$value[3],", Sharpe Ratio:-",
analysis.df$value[4],", Expense Ratio:-",
analysis.df$value[5])
value.string <- paste("MF's Meeting Max Values of Four our of Five Criteria ", value.string)
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “MF’s Meeting Max Values of Four our of Five Criteria R-Sq:0.75, Beta:-1.1, Alpha:-2, Sharpe Ratio:-1.5, Expense Ratio:-0.015”
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = ('Fund Name'),
R_Sq = color_tile("white", "orange")(`R-Squared`),
Beta = color_tile("white", "green")(Beta),
Alpha = color_tile("white", "blue")(Alpha),
Sharpe_Ratio = color_tile("white", "purple")(`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =color_tile("white", "red")(`1 Yr Ret (%).x`),
Return_5Yr =color_tile("white", "red")(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| 1 | Fund Name | 0.87 | 0.76 | 3.82 | 1.72 | 0.47 | 13.83 | 11.67 |
| 2 | Fund Name | 0.87 | 0.76 | 3.72 | 1.70 | 0.60 | 13.68 | 11.53 |
| 3 | Fund Name | 0.06 | 2.55 | 7.64 | 1.56 | 0.20 | 14.83 | 9.64 |
| 4 | Fund Name | 0.05 | 1.61 | 5.22 | 1.61 | 0.35 | 12.06 | 9.60 |
| 5 | Fund Name | 0.10 | 2.40 | 6.56 | 1.71 | 0.23 | 11.92 | 9.36 |
| 6 | Fund Name | 0.04 | 1.50 | 5.33 | 1.56 | 0.29 | 12.12 | 9.36 |
| 7 | Fund Name | 0.11 | 2.62 | 6.78 | 1.61 | 0.31 | 13.20 | 9.35 |
| 8 | Fund Name | 0.07 | 1.54 | 5.18 | 1.95 | 0.31 | 12.10 | 9.30 |
| 9 | Fund Name | 0.04 | 1.19 | 4.81 | 2.00 | 0.28 | 12.28 | 9.27 |
| 10 | Fund Name | 0.13 | 2.67 | 6.57 | 1.56 | 0.29 | 12.94 | 9.24 |
| 11 | Fund Name | 0.12 | 2.37 | 6.90 | 2.04 | 0.26 | 11.47 | 9.14 |
| 12 | Fund Name | 0.11 | 2.32 | 6.67 | 1.97 | 0.31 | 11.91 | 9.11 |
| 13 | Fund Name | 0.10 | 2.40 | 6.29 | 1.56 | 0.17 | 12.88 | 9.06 |
| 14 | Fund Name | 0.08 | 2.10 | 5.81 | 1.51 | 0.28 | 11.90 | 9.06 |
| 15 | Fund Name | 0.12 | 2.96 | 7.70 | 1.67 | 0.30 | 13.27 | 9.00 |
| 16 | Fund Name | 0.12 | 2.12 | 5.59 | 1.70 | 0.34 | 11.91 | 9.00 |
| 17 | Fund Name | 0.04 | 1.46 | 4.95 | 1.55 | 0.21 | 12.64 | 8.99 |
| 18 | Fund Name | 0.10 | 2.40 | 6.19 | 1.53 | 0.58 | 11.56 | 8.92 |
| 19 | Fund Name | 0.12 | 2.51 | 6.88 | 1.87 | 0.77 | 11.47 | 8.91 |
| 20 | Fund Name | 0.07 | 1.75 | 5.39 | 1.75 | 0.28 | 12.02 | 8.90 |
| 21 | Fund Name | 0.11 | 2.32 | 6.41 | 1.83 | 0.62 | 11.57 | 8.86 |
| 22 | Fund Name | 0.15 | 2.22 | 5.92 | 1.98 | 0.25 | 11.99 | 8.84 |
| 23 | Fund Name | 0.10 | 2.04 | 5.41 | 1.56 | 0.29 | 11.66 | 8.83 |
| 24 | Fund Name | 0.06 | 1.63 | 4.96 | 1.53 | 0.40 | 12.25 | 8.82 |
| 25 | Fund Name | 0.06 | 1.31 | 5.07 | 2.22 | 0.28 | 10.85 | 8.81 |
| 26 | Fund Name | 0.05 | 1.19 | 4.08 | 1.70 | 0.37 | 11.02 | 8.80 |
| 27 | Fund Name | 0.12 | 2.96 | 7.42 | 1.56 | 0.65 | 12.88 | 8.76 |
| 28 | Fund Name | 0.03 | 1.12 | 4.27 | 1.63 | 0.21 | 12.33 | 8.75 |
| 29 | Fund Name | 0.04 | 1.20 | 4.16 | 1.60 | 0.95 | 11.55 | 8.50 |
| 30 | Fund Name | 0.15 | 2.21 | 5.42 | 1.67 | 0.75 | 11.45 | 8.30 |
| 31 | Fund Name | 0.28 | 1.18 | 3.81 | 3.70 | 0.13 | 8.15 | 8.14 |
| 32 | Fund Name | 0.38 | 1.16 | 3.49 | 3.89 | 0.11 | 7.43 | 8.13 |
| 33 | Fund Name | 0.06 | 1.31 | 4.49 | 1.83 | 0.83 | 10.26 | 8.13 |
| 34 | Fund Name | 0.28 | 1.19 | 3.64 | 3.41 | 0.28 | 7.99 | 7.86 |
| 35 | Fund Name | 0.39 | 1.18 | 3.08 | 3.07 | 0.66 | 6.94 | 7.61 |
| 36 | Fund Name | 0.19 | 1.23 | 3.47 | 2.48 | 0.22 | 7.77 | 7.27 |
| 37 | Fund Name | 0.16 | 1.22 | 2.88 | 1.59 | 0.29 | 7.20 | 7.27 |
| 38 | Fund Name | 0.20 | 1.23 | 3.23 | 2.18 | 0.43 | 7.53 | 7.00 |
| 39 | Fund Name | 0.94 | 1.10 | 4.74 | -0.36 | 1.44 | -20.80 | 0.28 |
top.mf <- filter_ctr(aa.mf, min.values)
top.mf <- top.mf[top.mf$plus_ctr >= 4,]
rownames(top.mf) <- NULL
value.string <- paste0("R-Sq:",analysis.df$min[1],", Beta:-",
analysis.df$min[2],", Alpha:-",
analysis.df$min[3],", Sharpe Ratio:-",
analysis.df$min[4],", Expense Ratio:-",
analysis.df$min[5])
value.string <- paste("MF's Meeting Min Values of Four our of Five Criteria ", value.string)
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “MF’s Meeting Min Values of Four our of Five Criteria R-Sq:0.6, Beta:-1, Alpha:-1.4, Sharpe Ratio:-0.75, Expense Ratio:-0.025”
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = ('Fund Name'),
R_Sq = color_tile("white", "orange")(`R-Squared`),
Beta = color_tile("white", "green")(Beta),
Alpha = color_tile("white", "blue")(Alpha),
Sharpe_Ratio = color_tile("white", "purple")(`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =color_tile("white", "red")(`1 Yr Ret (%).x`),
Return_5Yr =color_tile("white", "red")(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| 1 | Fund Name | 0.95 | 1.02 | 2.55 | 0.11 | 0.86 | 3.58 | 13.06 |
| 2 | Fund Name | 0.95 | 1.01 | 1.67 | 0.07 | 1.87 | 2.56 | 12.09 |
| 3 | Fund Name | 0.92 | 0.77 | 1.63 | 1.20 | 0.62 | 13.39 | 11.81 |
| 4 | Fund Name | 0.87 | 0.76 | 3.82 | 1.72 | 0.47 | 13.83 | 11.67 |
| 5 | Fund Name | 0.87 | 0.76 | 3.72 | 1.70 | 0.60 | 13.68 | 11.53 |
| 6 | Fund Name | 0.86 | 0.84 | 1.83 | 1.17 | 0.17 | 14.03 | 11.32 |
| 7 | Fund Name | 0.74 | 0.61 | 2.97 | 1.57 | 0.34 | 12.02 | 11.21 |
| 8 | Fund Name | 0.89 | 0.83 | 1.44 | 1.11 | 0.54 | 15.04 | 11.12 |
| 9 | Fund Name | 0.86 | 0.84 | 1.62 | 1.12 | 0.33 | 13.82 | 11.06 |
| 10 | Fund Name | 0.15 | 6.20 | 11.27 | 0.81 | 1.58 | 11.42 | 10.85 |
| 11 | Fund Name | 0.74 | 0.61 | 2.64 | 1.47 | 0.64 | 11.68 | 10.83 |
| 12 | Fund Name | 0.64 | 1.09 | 2.51 | 1.52 | 0.45 | 12.21 | 10.72 |
| 13 | Fund Name | 0.67 | 1.07 | 1.48 | 1.18 | 0.77 | 12.96 | 10.64 |
| 14 | Fund Name | 0.78 | 1.46 | 1.31 | 1.06 | 1.04 | 12.82 | 10.51 |
| 15 | Fund Name | 0.82 | 1.73 | 1.36 | 1.03 | 0.98 | 14.44 | 10.50 |
| 16 | Fund Name | 0.66 | 1.28 | 1.92 | 1.23 | 0.22 | 14.58 | 10.39 |
| 17 | Fund Name | 0.88 | 1.04 | 6.13 | 0.21 | 0.90 | 4.14 | 10.33 |
| 18 | Fund Name | 0.61 | 1.13 | 1.72 | 1.19 | 0.86 | 13.90 | 10.15 |
| 19 | Fund Name | 0.83 | 1.39 | 1.07 | 1.03 | 0.82 | 10.55 | 10.10 |
| 20 | Fund Name | 0.63 | 1.09 | 1.90 | 1.30 | 1.08 | 11.48 | 10.04 |
| 21 | Fund Name | 0.85 | 1.77 | 0.91 | 0.92 | 1.02 | 12.48 | 10.02 |
| 22 | Fund Name | 0.84 | 1.76 | 0.69 | 0.86 | 1.34 | 12.81 | 9.97 |
| 23 | Fund Name | 0.67 | 1.07 | 0.78 | 0.91 | 1.34 | 12.23 | 9.88 |
| 24 | Fund Name | 0.83 | 1.34 | 1.21 | 1.09 | 0.96 | 12.19 | 9.87 |
