{"id":2049111,"date":"2016-06-01T20:08:31","date_gmt":"2016-06-01T14:38:31","guid":{"rendered":"http:\/\/stockviz.biz\/index.php\/?p=2049111"},"modified":"2016-06-01T20:08:32","modified_gmt":"2016-06-01T14:38:32","slug":"monthly-recap-may-you-live-in-interesting-times","status":"publish","type":"post","link":"https:\/\/stockviz.biz\/index.php\/2016\/06\/01\/monthly-recap-may-you-live-in-interesting-times\/","title":{"rendered":"Monthly Recap: May you live in Interesting Times…"},"content":{"rendered":"

\"world.2016-04-29.2016-05-31\"<\/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+1.50%<\/span><\/td>\n<\/tr>\n
CAC(FRA)<\/a><\/td>\n+0.92%<\/span><\/td>\n<\/tr>\n
UKX(GBR)<\/a><\/td>\n-1.16%<\/span><\/td>\n<\/tr>\n
NKY(JPN)<\/a><\/td>\n+1.74%<\/span><\/td>\n<\/tr>\n
SPX(USA)<\/a><\/td>\n+2.15%<\/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+0.02%<\/span><\/td>\n<\/tr>\n
INMEX(MEX)<\/a><\/td>\n-1.61%<\/span><\/td>\n<\/tr>\n
NGSEINDX(NGA)<\/a><\/td>\n+7.83%<\/span><\/td>\n<\/tr>\n
XU030(TUR)<\/a><\/td>\n-9.43%<\/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-9.81%<\/span><\/td>\n<\/tr>\n
SHCOMP(CHN)<\/a><\/td>\n-0.84%<\/span><\/td>\n<\/tr>\n
NIFTY(IND)<\/a><\/td>\n+4.21%<\/span><\/td>\n<\/tr>\n
INDEXCF(RUS)<\/a><\/td>\n-2.70%<\/span><\/td>\n<\/tr>\n
TOP40(ZAF)<\/a><\/td>\n+2.50%<\/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
Ethanol<\/td>\n+6.67%<\/span><\/td>\n<\/tr>\n
Heating Oil<\/td>\n+7.38%<\/span><\/td>\n<\/tr>\n
Natural Gas<\/td>\n+7.49%<\/span><\/td>\n<\/tr>\n
Brent Crude Oil<\/td>\n+2.90%<\/span><\/td>\n<\/tr>\n
RBOB Gasoline<\/td>\n+0.68%<\/span><\/td>\n<\/tr>\n
WTI Crude Oil<\/td>\n+6.55%<\/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
Copper<\/td>\n-7.49%<\/span><\/td>\n<\/tr>\n
Platinum<\/td>\n-8.82%<\/span><\/td>\n<\/tr>\n
Silver 5000oz<\/td>\n-10.11%<\/span><\/td>\n<\/tr>\n
Gold 100oz<\/td>\n-5.52%<\/span><\/td>\n<\/tr>\n
Palladium<\/td>\n-12.65%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n<\/div>\n
\n

