CRISIL - AMFI Debt Fund Performance Index
Factsheet – March 2015
Table of Contents
About the Index........................................................................................................................ 3
Features and Characteristics .................................................................................................... 3
Methodology............................................................................................................................ 3
CRISIL - AMFI Debt Fund Performance Index: Constituent Details – March 2015........................... 4
CRISIL - AMFI Debt Fund Performance Index: Performance Details – March 2015......................... 6
About the Index
CRISIL - AMFI Debt Fund Performance Index seeks to track the performance of the debt funds. The index consists of
mutual fund schemes from income, gilt and short term debt categories.
Features and Characteristics
■
Base date for the Index : April 01, 2000
■
Total Return Index, adjusted for corporate action in the mutual fund schemes
■
Index portfolio marked-to-market on a daily basis using adjusted Net Asset Value (NAV)
■
Debt funds which are ranked under CRISIL Mutual Fund ranking are part of the index.
■
Index values are calculated on daily basis using chain-link method
Methodology
■
■
Constituents
−
Debt funds ranked under Income, gilt and short term debt category under CRISIL Mutual Fund ranking are part of
the index
−
Eligibility of funds are based on minimum NAV history and a minimum AUM
Construction
−
Chain link method
−
Asset weighted returns
−
Quarterly rebalancing
3
CRISIL - AMFI Debt Fund Performance Index: Constituent Details – March 2015
The schemes that form part of the index as of March 31, 2015 are as follows:
Sr. No.
Fund Name
Category Name
Scheme Name
1
Axis Mutual Fund
Income Schemes
Axis Dynamic Bond Fund
2
Axis Mutual Fund
Debt Short Schemes
Axis Short Ter m Fund
3
Baroda Pioneer Mutual Fund
Gilt Schemes
BARODA PIONEER Gilt Fund - Plan A
4
Birla Sun Life Mutual Fund
Gilt Schemes
Birla Sun Life Govt Securities - Long Ter m Plan
5
Birla Sun Life Mutual Fund
Income Schemes
Birla Sun Life Income Plus
6
Birla Sun Life Mutual Fund
Debt Short Schemes
Birla Sun Life Short Ter m Fund
7
BNP Paribas Mutual Fund
Income Schemes
BNP Paribas Flexi Debt Fund
8
Canara Robeco Mutual Fund
Income Schemes
Canara Robeco Dynamic Bond Fund
9
Canara Robeco Mutual Fund
Income Schemes
Canara Robeco Income
10
DSP BlackRock Mutual Fund
Debt Short Schemes
DSP BlackRock Banking & PSU Debt Fund
11
DSP BlackRock Mutual Fund
Income Schemes
DSP BlackRock Bond Fund
12
DSP BlackRock Mutual Fund
Gilt Schemes
DSP BlackRock Govt Sec Fund
13
DSP BlackRock Mutual Fund
Debt Short Schemes
DSP BlackRock Short Ter m Fund
14
DSP BlackRock Mutual Fund
Income Schemes
DSP BlackRock Strategic Bond Fund
15
Deutsche Mutual Fund
Gilt Schemes
DWS Gilt Fund
16
Deutsche Mutual Fund
Income Schemes
DWS Premier Bond Fund
17
Deutsche Mutual Fund
Debt Short Schemes
DWS Short Matur ity Fund
18
Franklin Templeton Mutual Fund
Gilt Schemes
Franklin India Government Secur ities Fund - Composite Plan
19
Franklin Templeton Mutual Fund
Gilt Schemes
Franklin India Government Secur ities Fund - Long Ter m Plan
20
HDFC Mutual Fund
Gilt Schemes
HDFC Gilt Fund - Long Ter m Plan
21
HDFC Mutual Fund
Income Schemes
HDFC High Interest Fund - Dynamic Plan
22
HDFC Mutual Fund
Debt Short Schemes
HDFC High Interest Fund - Short Ter m Plan
23
HDFC Mutual Fund
Income Schemes
HDFC Income Fund
24
HDFC Mutual Fund
Debt Short Schemes
HDFC Medium Ter m Opportunities Fund
25
HDFC Mutual Fund
Debt Short Schemes
HDFC Short Ter m Opportunities Fund
26
HDFC Mutual Fund
Debt Short Schemes
HDFC Short Ter m Plan
27
HSBC Mutual Fund
Income Schemes
HSBC Flexi Debt Fund
28
HSBC Mutual Fund
Income Schemes
HSBC Income Fund - Investment Plan
29
HSBC Mutual Fund
Debt Short Schemes
HSBC Income Fund - Short Ter m Plan
30
ICICI Prudential Mutual Fund
Gilt Schemes
ICICI Prudential Gilt - Investment - PF Option
31
ICICI Prudential Mutual Fund
Income Schemes
ICICI Prudential Income Opportunities Fund
32
ICICI Prudential Mutual Fund
Income Schemes
ICICI Prudential Income Plan
33
ICICI Prudential Mutual Fund
Gilt Schemes
ICICI Prudential Long Ter m Gilt Fund
34
ICICI Prudential Mutual Fund
Debt Short Schemes
ICICI Prudential Short Ter m Plan
35
IDFC Mutual Fund
Income Schemes
IDFC Dynamic Bond Fund
36
IDFC Mutual Fund
Gilt Schemes
IDFC G Sec Fund - Investment Plan
37
IDFC Mutual Fund
Gilt Schemes
IDFC G Sec Fund - PF Plan
38
IDFC Mutual Fund
Income Schemes
IDFC Super Saver Income Fund - Investment Plan
4
Sr. No.
