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Economic Times
5 days ago
- Business
- Economic Times
Best mutual fund SIP portfolios to invest in June 2025
Many mutual fund investors, especially new investors, are often confused about how to choose a bunch of schemes to take care of their various goals, especially for long-term goals like retirement. They keep looking for a ready-made mutual fund portfolio to achieve their long-term goals. Here is some help for such investors. We have put together a slew of schemes, based on risk profile, time horizon, and the amount you want to invest. ADVERTISEMENT ETMutualFunds launched its recommended mutual fund portfolios to invest through SIPs in October 2016. Since then, we have been closely monitoring the schemes in these portfolios and coming up with updates on them regularly. We also inform our readers about poorly performing schemes and replacements for them. The schemes in these ready made portfolios are selected based on our in-house methodology mentioned at the end of this article. ETMutualFunds' best mutual fund SIP portfolios are meant for three different individual risk profiles: conservative, moderate and aggressive. We have also considered three SIP baskets – between Rs 2,000-5,000, between Rs 5,000-10,000 and above Rs 10,000 – while creating these portfolios. Take a look at our recommended portfolios. Here are our recommended SIP portfolios for June 2025: ETMutualFunds has employed the following parameters for shortlisting the equity mutual fund schemes. 1. Mean rolling returns: Rolled daily for the last three years. ADVERTISEMENT 2. Consistency in the last three years: Hurst Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H.i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to forecast. ADVERTISEMENT ii) When H is less than 0.5, the series is said to be mean When H is greater than 0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the series ADVERTISEMENT 3. Downside risk: We have considered only the negative returns given by the mutual fund scheme for this measure.X =Returns below zeroY = Sum of all squares of X ADVERTISEMENT Z = Y/number of days taken for computing the ratioDownside risk = Square root of Z 4. Outperformance: It is measured by Jensen's Alpha for the last three years. Jensen's Alpha shows the risk-adjusted return generated by a mutual fund scheme relative to the expected market return predicted by the Capital Asset Pricing Model (CAPM). Higher Alpha indicates that the portfolio performance has outstripped the returns predicted by the market. Average returns generated by the MF Scheme =[Risk Free Rate + Beta of the MF Scheme * {(Average return of the index - Risk Free Rate} 5. Asset size: For Equity funds, the threshold asset size is Rs 50 crore. 1. Mean rolling returns: Rolled daily for the last three years. 2. Consistency in the last three years: Hurst Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H. i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to When H is less than 0.5, the series is said to be mean When H is greater than 0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the series 3. Downside risk: We have considered only the negative returns given by the mutual fund scheme for this measure. X =Returns below zeroY = Sum of all squares of XZ = Y/number of days taken for computing the ratioDownside risk = Square root of Z 4. Outperformance: Fund Return – Benchmark return. Rolling returns rolled daily is used for computing the return of the fund and the benchmark and subsequently the Active return of the fund. 5. Asset size: For Debt funds, the threshold asset size is Rs 50 crore. 1. Mean rolling returns: Rolled daily for the last three years. 2. Consistency in the last three years: Hurst Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H. i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to When H 0.5, the series is said to be mean When H0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the series 3. Downside risk: We have considered only the negative returns given by the mutual fund scheme for this measure. X = Returns below zeroY = Sum of all squares of XZ = Y/number of days taken for computing the ratioDownside risk = Square root of Z 4. Outperformance i) Equity portion: It is measured by Jensen's Alpha for the last three years. Jensen's Alpha shows the risk-adjusted return generated by a mutual fund scheme relative to the expected market return predicted by the Capital Asset Pricing Model (CAPM). Higher Alpha indicates that the portfolio performance has outstripped the returns predicted by the returns generated by the MF Scheme =[Risk Free Rate + Beta of the MF Scheme * {(Average return of the index - Risk Free Rate} ii) Debt portion: Fund Return – Benchmark return. Rolling returns rolled daily is used for computing the return of the fund and the benchmark and subsequently the Active return of the fund. 5. Asset size: For Hybrid funds, the threshold asset size is Rs 50 crore (Disclaimer: past performance is no guarantee for future performance.) Page 2