| 25 | Fund Name | 0.68 | 0.59 | 1.99 | 1.25 | 0.86 | 10.76 | 9.83 |
| 26 | Fund Name | 0.94 | 1.02 | 2.87 | 0.13 | 0.92 | 0.61 | 9.80 |
| 27 | Fund Name | 0.78 | 1.47 | 0.57 | 0.82 | 1.66 | 12.14 | 9.74 |
| 28 | Fund Name | 0.06 | 2.55 | 7.64 | 1.56 | 0.20 | 14.83 | 9.64 |
| 29 | Fund Name | 0.82 | 1.73 | 0.62 | 0.83 | 1.77 | 13.56 | 9.63 |
| 30 | Fund Name | 0.69 | 1.61 | 1.99 | 1.13 | 0.30 | 14.11 | 9.62 |
| 31 | Fund Name | 0.05 | 1.61 | 5.22 | 1.61 | 0.35 | 12.06 | 9.60 |
| 32 | Fund Name | 0.81 | 1.65 | 0.33 | 0.75 | 0.25 | 12.62 | 9.59 |
| 33 | Fund Name | 0.02 | 1.02 | 4.42 | 1.72 | 0.40 | 12.45 | 9.59 |
| 34 | Fund Name | 0.47 | 1.29 | 1.47 | 0.90 | 0.50 | 16.20 | 9.55 |
| 35 | Fund Name | 0.55 | 1.02 | 1.64 | 1.15 | 0.28 | 13.30 | 9.55 |
| 36 | Fund Name | 0.60 | 1.13 | 1.42 | 1.07 | 0.61 | 13.83 | 9.54 |
| 37 | Fund Name | 0.78 | 1.35 | 1.04 | 1.00 | 0.80 | 11.92 | 9.47 |
| 38 | Fund Name | 0.66 | 1.28 | 1.15 | 0.97 | 0.65 | 13.95 | 9.45 |
| 39 | Fund Name | 0.61 | 1.13 | 0.95 | 0.91 | 1.47 | 13.21 | 9.40 |
| 40 | Fund Name | 0.10 | 2.40 | 6.56 | 1.71 | 0.23 | 11.92 | 9.36 |
| 41 | Fund Name | 0.04 | 1.50 | 5.33 | 1.56 | 0.29 | 12.12 | 9.36 |
| 42 | Fund Name | 0.79 | 1.57 | 0.38 | 0.76 | 0.80 | 12.79 | 9.35 |
| 43 | Fund Name | 0.11 | 2.62 | 6.78 | 1.61 | 0.31 | 13.20 | 9.35 |
| 44 | Fund Name | 0.06 | 2.56 | 7.38 | 1.46 | 0.55 | 14.43 | 9.33 |
| 45 | Fund Name | 0.68 | 0.59 | 1.51 | 1.11 | 1.36 | 10.26 | 9.31 |
| 46 | Fund Name | 0.07 | 1.54 | 5.18 | 1.95 | 0.31 | 12.10 | 9.30 |
| 47 | Fund Name | 0.02 | 1.21 | 4.64 | 1.28 | 0.36 | 12.22 | 9.29 |
| 48 | Fund Name | 0.05 | 1.61 | 4.92 | 1.46 | 0.67 | 11.71 | 9.27 |
| 49 | Fund Name | 0.04 | 1.19 | 4.81 | 2.00 | 0.28 | 12.28 | 9.27 |
| 50 | Fund Name | 0.02 | 1.15 | 3.82 | 1.16 | 0.37 | 10.74 | 9.27 |
| 51 | Fund Name | 0.13 | 2.67 | 6.57 | 1.56 | 0.29 | 12.94 | 9.24 |
| 52 | Fund Name | 0.65 | 0.89 | 1.95 | 1.50 | 0.75 | 12.35 | 9.21 |
| 53 | Fund Name | 0.12 | 2.37 | 6.90 | 2.04 | 0.26 | 11.47 | 9.14 |
| 54 | Fund Name | 0.11 | 2.32 | 6.67 | 1.97 | 0.31 | 11.91 | 9.11 |
| 55 | Fund Name | 0.70 | 1.21 | 0.42 | 0.76 | 1.44 | 12.96 | 9.08 |
| 56 | Fund Name | 0.10 | 2.40 | 6.29 | 1.56 | 0.17 | 12.88 | 9.06 |
| 57 | Fund Name | 0.08 | 2.10 | 5.81 | 1.51 | 0.28 | 11.90 | 9.06 |
| 58 | Fund Name | 0.83 | 1.34 | 0.41 | 0.81 | 1.62 | 11.43 | 9.02 |
| 59 | Fund Name | 0.11 | 2.61 | 6.40 | 1.46 | 0.80 | 12.68 | 9.02 |
| 60 | Fund Name | 0.12 | 2.96 | 7.70 | 1.67 | 0.30 | 13.27 | 9.00 |
| 61 | Fund Name | 0.12 | 2.12 | 5.59 | 1.70 | 0.34 | 11.91 | 9.00 |
| 62 | Fund Name | 0.04 | 1.51 | 5.00 | 1.41 | 0.61 | 11.77 | 8.99 |
| 63 | Fund Name | 0.04 | 1.46 | 4.95 | 1.55 | 0.21 | 12.64 | 8.99 |
| 64 | Fund Name | 0.60 | 1.13 | 0.86 | 0.87 | 1.08 | 13.25 | 8.98 |
| 65 | Fund Name | 0.69 | 1.60 | 1.70 | 1.06 | 0.62 | 13.74 | 8.97 |
| 66 | Fund Name | 0.46 | 1.05 | 1.80 | 1.09 | 0.40 | 9.09 | 8.93 |
| 67 | Fund Name | 0.10 | 2.40 | 6.19 | 1.53 | 0.58 | 11.56 | 8.92 |
| 68 | Fund Name | 0.88 | 1.04 | 4.62 | 0.15 | 2.29 | 2.64 | 8.92 |
| 69 | Fund Name | 0.12 | 2.51 | 6.88 | 1.87 | 0.77 | 11.47 | 8.91 |
| 70 | Fund Name | 0.13 | 2.66 | 6.26 | 1.42 | 0.56 | 12.62 | 8.90 |
| 71 | Fund Name | 0.07 | 1.75 | 5.39 | 1.75 | 0.28 | 12.02 | 8.90 |
| 72 | Fund Name | 0.02 | 1.15 | 3.42 | 0.97 | 0.82 | 10.24 | 8.89 |
| 73 | Fund Name | 0.02 | 1.21 | 4.19 | 1.10 | 0.81 | 11.72 | 8.88 |
| 74 | Fund Name | 0.11 | 2.32 | 6.41 | 1.83 | 0.62 | 11.57 | 8.86 |
| 75 | Fund Name | 0.15 | 2.22 | 5.92 | 1.98 | 0.25 | 11.99 | 8.84 |
| 76 | Fund Name | 0.10 | 2.04 | 5.41 | 1.56 | 0.29 | 11.66 | 8.83 |
| 77 | Fund Name | 0.06 | 1.63 | 4.96 | 1.53 | 0.40 | 12.25 | 8.82 |
| 78 | Fund Name | 0.06 | 1.31 | 5.07 | 2.22 | 0.28 | 10.85 | 8.81 |
| 79 | Fund Name | 0.05 | 1.19 | 4.08 | 1.70 | 0.37 | 11.02 | 8.80 |
| 80 | Fund Name | 0.08 | 1.74 | 4.80 | 1.48 | 0.34 | 11.57 | 8.80 |
| 81 | Fund Name | 0.12 | 2.96 | 7.42 | 1.56 | 0.65 | 12.88 | 8.76 |
| 82 | Fund Name | 0.03 | 1.03 | 3.62 | 1.28 | 1.51 | 11.61 | 8.75 |
| 83 | Fund Name | 0.03 | 1.12 | 4.27 | 1.63 | 0.21 | 12.33 | 8.75 |
| 84 | Fund Name | 0.74 | 1.41 | 0.93 | 0.92 | 0.24 | 8.33 | 8.68 |
| 85 | Fund Name | 0.10 | 2.41 | 5.89 | 1.38 | 0.56 | 12.44 | 8.61 |
| 86 | Fund Name | 0.02 | 1.11 | 3.93 | 1.09 | 0.35 | 12.27 | 8.59 |
| 87 | Fund Name | 0.08 | 2.11 | 5.30 | 1.27 | 0.78 | 11.37 | 8.52 |
| 88 | Fund Name | 0.04 | 1.20 | 4.16 | 1.60 | 0.95 | 11.55 | 8.50 |
| 89 | Fund Name | 0.04 | 1.46 | 4.53 | 1.34 | 0.61 | 12.19 | 8.48 |
| 90 | Fund Name | 0.16 | 1.85 | 4.07 | 1.39 | 0.13 | 5.72 | 8.42 |
| 91 | Fund Name | 0.85 | 1.43 | 0.20 | 0.75 | 0.18 | 11.24 | 8.41 |
| 92 | Fund Name | 0.98 | 1.01 | 1.40 | 0.02 | 0.94 | -2.51 | 8.40 |
| 93 | Fund Name | 0.12 | 2.13 | 5.04 | 1.38 | 0.84 | 11.35 | 8.40 |
| 94 | Fund Name | 0.07 | 1.53 | 4.34 | 1.45 | 1.13 | 11.18 | 8.35 |
| 95 | Fund Name | 0.07 | 1.76 | 4.90 | 1.49 | 0.80 | 11.45 | 8.34 |
| 96 | Fund Name | 0.94 | 1.02 | 1.58 | 0.07 | 1.86 | -0.47 | 8.30 |
| 97 | Fund Name | 0.15 | 2.21 | 5.42 | 1.67 | 0.75 | 11.45 | 8.30 |
| 98 | Fund Name | 0.03 | 1.11 | 3.83 | 1.38 | 0.55 | 11.87 | 8.27 |
| 99 | Fund Name | 0.07 | 1.09 | 3.83 | 2.20 | 0.12 | 9.72 | 8.20 |
| 100 | Fund Name | 0.97 | 1.00 | 2.54 | 0.12 | 1.08 | -3.83 | 8.17 |
| 101 | Fund Name | 0.28 | 1.18 | 3.81 | 3.70 | 0.13 | 8.15 | 8.14 |
| 102 | Fund Name | 0.38 | 1.16 | 3.49 | 3.89 | 0.11 | 7.43 | 8.13 |
| 103 | Fund Name | 0.06 | 1.31 | 4.49 | 1.83 | 0.83 | 10.26 | 8.13 |
| 104 | Fund Name | 0.08 | 1.75 | 4.10 | 1.10 | 1.14 | 10.68 | 8.09 |
| 105 | Fund Name | 0.05 | 1.20 | 3.36 | 1.23 | 1.02 | 10.26 | 8.02 |
| 106 | Fund Name | 0.10 | 2.04 | 4.67 | 1.17 | 0.92 | 10.90 | 7.99 |
| 107 | Fund Name | 0.06 | 1.62 | 4.11 | 1.10 | 1.25 | 11.30 | 7.98 |
| 108 | Fund Name | 0.18 | 2.90 | 5.95 | 1.24 | 0.23 | 10.16 | 7.97 |
| 109 | Fund Name | 0.28 | 1.09 | 3.43 | 3.59 | 0.23 | 7.55 | 7.94 |
| 110 | Fund Name | 0.02 | 1.11 | 3.29 | 0.83 | 0.95 | 11.38 | 7.89 |
| 111 | Fund Name | 0.18 | 2.89 | 5.84 | 1.18 | 0.36 | 10.02 | 7.88 |
| 112 | Fund Name | 0.28 | 1.19 | 3.64 | 3.41 | 0.28 | 7.99 | 7.86 |
| 113 | Fund Name | 0.39 | 1.18 | 3.08 | 3.07 | 0.66 | 6.94 | 7.61 |
| 114 | Fund Name | 0.28 | 1.09 | 3.10 | 3.02 | 0.53 | 7.22 | 7.58 |
