{"id":2040271,"date":"2015-12-01T20:31:45","date_gmt":"2015-12-01T15:01:45","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2040271"},"modified":"2015-12-01T20:31:45","modified_gmt":"2015-12-01T15:01:45","slug":"monthly-recap-november-rain","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2015\/12\/01\/monthly-recap-november-rain\/","title":{"rendered":"Monthly Recap: November Rain"},"content":{"rendered":"

\"world.2015-10-30.2015-11-30\"<\/p>\n

Equities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Major<\/th>\n<\/tr>\n<\/thead>\n
DAX(DEU)<\/a><\/td>\n+4.79%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n+1.10%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n+0.47%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n+4.87%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n-0.55%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
JCI(IDN)<\/a><\/td>\n+2.30%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n-2.01%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n-6.51%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n-4.51%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
IBOV(BRA)<\/a><\/td>\n-1.23%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n+2.18%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n-1.37%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n+3.58%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n-4.05%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n
\n
\n
\n

Commodities<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n
Energy<\/th>\n<\/tr>\n<\/thead>\n
RBOB Gasoline<\/td>\n-5.10%<\/span><\/td>\n<\/tr>\n
Brent Crude Oil<\/td>\n-11.02%<\/span><\/td>\n<\/tr>\n
Ethanol<\/td>\n-7.28%<\/span><\/td>\n<\/tr>\n
Heating Oil<\/td>\n-9.08%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n-4.35%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n-11.31%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
Metals<\/th>\n<\/tr>\n<\/thead>\n
Silver 5000oz<\/td>\n-8.39%<\/span><\/td>\n<\/tr>\n
Gold 100oz<\/td>\n-6.35%<\/span><\/td>\n<\/tr>\n
Platinum<\/td>\n-14.84%<\/span><\/td>\n<\/tr>\n
Palladium<\/td>\n-18.51%<\/span><\/td>\n<\/tr>\n
Copper<\/td>\n-10.39%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:+3.75% <\/span> USDJPY<\/a>:+2.02% <\/span><\/p>\n

\n
\n\n\n\n\n\n\n\n\n
MINTs<\/th>\n<\/tr>\n<\/thead>\n
USDIDR(IDN)<\/a><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n+0.06%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n-0.76%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n-0.98%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n
BRICS<\/th>\n<\/tr>\n<\/thead>\n
USDBRL(BRA)<\/a><\/td>\n+0.40%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n+1.29%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n+1.88%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+4.88%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n+4.55%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Agricultural<\/th>\n<\/tr>\n<\/thead>\n
Cocoa<\/td>\n+1.63%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n-14.79%<\/span><\/td>\n<\/tr>\n
Lean Hogs<\/td>\n-1.22%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n+5.55%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n+2.00%<\/span><\/td>\n<\/tr>\n
Cattle<\/td>\n-6.61%<\/span><\/td>\n<\/tr>\n
Cotton<\/td>\n-3.22%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n-3.23%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n-5.11%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n-11.24%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n+2.58%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n-3.65%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n-3.66%<\/span><\/td>\n<\/tr>\n
Coffee (Robusta)<\/td>\n-7.95%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n+0.45%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Credit Indices<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Index<\/th>\nChange<\/th>\n<\/tr>\n<\/thead>\n
Markit CDX EM<\/td>\n+0.54%<\/span><\/td>\n<\/tr>\n
Markit CDX NA HY<\/td>\n-0.97%<\/span><\/td>\n<\/tr>\n
Markit CDX NA IG<\/td>\n+5.91%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Asia ex-Japan IG<\/td>\n-1.93%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Australia<\/td>\n+7.62%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe<\/td>\n-0.81%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe Crossover<\/td>\n-7.97%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Japan<\/td>\n+9.43%<\/span><\/td>\n<\/tr>\n
Markit iTraxx SovX Western Europe<\/td>\n-0.27%<\/span><\/td>\n<\/tr>\n
Markit LCDX (Loan CDS)<\/td>\n-0.04%<\/span><\/td>\n<\/tr>\n
Markit MCDX (Municipal CDS)<\/td>\n-0.50%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nMost global indices ended the month in the red. The US Dollar rallied against most major currencies and the market seems to have come to terms with a December liftoff in US interest rates.\n<\/div>\n<\/div>\n