Currencies<\/h3>\n

USDEUR<\/a>:+2.47% <\/span> USDJPY<\/a>:+2.45% <\/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+3.65%<\/span><\/td>\n<\/tr>\n
USDMXN(MEX)<\/a><\/td>\n+7.17%<\/span><\/td>\n<\/tr>\n
USDNGN(NGA)<\/a><\/td>\n+0.00%<\/span><\/td>\n<\/tr>\n
USDTRY(TUR)<\/a><\/td>\n+5.40%<\/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+4.23%<\/span><\/td>\n<\/tr>\n
USDCNY(CHN)<\/a><\/td>\n+1.54%<\/span><\/td>\n<\/tr>\n
USDINR(IND)<\/a><\/td>\n+1.69%<\/span><\/td>\n<\/tr>\n
USDRUB(RUS)<\/a><\/td>\n+3.25%<\/span><\/td>\n<\/tr>\n
USDZAR(ZAF)<\/a><\/td>\n+10.07%<\/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
Lean Hogs<\/td>\n+3.33%<\/span><\/td>\n<\/tr>\n
Lumber<\/td>\n+2.78%<\/span><\/td>\n<\/tr>\n
Orange Juice<\/td>\n+20.00%<\/span><\/td>\n<\/tr>\n
Wheat<\/td>\n-2.56%<\/span><\/td>\n<\/tr>\n
White Sugar<\/td>\n+2.88%<\/span><\/td>\n<\/tr>\n
Coffee (Robusta)<\/td>\n+6.04%<\/span><\/td>\n<\/tr>\n
Corn<\/td>\n+2.81%<\/span><\/td>\n<\/tr>\n
Cotton<\/td>\n+0.28%<\/span><\/td>\n<\/tr>\n
Soybean Meal<\/td>\n+18.55%<\/span><\/td>\n<\/tr>\n
Soybeans<\/td>\n+5.17%<\/span><\/td>\n<\/tr>\n
Cattle<\/td>\n-2.34%<\/span><\/td>\n<\/tr>\n
Cocoa<\/td>\n-3.81%<\/span><\/td>\n<\/tr>\n
Coffee (Arabica)<\/td>\n+1.70%<\/span><\/td>\n<\/tr>\n
Feeder Cattle<\/td>\n+5.01%<\/span><\/td>\n<\/tr>\n
Sugar #11<\/td>\n+7.46%<\/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-0.78%<\/span><\/td>\n<\/tr>\n
Markit CDX NA HY<\/td>\n-0.24%<\/span><\/td>\n<\/tr>\n
Markit CDX NA IG<\/td>\n+0.19%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Asia ex-Japan IG<\/td>\n+0.55%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Australia<\/td>\n-4.39%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe<\/td>\n-0.16%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Europe Crossover<\/td>\n+3.18%<\/span><\/td>\n<\/tr>\n
Markit iTraxx Japan<\/td>\n-4.31%<\/span><\/td>\n<\/tr>\n
Markit MCDX (Municipal CDS)<\/td>\n-2.00%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nThe US Dollar rallied, NIFTY was the best performing equity index…\n<\/div>\n<\/div>\n

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

\"global.etf.performance.2016-04-29.2016-05-31\"<\/p>\n

Nifty Heatmap<\/h3>\n

\"NIFTY<\/p>\n

Index Returns<\/h3>\n

\"index.performance.2016-04-29.2016-05-31\"<\/p>\n

Market Cap Decile Performance<\/h3>\n

\"deciles.perf.2016-05-31\"<\/p>\n

Top Winners and Losers<\/h3>\n
\n
\n\n\n\n\n\n\n\n
PIDILITIND<\/a><\/td>\n+17.11%<\/span><\/td>\n<\/tr>\n
LT<\/a><\/td>\n+17.45%<\/span><\/td>\n<\/tr>\n
SRTRANSFIN<\/a><\/td>\n+25.19%<\/span><\/td>\n<\/tr>\n
ADANIPORTS<\/a><\/td>\n-19.33%<\/span><\/td>\n<\/tr>\n
RCOM<\/a><\/td>\n-16.46%<\/span><\/td>\n<\/tr>\n
CIPLA<\/a><\/td>\n-11.98%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nMirroring the performance of sector indices…\n<\/div>\n<\/div>\n

ETF Performance<\/h3>\n
\n
\n\n\n\n\n\n\n\n\n
INFRABEES<\/a><\/td>\n+5.44%<\/span><\/td>\n<\/tr>\n
BANKBEES<\/a><\/td>\n+4.88%<\/span><\/td>\n<\/tr>\n
NIFTYBEES<\/a><\/td>\n+3.96%<\/span><\/td>\n<\/tr>\n
JUNIORBEES<\/a><\/td>\n+2.15%<\/span><\/td>\n<\/tr>\n
PSUBNKBEES<\/a><\/td>\n+0.93%<\/span><\/td>\n<\/tr>\n
CPSEETF<\/a><\/td>\n-1.09%<\/span><\/td>\n<\/tr>\n
GOLDBEES<\/a><\/td>\n-2.63%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nInfrastructure caught a bid. But for how long?\n<\/div>\n<\/div>\n