| 115 | Fund Name | 0.07 | 1.08 | 3.07 | 1.56 | 1.00 | 8.80 | 7.45 |
| 116 | Fund Name | 0.07 | 1.10 | 2.76 | 1.18 | 0.27 | 7.91 | 7.29 |
| 117 | Fund Name | 0.19 | 1.23 | 3.47 | 2.48 | 0.22 | 7.77 | 7.27 |
| 118 | Fund Name | 0.16 | 1.22 | 2.88 | 1.59 | 0.29 | 7.20 | 7.27 |
| 119 | Fund Name | 0.20 | 1.23 | 3.23 | 2.18 | 0.43 | 7.53 | 7.00 |
| 120 | Fund Name | 0.99 | 1.00 | 1.70 | 0.08 | 0.10 | -4.36 | 6.82 |
| 121 | Fund Name | 0.99 | 1.00 | 1.52 | 0.07 | 0.30 | -4.60 | 6.64 |
| 122 | Fund Name | 0.92 | 1.00 | 7.42 | -0.24 | 1.94 | -11.45 | 3.02 |
| 123 | Fund Name | 0.92 | 1.00 | 6.81 | -0.26 | 2.37 | -11.94 | 2.37 |
| 124 | Fund Name | 0.94 | 1.10 | 4.74 | -0.36 | 1.44 | -20.80 | 0.28 |
| 125 | Fund Name | 0.89 | 1.01 | 4.36 | -0.35 | 1.79 | -17.06 | NA |
| 126 | Fund Name | 0.65 | 1.23 | 1.99 | 1.26 | 0.46 | 12.80 | NA |
| 127 | Fund Name | 0.64 | 1.24 | 0.65 | 0.80 | 1.38 | 11.64 | NA |
| 128 | Fund Name | 0.98 | 1.00 | 4.17 | 0.14 | 0.45 | 0.83 | NA |
| 129 | Fund Name | 0.98 | 1.00 | 2.75 | 0.08 | 1.89 | -0.76 | NA |
| 130 | Fund Name | 0.87 | 1.07 | 5.29 | 0.17 | 0.88 | 6.01 | NA |
| 131 | Fund Name | 0.87 | 1.07 | 4.50 | 0.14 | 1.38 | 5.48 | NA |
top.mf <- filter_ctr(aa.mf, avg.values)
top.mf <- top.mf[top.mf$plus_ctr >= 4,]
rownames(top.mf) <- NULL
value.string <- paste0("R-Sq:",round(analysis.df$avg[1], digits = 2),", Beta:-",
round(analysis.df$avg[2], digits = 2),", Alpha:-",
round(analysis.df$avg[3], digits = 2),", Sharpe Ratio:-",
round(analysis.df$avg[4], digits = 2),", Expense Ratio:-",
round(analysis.df$avg[5], digits = 2))
value.string <- paste("MF's Meeting Average Values of Four our of Five Criteria ", value.string)
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “MF’s Meeting Average Values of Four our of Five Criteria R-Sq:0.66, Beta:-0.79, Alpha:–0.52, Sharpe Ratio:-0.41, Expense Ratio:-1.21”
top.mf[1:row.ctr,c(1,37,35,36,33,6,7,22)] %>%
mutate(
Ser.No = row.names(.),
Fund = ('Fund Name'),
R_Sq = color_tile("white", "orange")(`R-Squared`),
Beta = color_tile("white", "green")(Beta),
Alpha = color_tile("white", "blue")(Alpha),
Sharpe_Ratio = color_tile("white", "purple")(`Sharpe Ratio`),
Exp_Ratio = (`Expense Ratio (%)`),
Return_1Yr =color_tile("white", "red")(`1 Yr Ret (%).x`),
Return_5Yr =color_tile("white", "red")(`5 Yr Ret (%)`),
) %>%
select(Ser.No,Fund, R_Sq, Beta, Alpha, Sharpe_Ratio, Exp_Ratio, Return_1Yr, Return_5Yr) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | R_Sq | Beta | Alpha | Sharpe_Ratio | Exp_Ratio | Return_1Yr | Return_5Yr |
|---|---|---|---|---|---|---|---|---|
| 1 | Fund Name | 0.95 | 1.02 | 2.55 | 0.11 | 0.86 | 3.58 | 13.06 |
| 2 | Fund Name | 0.79 | 0.90 | 0.51 | 0.61 | 1.67 | 9.80 | 12.46 |
| 3 | Fund Name | 0.92 | 0.77 | 1.63 | 1.20 | 0.62 | 13.39 | 11.81 |
| 4 | Fund Name | 0.87 | 0.76 | 3.82 | 1.72 | 0.47 | 13.83 | 11.67 |
| 5 | Fund Name | 0.79 | 0.90 | -0.42 | 0.56 | 2.64 | 8.79 | 11.54 |
| 6 | Fund Name | 0.87 | 0.76 | 3.72 | 1.70 | 0.60 | 13.68 | 11.53 |
| 7 | Fund Name | 0.82 | 0.91 | 6.94 | 0.28 | 0.88 | 11.10 | 11.45 |
| 8 | Fund Name | 0.86 | 0.84 | 1.83 | 1.17 | 0.17 | 14.03 | 11.32 |
| 9 | Fund Name | 0.74 | 0.61 | 2.97 | 1.57 | 0.34 | 12.02 | 11.21 |
| 10 | Fund Name | 0.89 | 0.83 | 1.44 | 1.11 | 0.54 | 15.04 | 11.12 |
| 11 | Fund Name | 0.86 | 0.84 | 1.62 | 1.12 | 0.33 | 13.82 | 11.06 |
| 12 | Fund Name | 0.83 | 0.78 | 0.48 | 0.85 | 0.58 | 12.50 | 11.02 |
| 13 | Fund Name | 0.74 | 0.61 | 2.64 | 1.47 | 0.64 | 11.68 | 10.83 |
| 14 | Fund Name | 0.86 | 0.74 | 0.63 | 0.91 | 0.50 | 13.08 | 10.82 |
| 15 | Fund Name | 0.90 | 0.82 | 11.80 | 0.10 | 0.92 | 2.03 | 10.82 |
| 16 | Fund Name | 0.74 | 0.71 | 0.48 | 0.81 | 0.58 | 14.01 | 10.78 |
| 17 | Fund Name | 0.91 | 0.95 | 1.03 | 0.00 | 0.57 | 2.35 | 10.77 |
| 18 | Fund Name | 0.64 | 1.09 | 2.51 | 1.52 | 0.45 | 12.21 | 10.72 |
| 19 | Fund Name | 0.93 | 0.92 | 5.41 | 0.10 | 1.16 | -16.13 | 10.72 |
| 20 | Fund Name | 0.90 | 0.82 | 0.25 | 0.64 | 1.84 | 7.49 | 10.70 |
| 21 | Fund Name | 0.88 | 0.79 | 1.24 | 1.06 | 0.56 | 14.31 | 10.69 |
| 22 | Fund Name | 0.67 | 1.07 | 1.48 | 1.18 | 0.77 | 12.96 | 10.64 |
| 23 | Fund Name | 0.85 | 0.83 | 0.19 | 0.79 | 0.40 | 12.71 | 10.57 |
| 24 | Fund Name | 0.85 | 0.82 | 0.18 | 0.78 | 0.45 | 12.71 | 10.51 |
| 25 | Fund Name | 0.78 | 1.46 | 1.31 | 1.06 | 1.04 | 12.82 | 10.51 |
| 26 | Fund Name | 0.82 | 1.73 | 1.36 | 1.03 | 0.98 | 14.44 | 10.50 |
| 27 | Fund Name | 0.90 | 0.93 | 4.69 | 0.18 | 0.65 | 2.87 | 10.45 |
| 28 | Fund Name | 0.89 | 0.82 | 0.85 | 0.96 | 1.16 | 14.37 | 10.45 |
| 29 | Fund Name | 0.83 | 0.78 | -0.10 | 0.71 | 1.18 | 11.83 | 10.41 |
| 30 | Fund Name | 0.66 | 1.28 | 1.92 | 1.23 | 0.22 | 14.58 | 10.39 |
| 31 | Fund Name | 0.94 | 0.92 | 2.63 | 0.08 | 0.90 | 0.96 | 10.38 |
| 32 | Fund Name | 0.88 | 1.04 | 6.13 | 0.21 | 0.90 | 4.14 | 10.33 |
| 33 | Fund Name | 0.77 | 0.71 | 0.28 | 0.78 | 0.65 | 11.69 | 10.30 |
| 34 | Fund Name | 0.92 | 0.81 | 8.21 | 0.15 | 0.70 | 1.53 | 10.27 |
| 35 | Fund Name | 0.86 | 0.74 | 0.09 | 0.77 | 0.95 | 12.57 | 10.24 |
| 36 | Fund Name | 0.87 | 0.72 | 0.18 | 0.80 | 0.57 | 11.71 | 10.22 |
| 37 | Fund Name | 0.86 | 0.87 | 5.09 | 0.21 | 0.85 | 0.42 | 10.20 |
| 38 | Fund Name | 0.74 | 0.72 | -0.04 | 0.68 | 1.01 | 13.50 | 10.17 |
| 39 | Fund Name | 0.61 | 1.13 | 1.72 | 1.19 | 0.86 | 13.90 | 10.15 |
| 40 | Fund Name | 0.83 | 1.39 | 1.07 | 1.03 | 0.82 | 10.55 | 10.10 |
| 41 | Fund Name | 0.87 | 0.79 | 0.52 | 0.88 | 1.09 | 13.66 | 10.04 |
| 42 | Fund Name | 0.63 | 1.09 | 1.90 | 1.30 | 1.08 | 11.48 | 10.04 |
| 43 | Fund Name | 0.85 | 1.77 | 0.91 | 0.92 | 1.02 | 12.48 | 10.02 |
| 44 | Fund Name | 0.77 | 0.71 | 0.00 | 0.70 | 0.93 | 11.35 | 9.99 |
| 45 | Fund Name | 0.84 | 1.76 | 0.69 | 0.86 | 1.34 | 12.81 | 9.97 |
| 46 | Fund Name | 0.83 | 0.69 | 0.91 | 0.98 | 0.76 | 12.14 | 9.95 |
| 47 | Fund Name | 0.87 | 0.94 | -0.75 | 0.59 | 0.30 | 12.91 | 9.92 |
| 48 | Fund Name | 0.67 | 1.07 | 0.78 | 0.91 | 1.34 | 12.23 | 9.88 |
| 49 | Fund Name | 0.83 | 1.34 | 1.21 | 1.09 | 0.96 | 12.19 | 9.87 |
| 50 | Fund Name | 0.91 | 0.98 | -0.05 | -0.01 | 0.77 | 0.74 | 9.83 |
| 51 | Fund Name | 0.68 | 0.59 | 1.99 | 1.25 | 0.86 | 10.76 | 9.83 |