International ETFs (USD)<\/h3>\n

\"global.etf.performance.2015-10-30.2015-11-30\"<\/p>\n

Nifty Heatmap<\/h3>\n

\"NIFTY<\/a><\/p>\n

Index Returns<\/h3>\n

\"index.performance.2015-10-30.2015-11-30\"<\/a><\/p>\n

Market Cap Decile Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Decile<\/th>\nMkt. Cap.<\/th>\nAdv\/Decl<\/th>\n<\/tr>\n<\/thead>\n
1 (micro)<\/td>\n+9.56%<\/span><\/td>\n68\/67<\/td>\n<\/tr>\n
2<\/td>\n+10.94%<\/span><\/td>\n78\/56<\/td>\n<\/tr>\n
3<\/td>\n+9.16%<\/span><\/td>\n78\/56<\/td>\n<\/tr>\n
4<\/td>\n+5.00%<\/span><\/td>\n74\/60<\/td>\n<\/tr>\n
5<\/td>\n+4.13%<\/span><\/td>\n84\/50<\/td>\n<\/tr>\n
6<\/td>\n+4.99%<\/span><\/td>\n78\/56<\/td>\n<\/tr>\n
7<\/td>\n+2.13%<\/span><\/td>\n71\/63<\/td>\n<\/tr>\n
8<\/td>\n+1.53%<\/span><\/td>\n65\/69<\/td>\n<\/tr>\n
9<\/td>\n+0.87%<\/span><\/td>\n67\/67<\/td>\n<\/tr>\n
10 (mega)<\/td>\n-1.62%<\/span><\/td>\n64\/71<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nLarge caps trailed mid and small caps…\n<\/div>\n<\/div>\n

Top Winners and Losers<\/h3>\n
\n
\n\n\n\n\n\n\n\n
MOTHERSUMI<\/a><\/td>\n+17.63%<\/span><\/td>\n<\/tr>\n
GAIL<\/a><\/td>\n+18.37%<\/span><\/td>\n<\/tr>\n
PETRONET<\/a><\/td>\n+20.69%<\/span><\/td>\n<\/tr>\n
DRREDDY<\/a><\/td>\n-27.39%<\/span><\/td>\n<\/tr>\n
SUNPHARMA<\/a><\/td>\n-17.98%<\/span><\/td>\n<\/tr>\n
SAIL<\/a><\/td>\n-14.34%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nBiggest moves where brought about by regulatory events…\n<\/div>\n<\/div>\n

ETF Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
PSUBNKBEES<\/a><\/td>\n+6.77%<\/span><\/td>\n<\/tr>\n
CPSEETF<\/a><\/td>\n+1.19%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n+0.34%<\/span><\/td>\n<\/tr>\n
JUNIORBEES<\/a><\/td>\n-0.22%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n-1.87%<\/span><\/td>\n<\/tr>\n
INFRABEES<\/a><\/td>\n-2.50%<\/span><\/td>\n<\/tr>\n
GOLDBEES<\/a><\/td>\n-6.07%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nPSU Banks: dead cat bounce or are government efforts finally turning things around?\n<\/div>\n<\/div>\n

