{"id":2042761,"date":"2016-01-30T11:59:34","date_gmt":"2016-01-30T06:29:34","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2042761"},"modified":"2016-01-30T12:02:04","modified_gmt":"2016-01-30T06:32:04","slug":"monthly-recap-carnage","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2016\/01\/30\/monthly-recap-carnage\/","title":{"rendered":"Monthly Recap: Carnage"},"content":{"rendered":"

\"world.2015-12-31.2016-01-29\"<\/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-8.80%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n-4.75%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n-2.54%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n-7.96%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n-5.60%<\/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+0.48%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n+0.57%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n-16.50%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n+2.99%<\/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-6.79%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n-22.65%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n-4.82%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n+1.34%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n-3.78%<\/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
Heating Oil<\/td>\n-3.91%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n-1.66%<\/span><\/td>\n<\/tr>\n
RBOB Gasoline<\/td>\n-11.16%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n-10.10%<\/span><\/td>\n<\/tr>\n
Brent Crude Oil<\/td>\n-4.76%<\/span><\/td>\n<\/tr>\n
Ethanol<\/td>\n+1.79%<\/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
Palladium<\/td>\n-11.05%<\/span><\/td>\n<\/tr>\n
Silver 5000oz<\/td>\n+3.62%<\/span><\/td>\n<\/tr>\n
Copper<\/td>\n-3.29%<\/span><\/td>\n<\/tr>\n
Gold 100oz<\/td>\n+5.37%<\/span><\/td>\n<\/tr>\n
Platinum<\/td>\n+0.33%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:+0.42% <\/span> USDJPY<\/a>:+0.79% <\/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-0.07%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n+5.13%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n-0.17%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n+1.33%<\/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+0.98%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n+1.27%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n+2.48%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+3.59%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n+2.66%<\/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
Cotton<\/td>\n-3.97%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n+1.23%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n+1.75%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n-7.87%<\/span><\/td>\n<\/tr>\n
Lean Hogs<\/td>\n+10.06%<\/span><\/td>\n<\/tr>\n
Cocoa<\/td>\n-11.17%<\/span><\/td>\n<\/tr>\n
Coffee (Robusta)<\/td>\n-6.98%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n+3.70%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n+2.84%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n-3.72%<\/span><\/td>\n<\/tr>\n
Cattle<\/td>\n-0.74%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n-6.28%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n-6.05%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n-5.13%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n-13.48%<\/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
Index<\/th>\nChange<\/th>\n<\/tr>\n<\/thead>\n
Markit CDX EM<\/td>\n-0.81%<\/span><\/td>\n<\/tr>\n
Markit CDX NA HY<\/td>\n-2.26%<\/span><\/td>\n<\/tr>\n
Markit CDX NA IG<\/td>\n+16.56%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Asia ex-Japan IG<\/td>\n+19.42%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Australia<\/td>\n+17.89%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe<\/td>\n+14.77%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe Crossover<\/td>\n+51.56%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Japan<\/td>\n+15.56%<\/span><\/td>\n<\/tr>\n
Markit MCDX (Municipal CDS)<\/td>\n+6.25%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nA fresh bout of volatility hit the markets in January. EM currencies crashed, China capital outflows accelerated and Japan announced negative interest rates. The first half of February will see companies announce their quarterly results, adding a fresh dose of fuel to the volatility fire…\n<\/div>\n<\/div>\n