| 52 | Fund Name | 0.94 | 1.02 | 2.87 | 0.13 | 0.92 | 0.61 | 9.80 |
| 53 | Fund Name | 0.78 | 1.47 | 0.57 | 0.82 | 1.66 | 12.14 | 9.74 |
| 54 | Fund Name | 0.87 | 0.94 | -0.99 | 0.54 | 0.51 | 12.66 | 9.66 |
| 55 | Fund Name | 0.06 | 2.55 | 7.64 | 1.56 | 0.20 | 14.83 | 9.64 |
| 56 | Fund Name | 0.82 | 1.73 | 0.62 | 0.83 | 1.77 | 13.56 | 9.63 |
| 57 | Fund Name | 0.69 | 1.61 | 1.99 | 1.13 | 0.30 | 14.11 | 9.62 |
| 58 | Fund Name | 0.79 | 0.76 | 0.17 | 0.75 | 0.22 | 13.21 | 9.61 |
| 59 | Fund Name | 0.05 | 1.61 | 5.22 | 1.61 | 0.35 | 12.06 | 9.60 |
| 60 | Fund Name | 0.81 | 1.65 | 0.33 | 0.75 | 0.25 | 12.62 | 9.59 |
| 61 | Fund Name | 0.02 | 1.02 | 4.42 | 1.72 | 0.40 | 12.45 | 9.59 |
| 62 | Fund Name | 0.47 | 1.29 | 1.47 | 0.90 | 0.50 | 16.20 | 9.55 |
| 63 | Fund Name | 0.55 | 1.02 | 1.64 | 1.15 | 0.28 | 13.30 | 9.55 |
| 64 | Fund Name | 0.60 | 1.13 | 1.42 | 1.07 | 0.61 | 13.83 | 9.54 |
| 65 | Fund Name | 0.68 | 1.54 | 1.19 | 0.19 | 0.34 | 10.70 | 9.51 |
| 66 | Fund Name | 0.78 | 1.35 | 1.04 | 1.00 | 0.80 | 11.92 | 9.47 |
| 67 | Fund Name | 0.66 | 1.28 | 1.15 | 0.97 | 0.65 | 13.95 | 9.45 |
| 68 | Fund Name | 0.88 | 0.86 | -1.46 | 0.42 | 0.24 | 9.03 | 9.44 |
| 69 | Fund Name | 0.10 | 2.40 | 6.56 | 1.71 | 0.23 | 11.92 | 9.36 |
| 70 | Fund Name | 0.04 | 1.50 | 5.33 | 1.56 | 0.29 | 12.12 | 9.36 |
| 71 | Fund Name | 0.79 | 1.57 | 0.38 | 0.76 | 0.80 | 12.79 | 9.35 |
| 72 | Fund Name | 0.11 | 2.62 | 6.78 | 1.61 | 0.31 | 13.20 | 9.35 |
| 73 | Fund Name | 0.06 | 2.56 | 7.38 | 1.46 | 0.55 | 14.43 | 9.33 |
| 74 | Fund Name | 0.74 | 1.18 | 0.21 | 0.71 | 0.56 | 10.21 | 9.33 |
| 75 | Fund Name | 0.87 | 0.88 | -1.33 | 0.45 | 0.79 | 9.62 | 9.33 |
| 76 | Fund Name | 0.07 | 1.54 | 5.18 | 1.95 | 0.31 | 12.10 | 9.30 |
| 77 | Fund Name | 0.02 | 1.21 | 4.64 | 1.28 | 0.36 | 12.22 | 9.29 |
| 78 | Fund Name | 0.02 | 0.90 | 4.88 | 2.10 | 0.34 | 12.44 | 9.28 |
| 79 | Fund Name | 0.05 | 1.61 | 4.92 | 1.46 | 0.67 | 11.71 | 9.27 |
| 80 | Fund Name | 0.04 | 1.19 | 4.81 | 2.00 | 0.28 | 12.28 | 9.27 |
| 81 | Fund Name | 0.02 | 1.15 | 3.82 | 1.16 | 0.37 | 10.74 | 9.27 |
| 82 | Fund Name | 0.13 | 2.67 | 6.57 | 1.56 | 0.29 | 12.94 | 9.24 |
| 83 | Fund Name | 0.65 | 0.89 | 1.95 | 1.50 | 0.75 | 12.35 | 9.21 |
| 84 | Fund Name | 0.74 | 1.18 | 0.10 | 0.67 | 0.68 | 10.07 | 9.21 |
| 85 | Fund Name | 0.93 | 0.89 | -1.02 | 0.54 | 0.27 | 10.33 | 9.20 |
| 86 | Fund Name | 0.97 | 0.86 | 4.24 | 0.23 | 1.04 | 5.77 | 9.19 |
| 87 | Fund Name | 0.84 | 1.76 | 0.01 | 0.68 | 1.97 | 12.12 | 9.17 |
| 88 | Fund Name | 0.12 | 2.37 | 6.90 | 2.04 | 0.26 | 11.47 | 9.14 |
| 89 | Fund Name | 0.55 | 1.03 | 1.24 | 1.00 | 0.51 | 13.06 | 9.14 |
| 90 | Fund Name | 0.83 | 0.90 | 0.38 | 0.17 | 1.15 | 9.03 | 9.13 |
| 91 | Fund Name | 0.85 | 1.77 | 0.13 | 0.71 | 1.75 | 11.65 | 9.13 |
| 92 | Fund Name | 0.87 | 0.62 | 0.43 | 0.88 | 0.44 | 9.24 | 9.13 |
| 93 | Fund Name | 0.82 | 0.53 | -0.38 | 0.59 | 0.49 | 11.40 | 9.12 |
| 94 | Fund Name | 0.11 | 2.32 | 6.67 | 1.97 | 0.31 | 11.91 | 9.11 |
| 95 | Fund Name | 0.88 | 0.93 | 0.34 | 0.05 | 0.87 | 3.11 | 9.11 |
| 96 | Fund Name | 0.92 | 0.75 | -0.39 | 0.66 | 1.03 | 10.23 | 9.09 |
| 97 | Fund Name | 0.82 | 1.45 | -0.30 | 0.57 | 0.88 | 10.23 | 9.09 |
| 98 | Fund Name | 0.79 | 1.60 | -0.26 | 0.58 | 0.25 | 10.62 | 9.09 |
| 99 | Fund Name | 0.70 | 1.21 | 0.42 | 0.76 | 1.44 | 12.96 | 9.08 |
| 100 | Fund Name | 0.96 | 0.85 | 2.40 | -0.01 | 1.00 | 3.97 | 9.07 |
| 101 | Fund Name | 0.84 | 0.87 | 0.85 | 0.24 | 1.05 | 8.35 | 9.07 |
| 102 | Fund Name | 0.79 | 0.76 | -0.32 | 0.63 | 0.68 | 12.70 | 9.06 |
| 103 | Fund Name | 0.46 | 1.28 | 0.98 | 0.77 | 1.11 | 15.46 | 9.06 |
| 104 | Fund Name | 0.10 | 2.40 | 6.29 | 1.56 | 0.17 | 12.88 | 9.06 |
| 105 | Fund Name | 0.08 | 2.10 | 5.81 | 1.51 | 0.28 | 11.90 | 9.06 |
| 106 | Fund Name | 0.99 | 0.98 | 0.85 | 0.04 | 0.65 | -3.79 | 9.04 |
| 107 | Fund Name | 0.83 | 1.34 | 0.41 | 0.81 | 1.62 | 11.43 | 9.02 |
| 108 | Fund Name | 0.11 | 2.61 | 6.40 | 1.46 | 0.80 | 12.68 | 9.02 |
| 109 | Fund Name | 0.80 | 1.18 | 0.19 | 0.73 | 0.65 | 10.46 | 9.00 |
| 110 | Fund Name | 0.12 | 2.96 | 7.70 | 1.67 | 0.30 | 13.27 | 9.00 |
| 111 | Fund Name | 0.12 | 2.12 | 5.59 | 1.70 | 0.34 | 11.91 | 9.00 |
| 112 | Fund Name | 0.04 | 1.51 | 5.00 | 1.41 | 0.61 | 11.77 | 8.99 |
| 113 | Fund Name | 0.04 | 1.46 | 4.95 | 1.55 | 0.21 | 12.64 | 8.99 |
| 114 | Fund Name | 0.60 | 1.13 | 0.86 | 0.87 | 1.08 | 13.25 | 8.98 |
| 115 | Fund Name | 0.69 | 1.60 | 1.70 | 1.06 | 0.62 | 13.74 | 8.97 |
| 116 | Fund Name | 0.83 | 1.39 | 0.15 | 0.72 | 1.78 | 9.69 | 8.95 |
| 117 | Fund Name | 0.86 | 0.58 | 1.30 | 0.43 | 0.73 | 7.56 | 8.93 |
| 118 | Fund Name | 0.46 | 1.05 | 1.80 | 1.09 | 0.40 | 9.09 | 8.93 |
| 119 | Fund Name | 0.10 | 2.40 | 6.19 | 1.53 | 0.58 | 11.56 | 8.92 |
| 120 | Fund Name | 0.12 | 2.51 | 6.88 | 1.87 | 0.77 | 11.47 | 8.91 |
| 121 | Fund Name | 0.13 | 2.66 | 6.26 | 1.42 | 0.56 | 12.62 | 8.90 |
| 122 | Fund Name | 0.07 | 1.75 | 5.39 | 1.75 | 0.28 | 12.02 | 8.90 |
| 123 | Fund Name | 0.02 | 1.15 | 3.42 | 0.97 | 0.82 | 10.24 | 8.89 |
| 124 | Fund Name | 0.02 | 1.21 | 4.19 | 1.10 | 0.81 | 11.72 | 8.88 |
| 125 | Fund Name | 0.11 | 2.32 | 6.41 | 1.83 | 0.62 | 11.57 | 8.86 |
| 126 | Fund Name | 0.15 | 2.22 | 5.92 | 1.98 | 0.25 | 11.99 | 8.84 |
| 127 | Fund Name | 0.10 | 2.04 | 5.41 | 1.56 | 0.29 | 11.66 | 8.83 |
| 128 | Fund Name | 0.06 | 1.63 | 4.96 | 1.53 | 0.40 | 12.25 | 8.82 |
| 129 | Fund Name | 0.06 | 1.31 | 5.07 | 2.22 | 0.28 | 10.85 | 8.81 |
| 130 | Fund Name | 0.60 | 0.95 | 0.17 | 0.64 | 0.16 | 10.98 | 8.81 |
| 131 | Fund Name | 0.05 | 1.19 | 4.08 | 1.70 | 0.37 | 11.02 | 8.80 |
| 132 | Fund Name | 0.08 | 1.74 | 4.80 | 1.48 | 0.34 | 11.57 | 8.80 |
| 133 | Fund Name | 0.39 | 0.86 | 0.52 | 0.65 | 0.20 | 12.36 | 8.78 |
| 134 | Fund Name | 0.12 | 2.96 | 7.42 | 1.56 | 0.65 | 12.88 | 8.76 |
| 135 | Fund Name | 0.68 | 1.54 | 0.40 | 0.13 | 0.75 | 10.26 | 8.76 |
| 136 | Fund Name | 0.89 | 0.95 | -0.25 | -0.02 | 1.00 | -1.31 | 8.75 |
| 137 | Fund Name | 0.03 | 1.12 | 4.27 | 1.63 | 0.21 | 12.33 | 8.75 |
| 138 | Fund Name | 0.81 | 1.65 | -0.38 | 0.55 | 0.72 | 11.90 | 8.74 |
| 139 | Fund Name | 0.90 | 0.85 | 4.13 | 0.17 | 0.93 | 0.49 | 8.73 |
| 140 | Fund Name | 0.98 | 0.95 | 1.16 | 0.01 | 0.72 | -4.91 | 8.73 |