Yield Curve<\/h3>\n

\"yieldCurve.2016-04-29.2016-05-31\"<\/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-0.03<\/span><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
5 10<\/td>\n-0.01<\/span><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
10 15<\/td>\n-0.10<\/span><\/td>\n+1.38%<\/span><\/td>\n<\/tr>\n
15 20<\/td>\n-0.00<\/span><\/td>\n+0.71%<\/span><\/td>\n<\/tr>\n
20 30<\/td>\n-0.01<\/span><\/td>\n+0.79%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n
\nBonds put in a decent performance…\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
Low Beta<\/a><\/td>\n+6.53%<\/span><\/td>\n<\/tr>\n
Tactical CNX 100<\/a><\/td>\n+3.05%<\/span><\/td>\n<\/tr>\n
Enterprise Yield<\/a><\/td>\n+2.73%<\/span><\/td>\n<\/tr>\n
Low Volatility<\/a><\/td>\n+2.72%<\/span><\/td>\n<\/tr>\n
Acceleration<\/a><\/td>\n+2.44%<\/span><\/td>\n<\/tr>\n
HighIR Momentum<\/a><\/td>\n+1.61%<\/span><\/td>\n<\/tr>\n
Balance Sheet Strength<\/a><\/td>\n+1.09%<\/span><\/td>\n<\/tr>\n
Financial Strength Value<\/a><\/td>\n+0.43%<\/span><\/td>\n<\/tr>\n
Quality to Price<\/a><\/td>\n+0.21%<\/span><\/td>\n<\/tr>\n
Magic Formula<\/a><\/td>\n-0.23%<\/span><\/td>\n<\/tr>\n
High Beta<\/a><\/td>\n-1.50%<\/span><\/td>\n<\/tr>\n
High Sharpe<\/a><\/td>\n-3.46%<\/span><\/td>\n<\/tr>\n
Velocity<\/a><\/td>\n-4.45%<\/span><\/td>\n<\/tr>\n
Momentum<\/a><\/td>\n-4.60%<\/span><\/td>\n<\/tr>\n
High Alpha<\/a><\/td>\n-5.27%<\/span><\/td>\n<\/tr>\n<\/table>\n<\/div>\n
\nLow Beta\/Volatility outperformed momentum…\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
JM Core 11 Fund – Growth option<\/a><\/td>\n+9.70%<\/span><\/td>\n<\/tr>\n
Escorts Tax Plan-Growth<\/a><\/td>\n+6.85%<\/span><\/td>\n<\/tr>\n
DSP BlackRock 3 Years Close Ended Equity Fund – Regular Plan – Growth<\/a><\/td>\n+6.21%<\/span><\/td>\n<\/tr>\n
Sundaram Rural India Fund Growth<\/a><\/td>\n+5.91%<\/span><\/td>\n<\/tr>\n
Reliance Mid & Small Cap Fund -Growth Plan -Growth Option<\/a><\/td>\n+5.47%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Small & Midcap Fund – GROWTH<\/a><\/td>\n+5.42%<\/span><\/td>\n<\/tr>\n
HSBC Equity Fund – Growth<\/a><\/td>\n+5.39%<\/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
SBI PSU Fund – REGULAR PLAN -Growth<\/a><\/td>\n-0.49%<\/span><\/td>\n<\/tr>\n
Axis Triple Advantage Fund – Growth Option<\/a><\/td>\n-0.59%<\/span><\/td>\n<\/tr>\n
IDFC Infrastructure Fund-Regular Plan-Growth<\/a><\/td>\n-0.64%<\/span><\/td>\n<\/tr>\n
SBI Smal & Midcap – Regular Plan – Growth<\/a><\/td>\n-1.18%<\/span><\/td>\n<\/tr>\n
HSBC Progressive Themes Fund – Growth<\/a><\/td>\n-1.96%<\/span><\/td>\n<\/tr>\n
Baroda Pioneer PSU Equity Fund- Plan A – Growth Option<\/a><\/td>\n-2.24%<\/span><\/td>\n<\/tr>\n
Principal Global Opportunities Fund-Growth Option<\/a><\/td>\n-2.34%<\/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
SBI Dynamic Bond Fund – REGULAR PLAN – Growth (Previously Magnum NRI – LTP Upto 22\/11\/09)<\/a><\/td>\n+0.83%<\/span><\/td>\n<\/tr>\n
SBI Magnum Income Fund-REGULAR PLAN-Growth<\/a><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
ICICI Prudential Short Term Gilt Fund – Growth<\/a><\/td>\n+0.73%<\/span><\/td>\n<\/tr>\n
Indiabulls Income Fund – Regular Plan – Growth Option<\/a><\/td>\n+0.66%<\/span><\/td>\n<\/tr>\n
HDFC Gilt Fund-Short Term-Growth<\/a><\/td>\n+0.64%<\/span><\/td>\n<\/tr>\n
IDFC GSF-Provident Fund-Regular Plan-Growth<\/a><\/td>\n+0.64%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Treasury Optimizer Plan – Discipline Advantage Plan – Growth<\/a><\/td>\n+0.63%<\/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
Sundaram Bond Saver-Growth<\/a><\/td>\n+0.22%<\/span><\/td>\n<\/tr>\n
Canara Robeco Gilt PGS – Regular Plan – Growth<\/a><\/td>\n+0.19%<\/span><\/td>\n<\/tr>\n
L&T Gilt Fund-Growth<\/a><\/td>\n+0.19%<\/span><\/td>\n<\/tr>\n
Canara Robeco Dynamic Bond Fund – Regular Plan – Growth<\/a><\/td>\n+0.13%<\/span><\/td>\n<\/tr>\n
Birla Sun Life Income Plus – Growth – Regular Plan<\/a><\/td>\n+0.09%<\/span><\/td>\n<\/tr>\n
JM G-Sec Fund – Growth Option<\/a><\/td>\n+0.08%<\/span><\/td>\n<\/tr>\n
IDBI Gilt Fund Growth<\/a><\/td>\n-0.05%<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/div>\n<\/div>\n