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

\"global.etf.performance.2015-12-31.2016-01-29\"<\/p>\n

Nifty Heatmap<\/h3>\n

\"NIFTY<\/p>\n

Index Returns<\/h3>\n

For a deeper dive into indices, check out our weekly Index Update<\/a>.
\n\"index.performance.2015-12-31.2016-01-29\"<\/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-17.03%<\/span><\/td>\n69\/71<\/td>\n<\/tr>\n
2<\/td>\n-9.17%<\/span><\/td>\n65\/74<\/td>\n<\/tr>\n
3<\/td>\n-15.39%<\/span><\/td>\n52\/87<\/td>\n<\/tr>\n
4<\/td>\n-16.38%<\/span><\/td>\n45\/95<\/td>\n<\/tr>\n
5<\/td>\n-18.88%<\/span><\/td>\n41\/98<\/td>\n<\/tr>\n
6<\/td>\n-14.42%<\/span><\/td>\n45\/94<\/td>\n<\/tr>\n
7<\/td>\n-15.34%<\/span><\/td>\n51\/89<\/td>\n<\/tr>\n
8<\/td>\n-15.24%<\/span><\/td>\n56\/83<\/td>\n<\/tr>\n
9<\/td>\n-16.29%<\/span><\/td>\n55\/84<\/td>\n<\/tr>\n
10 (mega)<\/td>\n-7.84%<\/span><\/td>\n67\/73<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nMid- and small-caps bore the brunt of the selloff…\n<\/div>\n<\/div>\n

Top Winners and Losers<\/h3>\n
\n
\n\n\n\n\n\n\n\n
TITAN<\/a><\/td>\n+4.77%<\/span><\/td>\n<\/tr>\n
INFY<\/a><\/td>\n+5.38%<\/span><\/td>\n<\/tr>\n
SUNPHARMA<\/a><\/td>\n+6.44%<\/span><\/td>\n<\/tr>\n
RCOM<\/a><\/td>\n-29.58%<\/span><\/td>\n<\/tr>\n
IDEA<\/a><\/td>\n-28.19%<\/span><\/td>\n<\/tr>\n
PNB<\/a><\/td>\n-21.09%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nWhats the difference between a Brutality and Fatality?\n<\/div>\n<\/div>\n

ETF Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
GOLDBEES<\/a><\/td>\n+6.32%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n-5.07%<\/span><\/td>\n<\/tr>\n
CPSEETF<\/a><\/td>\n-6.19%<\/span><\/td>\n<\/tr>\n
JUNIORBEES<\/a><\/td>\n-8.02%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n-8.28%<\/span><\/td>\n<\/tr>\n
INFRABEES<\/a><\/td>\n-12.00%<\/span><\/td>\n<\/tr>\n
PSUBNKBEES<\/a><\/td>\n-20.00%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nGold saw a bid on the back of Rupee collapse…\n<\/div>\n<\/div>\n