| 141 | Fund Name | 0.87 | 0.62 | -0.06 | 0.73 | 0.72 | 8.73 | 8.71 |
| 142 | Fund Name | 0.02 | 0.90 | 4.38 | 1.82 | 0.81 | 11.91 | 8.71 |
| 143 | Fund Name | 0.74 | 1.41 | 0.93 | 0.92 | 0.24 | 8.33 | 8.68 |
| 144 | Fund Name | 0.10 | 2.41 | 5.89 | 1.38 | 0.56 | 12.44 | 8.61 |
| 145 | Fund Name | 0.02 | 1.11 | 3.93 | 1.09 | 0.35 | 12.27 | 8.59 |
| 146 | Fund Name | 0.85 | 1.53 | -0.18 | 0.62 | 0.96 | 10.39 | 8.52 |
| 147 | Fund Name | 0.08 | 2.11 | 5.30 | 1.27 | 0.78 | 11.37 | 8.52 |
| 148 | Fund Name | 0.78 | 1.34 | 0.07 | 0.68 | 1.88 | 10.72 | 8.51 |
| 149 | Fund Name | 0.04 | 1.20 | 4.16 | 1.60 | 0.95 | 11.55 | 8.50 |
| 150 | Fund Name | 0.04 | 1.46 | 4.53 | 1.34 | 0.61 | 12.19 | 8.48 |
| 151 | Fund Name | 0.96 | 0.96 | 0.63 | 0.02 | 0.90 | 1.12 | 8.43 |
| 152 | Fund Name | 0.16 | 1.85 | 4.07 | 1.39 | 0.13 | 5.72 | 8.42 |
| 153 | Fund Name | 0.96 | 0.99 | 0.43 | -0.03 | 0.77 | -7.44 | 8.42 |
| 154 | Fund Name | 0.90 | 1.68 | -0.30 | 0.61 | 1.23 | 10.38 | 8.41 |
| 155 | Fund Name | 0.85 | 1.43 | 0.20 | 0.75 | 0.18 | 11.24 | 8.41 |
| 156 | Fund Name | 0.98 | 1.01 | 1.40 | 0.02 | 0.94 | -2.51 | 8.40 |
| 157 | Fund Name | 0.12 | 2.13 | 5.04 | 1.38 | 0.84 | 11.35 | 8.40 |
| 158 | Fund Name | 0.07 | 0.80 | 3.73 | 3.16 | 0.28 | 9.25 | 8.39 |
| 159 | Fund Name | 0.07 | 1.53 | 4.34 | 1.45 | 1.13 | 11.18 | 8.35 |
| 160 | Fund Name | 0.86 | 0.93 | 0.62 | 0.07 | 0.89 | 4.48 | 8.34 |
| 161 | Fund Name | 0.07 | 1.76 | 4.90 | 1.49 | 0.80 | 11.45 | 8.34 |
| 162 | Fund Name | 0.15 | 2.21 | 5.42 | 1.67 | 0.75 | 11.45 | 8.30 |
| 163 | Fund Name | 0.21 | 0.90 | 3.24 | 3.84 | 0.24 | 7.50 | 8.28 |
| 164 | Fund Name | 0.07 | 0.91 | 3.68 | 2.61 | 0.35 | 9.25 | 8.27 |
| 165 | Fund Name | 0.03 | 1.11 | 3.83 | 1.38 | 0.55 | 11.87 | 8.27 |
| 166 | Fund Name | 0.91 | 0.83 | 1.30 | 0.12 | 1.03 | 0.82 | 8.27 |
| 167 | Fund Name | 0.85 | 1.44 | -0.01 | 0.67 | 1.10 | 11.65 | 8.27 |
| 168 | Fund Name | 0.97 | 0.92 | 0.97 | -0.07 | 0.63 | -2.28 | 8.25 |
| 169 | Fund Name | 0.96 | 1.05 | 0.09 | 0.00 | 0.97 | -1.33 | 8.23 |
| 170 | Fund Name | 0.85 | 0.75 | 1.60 | 0.41 | 0.79 | 11.23 | 8.22 |
| 171 | Fund Name | 0.09 | 0.91 | 3.49 | 2.80 | 0.28 | 8.90 | 8.21 |
| 172 | Fund Name | 0.45 | 1.04 | 1.28 | 0.92 | 0.90 | 8.54 | 8.21 |
| 173 | Fund Name | 0.07 | 1.09 | 3.83 | 2.20 | 0.12 | 9.72 | 8.20 |
| 174 | Fund Name | 0.97 | 1.00 | 2.54 | 0.12 | 1.08 | -3.83 | 8.17 |
| 175 | Fund Name | 0.28 | 1.18 | 3.81 | 3.70 | 0.13 | 8.15 | 8.14 |
| 176 | Fund Name | 0.38 | 1.16 | 3.49 | 3.89 | 0.11 | 7.43 | 8.13 |
| 177 | Fund Name | 0.06 | 1.31 | 4.49 | 1.83 | 0.83 | 10.26 | 8.13 |
| 178 | Fund Name | 0.97 | 0.96 | 2.14 | 0.09 | 1.04 | -2.04 | 8.12 |
| 179 | Fund Name | 0.25 | 0.86 | 3.03 | 4.07 | 0.33 | 6.88 | 8.10 |
| 180 | Fund Name | 0.08 | 1.75 | 4.10 | 1.10 | 1.14 | 10.68 | 8.09 |
| 181 | Fund Name | 0.93 | 0.99 | 3.18 | 0.10 | 1.00 | 2.13 | 8.07 |
| 182 | Fund Name | 0.12 | 0.94 | 3.57 | 3.12 | 0.39 | 9.05 | 8.06 |
| 183 | Fund Name | 0.39 | 0.86 | -0.06 | 0.44 | 0.60 | 11.92 | 8.05 |
| 184 | Fund Name | 0.05 | 1.20 | 3.36 | 1.23 | 1.02 | 10.26 | 8.02 |
| 185 | Fund Name | 0.09 | 0.91 | 3.29 | 2.57 | 0.50 | 8.66 | 8.01 |
| 186 | Fund Name | 0.10 | 2.04 | 4.67 | 1.17 | 0.92 | 10.90 | 7.99 |
| 187 | Fund Name | 0.19 | 0.87 | 3.26 | 3.90 | 0.34 | 7.91 | 7.99 |
| 188 | Fund Name | 0.18 | 2.90 | 5.95 | 1.24 | 0.23 | 10.16 | 7.97 |
| 189 | Fund Name | 0.94 | 0.89 | 1.24 | 0.02 | 0.94 | 1.45 | 7.95 |
| 190 | Fund Name | 0.96 | 0.98 | 2.17 | 0.05 | 0.54 | 7.31 | 7.95 |
| 191 | Fund Name | 0.07 | 0.81 | 3.31 | 2.63 | 0.58 | 8.92 | 7.94 |
| 192 | Fund Name | 0.28 | 1.09 | 3.43 | 3.59 | 0.23 | 7.55 | 7.94 |
| 193 | Fund Name | 0.94 | 0.84 | 8.19 | 0.51 | 1.35 | 37.50 | 7.94 |
| 194 | Fund Name | 0.13 | 0.91 | 3.23 | 2.89 | 0.32 | 8.27 | 7.90 |
| 195 | Fund Name | 0.02 | 1.11 | 3.29 | 0.83 | 0.95 | 11.38 | 7.89 |
| 196 | Fund Name | 0.07 | 0.91 | 3.36 | 2.28 | 0.65 | 8.92 | 7.89 |
| 197 | Fund Name | 0.25 | 0.85 | 2.82 | 3.68 | 0.58 | 6.62 | 7.88 |
| 198 | Fund Name | 0.74 | 1.40 | 0.28 | 0.72 | 0.99 | 7.48 | 7.88 |
| 199 | Fund Name | 0.18 | 2.89 | 5.84 | 1.18 | 0.36 | 10.02 | 7.88 |
| 200 | Fund Name | 0.28 | 1.19 | 3.64 | 3.41 | 0.28 | 7.99 | 7.86 |
| 201 | Fund Name | 0.14 | 0.99 | 3.35 | 2.82 | 1.04 | 8.43 | 7.84 |
| 202 | Fund Name | 0.95 | 0.88 | 0.67 | 0.08 | 1.09 | -0.30 | 7.84 |
| 203 | Fund Name | 0.21 | 0.90 | 2.73 | 2.93 | 0.89 | 6.90 | 7.82 |
| 204 | Fund Name | 0.85 | 1.41 | -0.38 | 0.55 | 1.08 | 10.50 | 7.80 |
| 205 | Fund Name | 0.91 | 0.93 | 0.82 | 0.04 | 0.91 | 5.47 | 7.79 |
| 206 | Fund Name | 0.16 | 0.82 | 3.29 | 3.92 | 0.15 | 8.39 | 7.75 |
| 207 | Fund Name | 0.85 | 1.45 | -0.32 | 0.57 | 1.51 | 11.34 | 7.69 |
| 208 | Fund Name | 0.13 | 0.91 | 3.00 | 2.61 | 0.55 | 8.02 | 7.68 |
| 209 | Fund Name | 0.93 | 0.88 | 3.67 | 0.14 | 1.19 | 1.20 | 7.65 |
| 210 | Fund Name | 0.96 | 0.85 | 3.65 | 0.15 | 0.82 | 2.40 | 7.63 |
| 211 | Fund Name | 0.39 | 1.18 | 3.08 | 3.07 | 0.66 | 6.94 | 7.61 |
| 212 | Fund Name | 0.18 | 0.95 | 2.70 | 2.38 | 0.20 | 7.38 | 7.60 |
| 213 | Fund Name | 0.33 | 0.83 | 3.05 | 4.99 | 0.17 | 7.36 | 7.59 |
| 214 | Fund Name | 0.19 | 0.87 | 2.87 | 3.23 | 0.78 | 7.43 | 7.59 |
| 215 | Fund Name | 0.28 | 1.09 | 3.10 | 3.02 | 0.53 | 7.22 | 7.58 |
| 216 | Fund Name | 0.88 | 0.88 | 1.29 | 0.32 | 0.74 | 7.91 | 7.56 |
| 217 | Fund Name | 0.16 | 0.82 | 3.09 | 3.57 | 0.35 | 8.17 | 7.54 |
| 218 | Fund Name | 0.34 | 0.84 | 2.99 | 4.83 | 0.26 | 7.27 | 7.53 |
| 219 | Fund Name | 0.87 | 0.83 | 1.56 | 0.13 | 0.92 | 6.96 | 7.52 |
| 220 | Fund Name | 0.07 | 1.08 | 3.07 | 1.56 | 1.00 | 8.80 | 7.45 |
| 221 | Fund Name | 0.88 | 1.18 | 0.24 | 0.14 | 1.21 | 5.18 | 7.45 |
| 222 | Fund Name | 0.97 | 0.96 | 1.12 | 0.01 | 1.03 | -3.61 | 7.44 |
| 223 | Fund Name | 0.97 | 0.95 | -0.28 | -0.06 | 0.99 | -7.69 | 7.33 |
| 224 | Fund Name | 0.91 | 0.97 | 1.27 | 0.01 | 0.80 | -2.41 | 7.31 |
| 225 | Fund Name | 0.07 | 1.10 | 2.76 | 1.18 | 0.27 | 7.91 | 7.29 |
| 226 | Fund Name | 0.19 | 1.23 | 3.47 | 2.48 | 0.22 | 7.77 | 7.27 |
| 227 | Fund Name | 0.16 | 1.22 | 2.88 | 1.59 | 0.29 | 7.20 | 7.27 |
| 228 | Fund Name | 0.95 | 0.98 | 0.45 | 0.01 | 1.17 | -2.23 | 7.21 |
| 229 | Fund Name | 0.94 | 1.05 | 0.40 | 0.01 | 1.00 | -6.79 | 7.11 |