Indian bonds are cheap…<\/h3>\n

\"ust-ind-10yr-spread.2016-04-29\"<\/p>\n

Institutional flows<\/h3>\n

\"fii-investments.2014-01-01.2016-05-31\"<\/p>\n

\"dii-investments.2014-01-01.2016-05-31\"<\/p>\n

Book of the Month<\/h3>\n

Everything is interpreted through the prism of our own experiences.<\/p>\n

\"The<\/p>\n

The Confidence Game: Why We Fall for It… Every Time by Maria Konnikova (Amazon<\/a>)<\/p>\n","protected":false},"excerpt":{"rendered":"

Equities Major DAX(DEU) +1.50% CAC(FRA) +0.92% UKX(GBR) -1.16% NKY(JPN) +1.74% SPX(USA) +2.15% MINTs JCI(IDN) +0.02% INMEX(MEX) -1.61% NGSEINDX(NGA) +7.83% XU030(TUR) -9.43% BRICS IBOV(BRA) -9.81% SHCOMP(CHN) -0.84% NIFTY(IND) +4.21% INDEXCF(RUS) -2.70% TOP40(ZAF) +2.50% Commodities Energy Ethanol +6.67% Heating Oil +7.38% Natural Gas +7.49% Brent Crude Oil +2.90% RBOB Gasoline +0.68% WTI Crude Oil +6.55% Metals Copper … <\/p>\n","protected":false},"author":2,"featured_media":2049121,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[9],"tags":[1881],"class_list":["post-2049111","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\/2049111","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=2049111"}],"version-history":[{"count":0,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/posts\/2049111\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media\/2049121"}],"wp:attachment":[{"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/media?parent=2049111"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/categories?post=2049111"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stockviz.biz\/index.php\/wp-json\/wp\/v2\/tags?post=2049111"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}