Yield Curve<\/h3>\n

\"yieldCurve.2015-10-30.2015-11-30\"<\/a><\/p>\n

Bond Indices<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n
Sub Index<\/th>\nChange in YTM<\/th>\nTotal Return(%)<\/th>\n<\/tr>\n<\/thead>\n
0 5<\/td>\n+0.08<\/span><\/td>\n+0.38%<\/span><\/td>\n<\/tr>\n
5 10<\/td>\n+0.13<\/span><\/td>\n-0.07%<\/span><\/td>\n<\/tr>\n
10 15<\/td>\n+0.13<\/span><\/td>\n-0.28%<\/span><\/td>\n<\/tr>\n
15 20<\/td>\n+0.15<\/span><\/td>\n-0.83%<\/span><\/td>\n<\/tr>\n
20 30<\/td>\n+0.13<\/span><\/td>\n-0.72%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nNext rate cuts are probably six months away…\n<\/div>\n<\/div>\n

Investment Theme Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Quality to Price<\/a><\/td>\n+16.23%<\/span><\/td>\n<\/tr>\n
Momentum<\/a><\/td>\n+12.69%<\/span><\/td>\n<\/tr>\n
Magic Formula<\/a><\/td>\n+10.72%<\/span><\/td>\n<\/tr>\n
Velocity<\/a><\/td>\n+10.23%<\/span><\/td>\n<\/tr>\n
The RBI Restricted List<\/a><\/td>\n+9.46%<\/span><\/td>\n<\/tr>\n
ADAG stocks<\/a><\/td>\n+5.99%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n+2.97%<\/span><\/td>\n<\/tr>\n
PPFAS Long Term Value<\/a><\/td>\n+2.69%<\/span><\/td>\n<\/tr>\n
High Beta<\/a><\/td>\n+1.35%<\/span><\/td>\n<\/tr>\n
Balance Sheet Strength<\/a><\/td>\n-0.91%<\/span><\/td>\n<\/tr>\n
Enterprise Yield<\/a><\/td>\n-0.91%<\/span><\/td>\n<\/tr>\n
Tactical CNX 100<\/a><\/td>\n-2.00%<\/span><\/td>\n<\/tr>\n
ASK Life<\/a><\/td>\n-3.82%<\/span><\/td>\n<\/tr>\n
Next Trillion<\/a><\/td>\n-4.49%<\/span><\/td>\n<\/tr>\n
Low Volatility<\/a><\/td>\n-6.96%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nMost investment strategies did well… November saw Quality to Price post over +250% and Momentum post over +200% gains since their inception in August 2013.\n<\/div>\n<\/div>\n