| 230 | Fund Name | 0.98 | 0.94 | -0.36 | -0.02 | 1.10 | -5.55 | 7.04 |
| 231 | Fund Name | 0.99 | 0.99 | 2.02 | 0.10 | 0.07 | -3.91 | 7.04 |
| 232 | Fund Name | 0.99 | 0.99 | 2.03 | 0.10 | 0.07 | -3.88 | 7.03 |
| 233 | Fund Name | 0.20 | 1.23 | 3.23 | 2.18 | 0.43 | 7.53 | 7.00 |
| 234 | Fund Name | 0.94 | 0.84 | 7.31 | 0.47 | 2.07 | 36.36 | 7.00 |
| 235 | Fund Name | 0.99 | 0.99 | 1.95 | 0.10 | 0.08 | -3.83 | 6.99 |
| 236 | Fund Name | 0.18 | 0.95 | 2.03 | 1.37 | 1.02 | 6.56 | 6.92 |
| 237 | Fund Name | 0.98 | 0.96 | 0.09 | 0.01 | 1.14 | -0.62 | 6.84 |
| 238 | Fund Name | 0.98 | 0.91 | 0.39 | -0.03 | 0.93 | -3.79 | 6.83 |
| 239 | Fund Name | 0.99 | 1.00 | 1.70 | 0.08 | 0.10 | -4.36 | 6.82 |
| 240 | Fund Name | 0.99 | 0.99 | 1.82 | 0.09 | 0.28 | -4.14 | 6.81 |
| 241 | Fund Name | 0.98 | 0.97 | 1.79 | 0.09 | 0.05 | -3.69 | 6.79 |
| 242 | Fund Name | 0.99 | 1.00 | 0.70 | 0.04 | 0.07 | -5.64 | 6.71 |
| 243 | Fund Name | 0.99 | 1.00 | 1.52 | 0.07 | 0.30 | -4.60 | 6.64 |
| 244 | Fund Name | 0.97 | 0.93 | 0.74 | -0.01 | 0.70 | -6.55 | 6.63 |
| 245 | Fund Name | 0.97 | 0.85 | 1.04 | -0.34 | 0.92 | -17.86 | 6.58 |
| 246 | Fund Name | 0.98 | 0.98 | 1.78 | 0.09 | 0.10 | -3.96 | 6.55 |
| 247 | Fund Name | 0.07 | 1.08 | 2.07 | 0.62 | 0.85 | 7.25 | 6.53 |
| 248 | Fund Name | 0.16 | 1.23 | 2.14 | 0.73 | 1.00 | 6.43 | 6.51 |
| 249 | Fund Name | 0.97 | 0.93 | 0.83 | 0.03 | 0.92 | -2.98 | 6.47 |
| 250 | Fund Name | 0.96 | 0.87 | 5.07 | -0.19 | 0.94 | -18.46 | 6.47 |
| 251 | Fund Name | 0.98 | 0.98 | 1.28 | 0.06 | 0.59 | -2.03 | 6.46 |
| 252 | Fund Name | 1.00 | 1.00 | 0.66 | 0.03 | 0.05 | -5.39 | 6.40 |
| 253 | Fund Name | 1.00 | 1.00 | 0.63 | 0.03 | 0.10 | -5.46 | 6.38 |
| 254 | Fund Name | 1.00 | 1.00 | 0.52 | 0.03 | 0.05 | -5.40 | 6.35 |
| 255 | Fund Name | 0.99 | 0.99 | 0.63 | 0.03 | 0.15 | -4.95 | 6.29 |
| 256 | Fund Name | 1.00 | 1.00 | 0.73 | 0.04 | 0.05 | -5.42 | 6.29 |
| 257 | Fund Name | 0.98 | 0.97 | 1.35 | 0.07 | 1.00 | -4.36 | 6.26 |
| 258 | Fund Name | 1.00 | 1.00 | 0.55 | 0.03 | 0.09 | -5.58 | 6.24 |
| 259 | Fund Name | 1.00 | 1.00 | -0.22 | -0.01 | 0.14 | -5.61 | 6.23 |
| 260 | Fund Name | 1.00 | 1.00 | 0.52 | 0.03 | 0.10 | -5.62 | 6.20 |
| 261 | Fund Name | 0.99 | 0.99 | 0.50 | 0.03 | 0.30 | -5.11 | 6.16 |
| 262 | Fund Name | 1.00 | 0.99 | -0.18 | -0.01 | 0.46 | -5.00 | 6.13 |
| 263 | Fund Name | 1.00 | 1.00 | 0.46 | 0.02 | 0.10 | -5.86 | 6.11 |
| 264 | Fund Name | 1.00 | 1.00 | 0.45 | 0.02 | 0.17 | -5.69 | 6.11 |
| 265 | Fund Name | 0.98 | 0.98 | 1.33 | 0.07 | 0.58 | -4.09 | 6.09 |
| 266 | Fund Name | 0.99 | 0.98 | 0.37 | 0.02 | 0.05 | -5.52 | 6.09 |
| 267 | Fund Name | 1.00 | 1.00 | 0.59 | 0.03 | 0.14 | -5.59 | 6.05 |
| 268 | Fund Name | 0.96 | 0.87 | 5.57 | -0.17 | 0.80 | -3.41 | 6.01 |
| 269 | Fund Name | 0.96 | 0.92 | 1.07 | -0.07 | 0.65 | -1.03 | 5.96 |
| 270 | Fund Name | 1.00 | 1.01 | 0.23 | 0.01 | 0.28 | -6.14 | 5.96 |
| 271 | Fund Name | 0.99 | 0.96 | 0.29 | 0.02 | 0.74 | -5.62 | 5.96 |
| 272 | Fund Name | 1.00 | 1.00 | 0.27 | 0.01 | 0.10 | -5.44 | 5.95 |
| 273 | Fund Name | 1.00 | 1.00 | 0.28 | 0.02 | 0.30 | -6.03 | 5.94 |
| 274 | Fund Name | 0.99 | 0.98 | 1.10 | 0.06 | 0.34 | -4.50 | 5.92 |
| 275 | Fund Name | 0.99 | 1.00 | 0.27 | 0.01 | 0.30 | -5.58 | 5.88 |
| 276 | Fund Name | 0.99 | 0.99 | 0.33 | 0.02 | 0.10 | -5.66 | 5.87 |
| 277 | Fund Name | 0.94 | 0.83 | 0.59 | -0.01 | 1.19 | 1.67 | 5.64 |
| 278 | Fund Name | 1.00 | 0.99 | -0.20 | -0.01 | 0.26 | -6.00 | 5.62 |
| 279 | Fund Name | 0.99 | 1.00 | 0.16 | 0.01 | 0.05 | -5.73 | 5.62 |
| 280 | Fund Name | 0.99 | 0.98 | -0.01 | 0.00 | 1.00 | -5.99 | 5.59 |
| 281 | Fund Name | 0.98 | 0.98 | 0.88 | 0.04 | 1.08 | -4.39 | 5.57 |
| 282 | Fund Name | 1.00 | 0.98 | -0.14 | 0.00 | 0.33 | -5.45 | 5.54 |
| 283 | Fund Name | 1.00 | 1.00 | -0.14 | 0.00 | 0.45 | -5.80 | 5.54 |
| 284 | Fund Name | 0.99 | 1.00 | -0.04 | 0.00 | 0.48 | -5.63 | 5.54 |
| 285 | Fund Name | 1.00 | 1.01 | -0.19 | -0.01 | 0.68 | -6.55 | 5.47 |
| 286 | Fund Name | 0.87 | 0.88 | 13.08 | 0.04 | 0.88 | -0.05 | 5.46 |
| 287 | Fund Name | 1.00 | 0.99 | -0.37 | -0.02 | 0.58 | -5.60 | 5.29 |
| 288 | Fund Name | 0.97 | 1.10 | 1.00 | 0.00 | 1.09 | -3.30 | 5.25 |
| 289 | Fund Name | 0.99 | 0.95 | -0.07 | 0.00 | 1.09 | -5.85 | 5.24 |
| 290 | Fund Name | 0.95 | 0.92 | 1.15 | -0.07 | 0.72 | 12.40 | 5.21 |
| 291 | Fund Name | 0.99 | 0.99 | -0.43 | -0.02 | 1.14 | -6.54 | 5.14 |
| 292 | Fund Name | 0.96 | 0.90 | 2.38 | -0.29 | 1.11 | -4.70 | 5.02 |
| 293 | Fund Name | 0.95 | 0.92 | 3.73 | -0.24 | 0.69 | -10.37 | 2.16 |
| 294 | Fund Name | 0.95 | 0.93 | 0.43 | -0.36 | 1.09 | -11.39 | 1.67 |
| 295 | Fund Name | 0.90 | 0.95 | 9.73 | -0.13 | 0.57 | -15.55 | 1.19 |
| 296 | Fund Name | 0.91 | 0.88 | 8.37 | -0.16 | 1.09 | -4.95 | -1.02 |
| 297 | Fund Name | 0.89 | 0.85 | 1.34 | 0.12 | 1.07 | 4.00 | NA |
| 298 | Fund Name | 0.90 | 1.32 | -0.13 | 0.10 | 1.02 | 3.04 | NA |
| 299 | Fund Name | 0.90 | 0.81 | 0.11 | 0.01 | 0.28 | 0.03 | NA |
| 300 | Fund Name | 0.99 | 1.01 | -0.33 | -0.11 | 0.12 | -27.16 | NA |
| 301 | Fund Name | 1.00 | 1.00 | 0.69 | 0.03 | 0.05 | -5.50 | NA |
| 302 | Fund Name | 0.99 | 0.99 | 2.04 | 0.10 | 0.05 | -3.92 | NA |
| 303 | Fund Name | 1.00 | 0.99 | 0.69 | 0.04 | 0.06 | -5.14 | NA |
| 304 | Fund Name | 0.99 | 0.98 | 1.99 | 0.10 | 0.20 | -3.66 | NA |
| 305 | Fund Name | 1.00 | 1.00 | -0.03 | 0.00 | 0.26 | -4.95 | NA |
| 306 | Fund Name | 1.00 | 1.00 | 0.68 | 0.03 | 0.10 | -5.27 | NA |
| 307 | Fund Name | 0.99 | 0.99 | 2.07 | 0.10 | 0.10 | -3.93 | NA |
| 308 | Fund Name | 0.96 | 0.93 | 1.12 | 0.01 | 0.86 | 2.02 | NA |
| 309 | Fund Name | 0.65 | 1.23 | 1.99 | 1.26 | 0.46 | 12.80 | NA |
| 310 | Fund Name | 0.98 | 0.89 | 1.42 | 0.13 | 0.45 | 1.11 | NA |
| 311 | Fund Name | 0.98 | 1.00 | 4.17 | 0.14 | 0.45 | 0.83 | NA |
| 312 | Fund Name | 0.92 | 0.88 | -0.70 | 0.61 | 0.10 | 10.87 | NA |
| 313 | Fund Name | 1.00 | 1.00 | 0.70 | 0.04 | 0.07 | -5.48 | NA |
| 314 | Fund Name | 0.87 | 1.07 | 5.29 | 0.17 | 0.88 | 6.01 | NA |
| 315 | Fund Name | 0.96 | 0.98 | 0.08 | -0.38 | 1.21 | -17.71 | NA |
| 316 | Fund Name | 0.96 | 0.97 | 0.06 | -0.38 | 1.21 | -17.66 | NA |
| 317 | Fund Name | 0.89 | 0.84 | 2.55 | 0.00 | 1.08 | -12.30 | NA |