Fund Name
Category Name
Scheme Name
39
IDFC Mutual Fund
Debt Short Schemes
IDFC Super Saver Income Fund - Medium Ter m
IDFC Mutual Fund
JPMorgan Mutual Fund
JPMorgan Mutual Fund
JPMorgan Mutual Fund
Kotak Mahindra Mutual Fund
Kotak Mahindra Mutual Fund
Kotak Mahindra Mutual Fund
L&T Mutual Fund
L&T Mutual Fund
L&T Mutual Fund
L&T Mutual Fund
LIC NOMURA Mutual Fund
PRINCIPAL Mutual Fund
Reliance Mutual Fund
Reliance Mutual Fund
Reliance Mutual Fund
Debt Short Schemes
Income Schemes
Debt Short Schemes
Debt Short Schemes
Income Schemes
Debt Short Schemes
Gilt Schemes
Income Schemes
Gilt Schemes
Debt Short Schemes
Income Schemes
Income Schemes
Income Schemes
Income Schemes
Gilt Schemes
Income Schemes
IDFC Super Saver Income Fund - Short Ter m
JPMorgan India Active Bond Fund
JPMorgan India Banking and PSU Debt Fund
JPMorgan India Short Ter m Income Fund
Kotak Bond
Kotak Bond Short Ter m Plan
Kotak Gilt - Investment
L&T Flex i Bond Fund
L&T Gilt
L&T Short Ter m Opportunities Fund
L&T Triple Ace Bond Fund
LIC Nomura MF Bond Fund
Pr incipal Income Fund - Long Ter m Plan
Reliance Dynamic Bond Fund
Reliance Gilt Securities Fund
Reliance Income Fund
Reliance Mutual Fund
Religare Invesco Mutual Fund
Religare Invesco Mutual Fund
SBI Mutual Fund
SBI Mutual Fund
SBI Mutual Fund
SBI Mutual Fund
Sundaram Mutual Fund
Sundaram Mutual Fund
Sundaram Mutual Fund
Tata Mutual Fund
Tata Mutual Fund
Tata Mutual Fund
Tata Mutual Fund
UTI Mutual Fund
UTI Mutual Fund
UTI Mutual Fund
UTI Mutual Fund
Debt Short Schemes
Income Schemes
Debt Short Schemes
Income Schemes
Gilt Schemes
Income Schemes
Debt Short Schemes
Income Schemes
Income Schemes
Debt Short Schemes
Gilt Schemes
Gilt Schemes
Income Schemes
Debt Short Schemes
Income Schemes
Gilt Schemes
Debt Short Schemes
Income Schemes
Reliance Short Ter m Fund
Religare Invesco Active Income Fund
Religare Invesco Short Ter m Fund
SBI Dynamic Bond Fund
SBI Magnum Gilt Fund - Long Ter m
SBI Magnum Income Fund
SBI Short Ter m Debt Fund
Sundaram Bond Saver
Sundaram Flexible Fund - Flexible Income Plan
Sundaram Select Debt ST Asset Plan
Tata Gilt Mid Ter m Fund - Plan A
Tata Gilt Secur ities Fund
Tata Income Fund
Tata Short Ter m Bond Fund
UTI Bond Fund
UTI Gilt Advantage Fund - Long Ter m Plan
UTI Short Ter m Income Fund
UTI- Dynamic Bond Fund
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
5
CRISIL - AMFI Debt Fund Performance Index: Performance Details – March 2015
3400
3100
Index Value
2800
2500
2200
1900
1600
Mar-15
May-14
Aug-13
Oct-12
Jan-12
Mar-11
Jun-10
Sep-09
Nov-08
Feb-08
Apr-07
Jul-06
Sep-05
Dec-04
Mar-04
May-03
Aug-02
Oct-01
Mar-00
1000
Jan-01
1300
CRISIL - AMFI Debt Fund Performance Index
Index
CRISIL - AMFI Debt Fund
Performance Index
Returns as on March 31, 2015
6
1 Year
(%)
2 Year
(%)
3 Year
(%)
4 Year
(%)
5 Year
(%)
7 Year
(%)
10 Year
(%)
12.47
8.93
9.41
9.25
8.46
8.53
7.78
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