Yield Curve<\/h3>\n

\"yieldCurve.2015-12-31.2016-01-29\"<\/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-0.13<\/span><\/td>\n+0.99%<\/span><\/td>\n<\/tr>\n
5 10<\/td>\n-0.06<\/span><\/td>\n+0.96%<\/span><\/td>\n<\/tr>\n
10 15<\/td>\n-0.02<\/span><\/td>\n+0.86%<\/span><\/td>\n<\/tr>\n
15 20<\/td>\n+0.06<\/span><\/td>\n-0.04%<\/span><\/td>\n<\/tr>\n
20 30<\/td>\n+0.11<\/span><\/td>\n-0.48%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nBonds proved their worth during the turmoil – diversification FTW!\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
Tactical CNX 100<\/a><\/td>\n-3.66%<\/span><\/td>\n<\/tr>\n
Enterprise Yield<\/a><\/td>\n-4.30%<\/span><\/td>\n<\/tr>\n
HighIR Momentum<\/a><\/td>\n-4.77%<\/span><\/td>\n<\/tr>\n
Low Volatility<\/a><\/td>\n-5.31%<\/span><\/td>\n<\/tr>\n
Low Beta<\/a><\/td>\n-5.75%<\/span><\/td>\n<\/tr>\n
High Sharpe<\/a><\/td>\n-6.27%<\/span><\/td>\n<\/tr>\n
High Alpha<\/a><\/td>\n-6.42%<\/span><\/td>\n<\/tr>\n
Balance Sheet Strength<\/a><\/td>\n-8.44%<\/span><\/td>\n<\/tr>\n
Magic Formula<\/a><\/td>\n-10.25%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n-10.76%<\/span><\/td>\n<\/tr>\n
Velocity<\/a><\/td>\n-11.18%<\/span><\/td>\n<\/tr>\n
Acceleration<\/a><\/td>\n-11.41%<\/span><\/td>\n<\/tr>\n
High Beta<\/a><\/td>\n-12.19%<\/span><\/td>\n<\/tr>\n
Quality to Price<\/a><\/td>\n-14.25%<\/span><\/td>\n<\/tr>\n
Momentum<\/a><\/td>\n-16.59%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nMomentum saw the worst drawdown among all strategies. But the last few days have seen a dramatic recovery…\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
Canara Robeco InDiGo Fund – Regular Plan – Growth<\/a><\/td>\n+1.49%<\/span><\/td>\n<\/tr>\n
SBI REGULAR SAVINGS FUNDS – REGULAR PLAN – GROWTH<\/a><\/td>\n+0.92%<\/span><\/td>\n<\/tr>\n
Axis Triple Advantage Fund – Growth Option<\/a><\/td>\n+0.80%<\/span><\/td>\n<\/tr>\n
JM MIP FUND-Growth<\/a><\/td>\n+0.64%<\/span><\/td>\n<\/tr>\n
LIC NOMURA MF Liquid Fund-Growth<\/a><\/td>\n+0.59%<\/span><\/td>\n<\/tr>\n
L&T Short Term Income Fund-Growth Option<\/a><\/td>\n+0.52%<\/span><\/td>\n<\/tr>\n
L&T Ultra Short Term Fund – Growth Plan<\/a><\/td>\n+0.51%<\/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
ICICI Prudential MidCap Fund – Regular Plan – Growth<\/a><\/td>\n-9.81%<\/span><\/td>\n<\/tr>\n
Sahara Star Value Fund-Growth Option<\/a><\/td>\n-9.83%<\/span><\/td>\n<\/tr>\n
HDFC Core and Satellite Fund – GROWTH<\/a><\/td>\n-9.90%<\/span><\/td>\n<\/tr>\n
UTI Infrastructure Fund-Growth Option<\/a><\/td>\n-10.14%<\/span><\/td>\n<\/tr>\n
HDFC INFRASTRUCTURE FUND-GROWTH OPTION<\/a><\/td>\n-11.16%<\/span><\/td>\n<\/tr>\n
HDFC Premier Multi-Cap Fund-Growth<\/a><\/td>\n-11.95%<\/span><\/td>\n<\/tr>\n
Mirae Asset China Advantage Fund – Regular Plan Growth Option<\/a><\/td>\n-14.15%<\/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
DWS Inflation Indexed Bond Fund – Regular Plan – Growth<\/a><\/td>\n+1.55%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Constant Maturity Gilt Fund – Regular Plan – Growth<\/a><\/td>\n+1.35%<\/span><\/td>\n<\/tr>\n
DSP BlackRock Constant Maturity 10Y G-Sec Fund – Regular Plan – Growth<\/a><\/td>\n+0.99%<\/span><\/td>\n<\/tr>\n
HDFC Gilt Fund-Short Term-Growth<\/a><\/td>\n+0.95%<\/span><\/td>\n<\/tr>\n
Franklin India Banking & PSU Debt Fund – Growth<\/a><\/td>\n+0.84%<\/span><\/td>\n<\/tr>\n
Tata Gilt Mid Term Fund -Regular Plan- Growth<\/a><\/td>\n+0.74%<\/span><\/td>\n<\/tr>\n
IDFC GSF-Provident Fund-Regular Plan-Growth<\/a><\/td>\n+0.73%<\/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
Birla Sun Life Income Plus – Growth – Regular Plan<\/a><\/td>\n-0.56%<\/span><\/td>\n<\/tr>\n
JM G-Sec Fund – Growth Option<\/a><\/td>\n-0.59%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Long Term Gilt Fund – Regular Plan – Growth<\/a><\/td>\n-0.73%<\/span><\/td>\n<\/tr>\n
Canara Robeco Dynamic Bond Fund – Regular Plan – Growth<\/a><\/td>\n-0.76%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Government Securities Fund – Long Term Plan – Growth – Regular Plan<\/a><\/td>\n-0.84%<\/span><\/td>\n<\/tr>\n
Canara Robeco Gilt PGS – Regular Plan – Growth<\/a><\/td>\n-0.94%<\/span><\/td>\n<\/tr>\n
IDBI Gilt Fund Growth<\/a><\/td>\n-1.07%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Thought to sum up the month<\/h3>\n

Here\u2019s what happens when you make short-term decisions with long-term capital:<\/p>\n