| 318 | Fund Name | 0.91 | 0.98 | -0.17 | 0.62 | 1.13 | 4.09 | NA |
| 319 | Fund Name | 0.93 | 0.81 | 4.48 | 0.33 | 1.20 | 32.40 | NA |
| 320 | Fund Name | 1.00 | 1.00 | 0.69 | 0.03 | 0.07 | -5.49 | NA |
| 321 | Fund Name | 0.99 | 0.99 | 2.06 | 0.10 | 0.07 | -3.87 | NA |
pandoc.header(colFmt("1C: MF's filtered on Return and Holdings", 'blue'), 1, 'setext')top.mf <- aa.mf[, c(1,7,20,22,24,44)]
top.mf <- top.mf[order(top.mf, decreasing = TRUE),]
top.mf$aax <- top.mf$`10 Yr Ret (%)`
top.mf <- top.mf[1:15,]
rownames(top.mf) <- NULL
value.string <- paste("Top 15 MF's with highest 10 Year Return ")
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “Top 15 MF’s with highest 10 Year Return ”
top.mf[1:row.ctr,] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
Return_1_Yr = color_tile("white", "orange")(`1 Yr Ret (%).x`),
Return_3_Yr = color_tile("white", "green")(`3 Yr Ret (%)`),
Return_5_Yr = color_tile("white", "blue")(`5 Yr Ret (%)`),
Return_Ten_Yr = color_tile("white", "red")(aax),
NAV = color_tile("white", "purple")(`Net Assests (Cr).y`)
) %>%
select(Ser.No,Fund, Return_1_Yr, Return_3_Yr,Return_5_Yr,Return_Ten_Yr, NAV) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | Return_1_Yr | Return_3_Yr | Return_5_Yr | Return_Ten_Yr | NAV |
|---|---|---|---|---|---|---|
| 1 | UTI Value Opportunities Fund - Regular Plan | -2.40 | 2.51 | 3.98 | 8.93 | 4,017 |
| 2 | UTI Value Opportunities Fund - Direct Plan | -1.79 | 3.24 | 4.73 | NA | 4,017 |
| 3 | UTI Unit Linked Insurance Plan - Direct Plan | 3.33 | 2.75 | 5.79 | NA | 4,260 |
| 4 | UTI Unit Linked Insurance Plan | 2.65 | 2.14 | 5.17 | 7.29 | 4,260 |
| 5 | UTI Ultra Short Term Fund - Regular Plan | 6.44 | 5.40 | 6.53 | 7.60 | 1,296 |
| 6 | UTI Ultra Short Term Fund - Direct | 7.06 | 6.02 | 7.15 | NA | 1,296 |
| 7 | UTI Treasury Advantage Fund - Regular Plan | 8.87 | 3.55 | 5.49 | 7.30 | 1,865 |
| 8 | UTI Treasury Advantage Fund - Direct Plan | 8.99 | 3.69 | 5.64 | NA | 1,865 |
| 9 | UTI Transportation and Logistics Fund - Regular Plan | -8.07 | -10.98 | -1.21 | 11.70 | 1,113 |
| 10 | UTI Transportation and Logistics Fund - Direct Plan | -7.15 | -9.96 | -0.07 | NA | 1,113 |
| 11 | UTI Short Term Income Fund - Regular Plan | 12.13 | 3.79 | 5.91 | 7.81 | 1,669 |
| 12 | UTI Short Term Income Fund - Direct Plan | 12.57 | 4.26 | 6.41 | NA | 1,669 |
| 13 | UTI Sensex Exchange Traded Fund | -3.87 | 6.13 | NA | NA | 7,521 |
| 14 | UTI Retirement Benefit Pension Fund - Regular Plan | 0.77 | 0.93 | 5.11 | 6.85 | 2,745 |
| 15 | UTI Retirement Benefit Pension Fund - Direct Plan | 1.44 | 1.53 | 5.75 | NA | 2,745 |
top.mf <- aa.mf[, c(1,7,20,22,24,44)]
top.mf <- top.mf[order(top.mf$`5 Yr Ret (%)`, decreasing = TRUE),]
top.mf$aax <- top.mf$`10 Yr Ret (%)`
top.mf <- top.mf[1:15,]
rownames(top.mf) <- NULL
value.string <- paste("Top 15 MF's with highest 5 Year Return ")
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “Top 15 MF’s with highest 5 Year Return ”
top.mf[1:row.ctr,] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
Return_1_Yr = color_tile("white", "orange")(`1 Yr Ret (%).x`),
Return_3_Yr = color_tile("white", "green")(`3 Yr Ret (%)`),
Return_5_Yr = color_tile("white", "blue")(`5 Yr Ret (%)`),
Return_Ten_Yr = color_tile("white", "red")(aax),
NAV = color_tile("white", "purple")(`Net Assests (Cr).y`)
) %>%
select(Ser.No,Fund, Return_1_Yr, Return_3_Yr,Return_5_Yr,Return_Ten_Yr, NAV) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | Return_1_Yr | Return_3_Yr | Return_5_Yr | Return_Ten_Yr | NAV |
|---|---|---|---|---|---|---|
| 1 | Mirae Asset Emerging Bluechip Fund - Direct Plan | 3.58 | 5.83 | 13.06 | NA | 9,834 |
| 2 | Aditya Birla Sun Life Digital India Fund - Direct Plan | 9.80 | 16.63 | 12.46 | NA | 413.00 |
| 3 | Mirae Asset Emerging Bluechip Fund - Regular Plan | 2.56 | 4.91 | 12.09 | NA | 9,834 |
| 4 | Parag Parikh Long Term Equity Fund - Direct Plan | 14.21 | 11.63 | 11.92 | NA | 3,514 |
| 5 | Nippon India Gilt Securities Fund - Direct Plan | 13.39 | 10.52 | 11.81 | NA | 1,452 |
| 6 | IDFC Government Securities Fund - Constant Maturity Plan - Direct Plan | 13.83 | 12.93 | 11.67 | NA | 259.00 |
| 7 | SBI Tax Advantage Fund - Series II | 7.94 | 5.61 | 11.61 | NA | 24.00 |
| 8 | Aditya Birla Sun Life Digital India Fund | 8.79 | 15.54 | 11.54 | 10.88 | 413.00 |
| 9 | IDFC Government Securities Fund - Constant Maturity Plan - Regular Plan | 13.68 | 12.82 | 11.53 | 9.68 | 259.00 |
| 10 | SBI Tax Advantage Fund - Series III - Direct Plan | 11.10 | 9.17 | 11.45 | NA | 20.00 |
| 11 | ICICI Prudential Constant Maturity Gilt Fund - Direct Plan | 14.03 | 11.03 | 11.32 | NA | 229.00 |
| 12 | SBI Magnum Constant Maturity Fund - Direct Plan | 12.02 | 11.38 | 11.21 | NA | 735.00 |
| 13 | Parag Parikh Long Term Equity Fund - Regular Plan | 13.24 | 10.84 | 11.20 | NA | 3,514 |
| 14 | IDFC Government Securities Fund - Investment Plan - Direct Plan | 15.04 | 10.62 | 11.12 | NA | 1,066 |
| 15 | ICICI Prudential Constant Maturity Gilt Fund | 13.82 | 10.79 | 11.06 | NA | 229.00 |
top.mf <- aa.mf[, c(1,7,20,22,24,44)]
top.mf <- top.mf[order(top.mf$`3 Yr Ret (%)`, decreasing = TRUE),]
top.mf$aax <- top.mf$`10 Yr Ret (%)`
top.mf <- top.mf[1:15,]
rownames(top.mf) <- NULL
value.string <- paste("Top 15 MF's with highest 3 Year Return ")
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “Top 15 MF’s with highest 3 Year Return ”
top.mf[1:row.ctr,] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
Return_1_Yr = color_tile("white", "orange")(`1 Yr Ret (%).x`),
Return_3_Yr = color_tile("white", "green")(`3 Yr Ret (%)`),
Return_5_Yr = color_tile("white", "blue")(`5 Yr Ret (%)`),
Return_Ten_Yr = color_tile("white", "red")(aax),
NAV = color_tile("white", "purple")(`Net Assests (Cr).y`)
) %>%
select(Ser.No,Fund, Return_1_Yr, Return_3_Yr,Return_5_Yr,Return_Ten_Yr, NAV) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | Return_1_Yr | Return_3_Yr | Return_5_Yr | Return_Ten_Yr | NAV |
|---|---|---|---|---|---|---|
| 1 | Tata Digital India Fund - Direct Plan | 4.09 | 17.70 | NA | NA | 364.00 |
| 2 | SBI Technology Opportunities Fund - Direct Plan | 7.49 | 16.78 | 10.70 | NA | 178.00 |
| 3 | Aditya Birla Sun Life Digital India Fund - Direct Plan | 9.80 | 16.63 | 12.46 | NA | 413.00 |