Equity Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
Sahara Star Value Fund-Growth Option<\/a><\/td>\n+8.92%<\/span><\/td>\n<\/tr>\n
Escorts Tax Plan-Growth<\/a><\/td>\n+5.84%<\/span><\/td>\n<\/tr>\n
Escorts Growth Plan-GROWTH OPTION<\/a><\/td>\n+5.73%<\/span><\/td>\n<\/tr>\n
HDFC Core and Satellite Fund – GROWTH<\/a><\/td>\n+5.14%<\/span><\/td>\n<\/tr>\n
HDFC Premier Multi-Cap Fund-Growth<\/a><\/td>\n+4.53%<\/span><\/td>\n<\/tr>\n
Sundaram S.M.I.L.E.Fund-iNST Growth<\/a><\/td>\n+4.45%<\/span><\/td>\n<\/tr>\n
Sundaram S.M.I.L.E.Fund-Growth<\/a><\/td>\n+4.40%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
JPMorgan India Top 100 Fund – Regular Plan – Growth Option<\/a><\/td>\n-2.84%<\/span><\/td>\n<\/tr>\n
Birla Sun Life India Opportunities Fund – Growth – Regular Plan<\/a><\/td>\n-2.93%<\/span><\/td>\n<\/tr>\n
Taurus Ethical Fund – Growth Option<\/a><\/td>\n-3.04%<\/span><\/td>\n<\/tr>\n
Kotak Classic Equity Scheme—Growth<\/a><\/td>\n-3.19%<\/span><\/td>\n<\/tr>\n
Tata Ethical Fund Regular Plan – Growth<\/a><\/td>\n-3.43%<\/span><\/td>\n<\/tr>\n
Sundaram Growth Fund-Growth<\/a><\/td>\n-3.44%<\/span><\/td>\n<\/tr>\n
Mirae Asset Global Commodity Stocks – Growth Option<\/a><\/td>\n-3.52%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Bond Mutual Funds<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n\n\n\n
Best<\/th>\n<\/tr>\n<\/thead>\n
Baroda Pioneer Credit Opportunities Fund -Plan B-Growth Option<\/a><\/td>\n+0.60%<\/span><\/td>\n<\/tr>\n
Franklin India Dynamic Accrual Fund-Growth<\/a><\/td>\n+0.51%<\/span><\/td>\n<\/tr>\n
Baroda Pioneer Credit Opportunities Fund -Plan A -Growth Option<\/a><\/td>\n+0.49%<\/span><\/td>\n<\/tr>\n
Reliance Corporate Bond Fund – Growth Option<\/a><\/td>\n+0.48%<\/span><\/td>\n<\/tr>\n
DWS Premier Bond Fund – Premium Plus Plan – Growth<\/a><\/td>\n+0.47%<\/span><\/td>\n<\/tr>\n
Kotak Corporate Bond Fund- Standard Plan-Growth Option<\/a><\/td>\n+0.46%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Corporate Bond Fund – Regular Plan – Growth<\/a><\/td>\n+0.45%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\n\n\n\n\n\n\n\n\n\n\n\n
Worst<\/th>\n<\/tr>\n<\/thead>\n
Kotak Gilt-Investment Provident Fund and Trust-Growth<\/a><\/td>\n-0.89%<\/span><\/td>\n<\/tr>\n
JM G-Sec Fund – Growth Option<\/a><\/td>\n-0.90%<\/span><\/td>\n<\/tr>\n
Religare Invesco GILT Fund – Long Duration Plan – Growth<\/a><\/td>\n-0.90%<\/span><\/td>\n<\/tr>\n
Kotak Bond-Deposit-Growth<\/a><\/td>\n-0.93%<\/span><\/td>\n<\/tr>\n
Kotak Bond-Plan A-Growth<\/a><\/td>\n-0.93%<\/span><\/td>\n<\/tr>\n
HDFC Inflation Indexed Bond Fund – Regular Growth<\/a><\/td>\n-0.99%<\/span><\/td>\n<\/tr>\n
DWS Inflation Indexed Bond Fund – Regular Plan – Growth<\/a><\/td>\n-1.41%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Institutional flows<\/h3>\n

FPIs sold off both bonds and equities…<\/p>\n

\"dii-investments.2014-01-01.2015-11-30\"<\/p>\n

\"fii-investments.2014-01-01.2015-11-30\"<\/a><\/p>\n

US Yield Curve<\/h3>\n

\"ust-yield-curve.2011-01-18\"<\/a><\/p>\n

Spread between Indian and US long bonds<\/h3>\n

\"ust-ind-10yr-spread.2011-01-18\"<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"

Equities Major DAX(DEU) +4.79% CAC(FRA) +1.10% UKX(GBR) +0.47% NKY(JPN) +4.87% SPX(USA) -0.55% MINTs JCI(IDN) +2.30% INMEX(MEX) -2.01% NGSEINDX(NGA) -6.51% XU030(TUR) -4.51% BRICS IBOV(BRA) -1.23% SHCOMP(CHN) +2.18% NIFTY(IND) -1.37% INDEXCF(RUS) +3.58% TOP40(ZAF) -4.05% Commodities Energy RBOB Gasoline -5.10% Brent Crude Oil -11.02% Ethanol -7.28% Heating Oil -9.08% Natural Gas -4.35% WTI Crude Oil -11.31% Metals Silver … <\/p>\n","protected":false},"author":2,"featured_media":2038021,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1881],"class_list":["post-2040271","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-your-money","tag-monthly","entry"],"_links":{"self":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2040271","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/comments?post=2040271"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2040271\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2038021"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2040271"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2040271"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2040271"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}