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Calculators / Strategy & Portfolio Lab / Mutual Fund & ETF Analyzer
Advanced Analytics

Mutual Fund & ETF Analyzer

Analyse an imported NAV series for CAGR, volatility, drawdown and risk-adjusted return with transparent assumptions.

Methodology visibleStress-tested inputsNo buy/sell recommendation

NAV-series analyzer

Paste an official NAV history as YYYY-MM-DD,NAV, oldest first. The tool does not fetch third-party return tables.

How to use this Mutual Fund & ETF Analyzer

The analyzer converts a dated NAV series into a compact risk-return diagnostic. It is intentionally data-input driven: if a refreshed official series is not bundled, the user must import the observations instead of receiving an apparently current result from stale data. AMFI provides official NAV and fund-information resources that can support a governed production dataset.

1. Enter factsReplace sample values with your portfolio, goal or market data.
2. Check assumptionsReturn, inflation, tax, cost and stress inputs remain visible.
3. Read the stress caseDo not rely on the base result alone when downside scenarios are available.

Calculation logic

CAGR uses first NAV, last NAV and the exact date span. Periodic returns are calculated between consecutive positive NAV observations. Annualised volatility scales the sample standard deviation by the square root of the entered observations-per-year. Sharpe and Sortino now use periodic excess returns against a converted periodic risk-free assumption rather than subtracting the annual risk-free rate directly from CAGR and dividing by volatility. Maximum drawdown is measured from each running NAV peak.

Worked interpretation

Two funds can show the same five-year CAGR but very different drawdowns and periodic volatility. The analyzer helps expose that difference. For a production comparison, use a complete series with a recorded effective date and consistent frequency rather than a hand-picked set of NAV points.

What this result does not prove

Frequency matters. Daily, monthly and irregular observations cannot be mixed casually, and missing observations can distort volatility and downside metrics. Sharpe and Sortino are descriptive statistics, not forecasts. Comparing schemes also requires appropriate benchmark/category context, current TER, exit load and portfolio information; this page does not generate a 'best fund' recommendation.

Integrity rule: a calculation can be mathematically correct and still be decision-inappropriate if the inputs, source date or model assumptions are wrong. Finin2min therefore keeps model assumptions visible and avoids converting the result into a security recommendation.

Methodology, data and limitations

This Finin2min tool separates calculation from recommendation. Inputs, return assumptions and stress parameters remain visible and editable. Results are educational scenarios, not forecasts or suitability advice.

Data integrity: do not silently ship stale market/fund data. When the page uses imported official data, retain source authority, effective date, retrieval timestamp, parser version and SHA-256 in the investment data manifest.
Regulatory currentness: the 20 March 2026 SEBI Master Circular states that it consolidates relevant mutual-fund circulars only through 20 March 2026. The source panel therefore also links the Mutual Funds Regulations, 2026 as last amended on 7 July 2026 and the SEBI circulars index for post-Master-Circular developments.

Primary / official references

Questions & answers

What does the Mutual Fund & ETF Analyzer calculate?

The analyzer converts a dated NAV series into a compact risk-return diagnostic. It is intentionally data-input driven: if a refreshed official series is not bundled, the user must import the observations instead of receiving an apparently current result from stale data. AMFI provides official NAV and fund-information resources that can support a governed production dataset.

What assumptions drive the result?

CAGR uses first NAV, last NAV and the exact date span. Periodic returns are calculated between consecutive positive NAV observations. Annualised volatility scales the sample standard deviation by the square root of the entered observations-per-year. Sharpe and Sortino now use periodic excess returns against a converted periodic risk-free assumption rather than subtracting the annual risk-free rate directly from CAGR and dividing by volatility. Maximum drawdown is measured from each running NAV peak.

Can I treat the result as a forecast or recommendation?

No. The output is an educational scenario generated from the values entered. It does not predict market returns, recommend a security or establish suitability for an individual investor.

How should I handle market or mutual-fund data?

Use a current, complete dataset with a recorded effective date. Where the page requires imported scheme, NAV, TER, portfolio or industry data, Finin2min should publish or retain the source authority, retrieval date, parser version and file hash.

What are the main limitations?

Frequency matters. Daily, monthly and irregular observations cannot be mixed casually, and missing observations can distort volatility and downside metrics. Sharpe and Sortino are descriptive statistics, not forecasts. Comparing schemes also requires appropriate benchmark/category context, current TER, exit load and portfolio information; this page does not generate a 'best fund' recommendation.

Financial information disclaimer: Investments involve risk. Calculations may omit taxes, costs, liquidity constraints, tracking difference, execution risk or individual circumstances unless explicitly entered. Verify current official documents before acting.

Guides that use this calculator

Background, worked examples and the rules behind these numbers.

Regulatory disclosure — SEBI

Finin2min is not registered with the Securities and Exchange Board of India (SEBI) as an Investment Adviser or as a Research Analyst. This tool performs an arithmetic calculation on the figures you enter and is published for general information and educational purposes only. It is not investment advice, it is not personalised to your financial circumstances, objectives or risk tolerance, and it is not a recommendation to buy, sell or hold any security, scheme or product. Projected values are illustrative and follow directly from the assumptions you supply; actual returns will differ, and past performance does not indicate future results. Consider consulting a SEBI-registered Investment Adviser before acting on any investment decision.