Time of India
5 days ago
- Business
- Time of India
Best mutual fund SIP portfolios to invest in June 2025
Recommended portfolio for conservative investors: ET Online Recommended portfolio for moderate investors: ET Online Recommended portfolio for aggressive investors: ET Online Live Events Methodology for equity funds: Methodology for debt funds: Methodology for hybrid funds: Many mutual fund investors, especially new investors, are often confused about how to choose a bunch of schemes to take care of their various goals, especially for long-term goals like retirement. They keep looking for a ready-made mutual fund portfolio to achieve their long-term goals. Here is some help for such investors. We have put together a slew of schemes, based on risk profile, time horizon, and the amount you want to invest. ETMutualFunds launched its recommended mutual fund portfolios to invest through SIPs in October 2016. Since then, we have been closely monitoring the schemes in these portfolios and coming up with updates on them regularly. We also inform our readers about poorly performing schemes and replacements for them. The schemes in these ready made portfolios are selected based on our in-house methodology mentioned at the end of this article. ETMutualFunds' best mutual fund SIP portfolios are meant for three different individual risk profiles: conservative, moderate and aggressive. We have also considered three SIP baskets – between Rs 2,000-5,000, between Rs 5,000-10,000 and above Rs 10,000 – while creating these portfolios. Take a look at our recommended portfolios. ETMutualFunds has employed the following parameters for shortlisting the equity mutual fund daily for the last three Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H.i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to When H is less than 0.5, the series is said to be mean When H is greater than 0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the seriesWe have considered only the negative returns given by the mutual fund scheme for this measure.X =Returns below zeroY = Sum of all squares of XZ = Y/number of days taken for computing the ratioDownside risk = Square root of ZIt is measured by Jensen's Alpha for the last three years. Jensen's Alpha shows the risk-adjusted return generated by a mutual fund scheme relative to the expected market return predicted by the Capital Asset Pricing Model (CAPM). Higher Alpha indicates that the portfolio performance has outstripped the returns predicted by the returns generated by the MF Scheme =[Risk Free Rate + Beta of the MF Scheme * {(Average return of the index - Risk Free Rate}For Equity funds, the threshold asset size is Rs 50 daily for the last three Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H.i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to When H is less than 0.5, the series is said to be mean When H is greater than 0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the seriesWe have considered only the negative returns given by the mutual fund scheme for this measure.X =Returns below zeroY = Sum of all squares of XZ = Y/number of days taken for computing the ratioDownside risk = Square root of ZFund Return – Benchmark return. Rolling returns rolled daily is used for computing the return of the fund and the benchmark and subsequently the Active return of the Debt funds, the threshold asset size is Rs 50 daily for the last three Exponent, H is used for computing the consistency of a fund. The H exponent is a measure of randomness of NAV series of a fund. Funds with high H tend to exhibit low volatility compared to funds with low H.i) When H = 0.5, the series of returns is said to be a geometric Brownian time series. This type of time series is difficult to When H <0.5, the series is said to be mean When H>0.5, the series is said to be persistent. The larger the value of H, the stronger is the trend of the seriesWe have considered only the negative returns given by the mutual fund scheme for this measure.X = Returns below zeroY = Sum of all squares of XZ = Y/number of days taken for computing the ratioDownside risk = Square root of ZIt is measured by Jensen's Alpha for the last three years. Jensen's Alpha shows the risk-adjusted return generated by a mutual fund scheme relative to the expected market return predicted by the Capital Asset Pricing Model (CAPM). Higher Alpha indicates that the portfolio performance has outstripped the returns predicted by the returns generated by the MF Scheme =[Risk Free Rate + Beta of the MF Scheme * {(Average return of the index - Risk Free Rate}Fund Return – Benchmark return. Rolling returns rolled daily is used for computing the return of the fund and the benchmark and subsequently the Active return of the Hybrid funds, the threshold asset size is Rs 50 crore