| 4 | Tata Digital India Fund - Regular Plan | 2.37 | 15.71 | NA | NA | 364.00 |
| 5 | SBI Technology Opportunities Fund | 6.66 | 15.60 | 9.67 | 12.38 | 178.00 |
| 6 | Aditya Birla Sun Life Digital India Fund | 8.79 | 15.54 | 11.54 | 10.88 | 413.00 |
| 7 | ICICI Prudential Technology Fund - Direct Plan | 3.13 | 14.09 | 9.68 | NA | 379.00 |
| 8 | Nippon India Pharma Fund - Direct Plan | 37.50 | 13.91 | 7.94 | NA | 3,093 |
| 9 | ICICI Prudential Technology Fund | 2.50 | 13.15 | 8.78 | 13.80 | 379.00 |
| 10 | IDFC Government Securities Fund - Constant Maturity Plan - Direct Plan | 13.83 | 12.93 | 11.67 | NA | 259.00 |
| 11 | Nippon India Pharma Fund | 36.36 | 12.93 | 7.00 | 13.56 | 3,093 |
| 12 | IDFC Government Securities Fund - Constant Maturity Plan - Regular Plan | 13.68 | 12.82 | 11.53 | 9.68 | 259.00 |
| 13 | Parag Parikh Long Term Equity Fund - Direct Plan | 14.21 | 11.63 | 11.92 | NA | 3,514 |
| 14 | SBI Magnum Constant Maturity Fund - Direct Plan | 12.02 | 11.38 | 11.21 | NA | 735.00 |
| 15 | ICICI Prudential Constant Maturity Gilt Fund - Direct Plan | 14.03 | 11.03 | 11.32 | NA | 229.00 |
top.mf <- aa.mf[, c(1,7,20,22,24,44)]
top.mf <- top.mf[order(top.mf$`1 Yr Ret (%).x`, decreasing = TRUE),]
top.mf$aax <- top.mf$`10 Yr Ret (%)`
top.mf <- top.mf[1:15,]
rownames(top.mf) <- NULL
value.string <- paste("Top 15 MF's with highest 1 Year Return ")
row.ctr <- nrow(top.mf)
paste(colFmt(value.string, "blue"))[1] “Top 15 MF’s with highest 1 Year Return ”
top.mf[1:row.ctr,] %>%
mutate(
Ser.No = row.names(.),
Fund = (`Fund Name`),
Return_1_Yr = color_tile("white", "orange")(`1 Yr Ret (%).x`),
Return_3_Yr = color_tile("white", "green")(`3 Yr Ret (%)`),
Return_5_Yr = color_tile("white", "blue")(`5 Yr Ret (%)`),
Return_Ten_Yr = color_tile("white", "red")(aax),
NAV = color_tile("white", "purple")(`Net Assests (Cr).y`)
) %>%
select(Ser.No,Fund, Return_1_Yr, Return_3_Yr,Return_5_Yr,Return_Ten_Yr, NAV) %>%
kable(escape = F) %>%
kable_styling("hover", full_width = T) %>%
scroll_box(width = "100%", height = "300px")| Ser.No | Fund | Return_1_Yr | Return_3_Yr | Return_5_Yr | Return_Ten_Yr | NAV |
|---|---|---|---|---|---|---|
| 1 | SBI Healthcare Opportunities Fund - Direct Plan | 38.23 | 6.03 | 1.64 | NA | 1,154 |
| 2 | Nippon India Pharma Fund - Direct Plan | 37.50 | 13.91 | 7.94 | NA | 3,093 |
| 3 | UTI Healthcare Fund - Direct Plan | 37.30 | 8.78 | 3.03 | NA | 481.00 |
| 4 | SBI Healthcare Opportunities Fund | 36.77 | 4.85 | 0.46 | 13.38 | 1,154 |
| 5 | Nippon India Pharma Fund | 36.36 | 12.93 | 7.00 | 13.56 | 3,093 |
| 6 | UTI Healthcare Fund - Regular Plan | 36.03 | 7.70 | 2.04 | 11.08 | 481.00 |
| 7 | Tata India Pharma & HealthCare Fund - Direct Plan | 32.40 | 10.53 | NA | NA | 241.00 |
| 8 | Tata India Pharma & HealthCare Fund - Regular Plan | 30.39 | 8.68 | NA | NA | 241.00 |
| 9 | JM Low Duration Fund - Direct Plan | 18.32 | 6.49 | 7.17 | NA | 32.00 |
| 10 | JM Low Duration Fund | 18.20 | 6.39 | 7.05 | 8.01 | 32.00 |
| 11 | DSP Strategic Bond Fund - Direct Plan | 16.20 | 9.21 | 9.55 | NA | 1,190 |
| 12 | DSP Strategic Bond Fund - Regular Plan | 15.46 | 8.66 | 9.06 | 9.04 | 1,190 |
| 13 | PGIM India Short Maturity Fund - Direct Plan | 15.43 | 5.12 | 7.09 | NA | 33.00 |
| 14 | IDFC Government Securities Fund - Investment Plan - Direct Plan | 15.04 | 10.62 | 11.12 | NA | 1,066 |
| 15 | Edelweiss Banking and PSU Debt Fund - Direct Plan | 14.83 | 10.64 | 9.64 | NA | 259.00 |
#print(dfSummary(top.mf[,c(1,29, 27,28,25, 5,14,18)]), max.tbl.height = 300, method = "render", footnote = NA)knitr::opts_chunk$set(echo = TRUE)
pandoc.header(colFmt("Section-2: Interactive Tables-Debt Funds", 'red'), 1, 'setext')pandoc.header(colFmt("2A: Values Table:- R-Sq, Alpha, Beta, Sharpe Ratio & Exp-Ratio", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("DT-", vr.df.new$Category),c(1,3,4,5,29,27,28,25)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("2B: Performance and Ranking Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("DT-", vr.df.new$Category),c(1,3,16,17,18,19,20,21,22,24)]
datatable(disp.df[order(disp.df$`10 Yr Ret (%)`, disp.df$`5 Yr Ret (%)`, decreasing = TRUE),],
filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("2C: Turnover and Risks Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("DT-", vr.df.new$Category),c(1,3,4,8,9,23,31,32,33,34)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )knitr::opts_chunk$set(echo = TRUE)
pandoc.header(colFmt("Section-3: Interactive Tables-Equity Funds", 'red'), 1, 'setext')pandoc.header(colFmt("3A: Values Table:- R-Sq, Alpha, Beta, Sharpe Ratio & Exp-Ratio", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("EQ-", vr.df.new$Category),c(1,3,4,5,29,27,28,25)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("3B: Performance and Ranking Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("EQ-", vr.df.new$Category),c(1,3,16,17,18,19,20,21,22,24)]
datatable(disp.df[order(disp.df$`10 Yr Ret (%)`, disp.df$`5 Yr Ret (%)`, decreasing = TRUE),],
filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("3C: Turnover and Risks Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("EQ-", vr.df.new$Category),c(1,3,4,8,9,23,31,32,33,34)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )knitr::opts_chunk$set(echo = TRUE)
pandoc.header(colFmt("Section-4: Interactive Tables-Hybrid Funds", 'red'), 1, 'setext')pandoc.header(colFmt("4A: Values Table:- R-Sq, Alpha, Beta, Sharpe Ratio & Exp-Ratio", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("HY-", vr.df.new$Category),c(1,3,4,5,29,27,28,25)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("4B: Performance and Ranking Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("HY-", vr.df.new$Category),c(1,3,16,17,18,19,20,21,22,24)]
datatable(disp.df[order(disp.df$`10 Yr Ret (%)`, disp.df$`5 Yr Ret (%)`, decreasing = TRUE),],
filter = "top", options = list(scrollY = '300px'), rownames = FALSE )pandoc.header(colFmt("4C: Turnover and Risks Table", 'blue'), 1, 'setext')disp.df <- vr.df.new[grep("HY-", vr.df.new$Category),c(1,3,4,8,9,23,31,32,33,34)]
datatable(disp.df[order(disp.df$Category),], filter = "top", options = list(scrollY = '300px'), rownames = FALSE )