MAM
Kyoorius has launched its awards
MUMBAI: Kyoorius, a publication on design and communication community across India since 2006 has announced the launch of the ‘Kyoorius Awards.‘
The awards are in partnership with design and advertising community D&AD and the International Advertising Association (India Chapter). It will be held at the 9th annual Kyoorius Designyatra in Goa on 29 august this year.
The company has two awards to recognise and reward excellence for professionals and students as well. For professional awards, company has nine categories like packaging, digital, retail, print, books, craft and etc.
The reason behind student awards is to provide a chance to showcase their talent and capabilities. The D&AD also organise Yellow Pencil, which is recognised globally as one of the prestigious creative awards.
Kyoorius founder and CEO Rajesh Kejriwal said, “At Kyoorius we are working everyday to ensure that talent is nurtured and fresh ideas see the light of day. Kyoorius Awards aim to recognise and honour outstanding creative work in India. We are thankful to our esteemed partners D&AD and IAA (India Chapter) for coming on board to support this initiative.”
“D&AD will set the basic criteria for the jury panel; and Kyoorius Award is nothing to do with the yellow pencil award as it is a global award. We don‘t have any sponsors on board. Currently we have limited categories but in the next two years we will be adding a few new categories and awards that are more relevant to Asia. The entry fees for professionals will be Rs 4,000 and Rs 500 for the students‘ awards.
D&AD CEO Tim Lindsay said, “India is an important market for us. That‘s why we have selected India for the awards and we also want to spread awareness about D&AD in India. We look forward for a bright future here. And joining hands with Kyoorius works in tandem with the objectives of D&AD, which aims to inform, educate and inspire those who work in and around the creative industries. Together, we aim to support and nurture creative professionals throughout their careers and across the world.”
The call for entries commences on 10 May and entries will be closed on 18 June.
Risk and return maintain inverse proportionality within mutual funds – higher potential rewards accompany elevated volatility, while stability demands lower expectations. SEBI’s Riskometer (1-5 scale) standardizes visualization, but quantitative metrics reveal nuanced relationships across categories and market cycles.
Fundamental Risk-Return Relationship
Equity funds (Riskometer 4-5) deliver historical 12-16% CAGR alongside 18-25% standard deviation—large-cap 15% volatility, small-cap 30%+. Debt funds (1-2) yield 6-8% with 2-6% volatility. Hybrids (3) average 9-12% returns, 10-14% volatility.
Sharpe ratio measures return per risk unit – equity 0.7-0.9, debt 0.5-0.7 over complete cycles. Higher risk categories compensate through return premium capturing economic growth.
Volatility Metrics Explained
Standard Deviation: Annual NAV return dispersion—equity 18-22%, debt 4-6%.
Maximum Drawdown: Peak-to-trough losses – equity 50%+ (2008), debt 8-12%.
Beta: Market sensitivity – equity 0.9-1.1, debt 0.1-0.3.
Sortino Ratio focuses downside volatility—equity 1.0-1.3 favoring recoveries.
Value at Risk (VaR) estimates 95% confidence, worst 1-month loss: equity 10-15%, debt 1-2%.
Category Risk-Return Profiles
Large-cap equity: 12-14% CAGR, 15% volatility, Sharpe 0.8.
Mid/small-cap: 15-18%, 22-30% volatility, Sharpe 0.7.
Corporate bond debt: 7-8%, 4% volatility, Sharpe 0.6.
Liquid funds: 6.5%, <1% volatility—capital preservation.
Credit risk debt: 8.5%, 6% volatility—yield pickup.
Hybrids: 10-12%, 12% volatility—balanced exposure.
Review types of mutual funds specifications confirming mandated asset allocations driving profiles.
Historical Risk-Return Tradeoffs (2000-2025)
Complete cycles: Equity 14% CAGR/18% volatility; 60/40 equity/debt 11%/11% volatility; debt 7.5%/5% volatility. Bull phases (2013-2021): equity 18%, debt 8%. Bear markets (2008, 2020): equity -50%/+80% swings, debt -10%/+10%.
Inflation-adjusted: Equity 8% real CAGR; debt 1.5% real—growth funding requires equity allocation.
Risk Capacity Assessment Framework
Short-term goals (1-3 years): Riskometer 1-2 (liquid/debt), 2-4% real returns. Medium-term (5-7 years): Level 3 (hybrid), 4-6% real. Long-term (10+ years): Level 4-5 (equity), 6-9% real.
Personal factors: Age (younger = higher risk), income stability, emergency fund coverage, other assets. Drawdown tolerance—20% comfortable vs 40% discomfort signals capacity limits.
Portfolio Construction Principles
Diversification: 60/40 equity/debt reduces volatility 40% versus equity-only while capturing 80% returns.
Correlation: Equity/debt 0.3 average enables smoothing.
Rebalancing: Annual drift correction sells outperformers (equity +25%), buys underperformers (debt -5%).
Style balance: Large-cap stability offsets mid-cap growth volatility.
Quantitative Risk Management Tools
Sharpe Ratio: >1.0 indicates efficient risk-taking.
Information Ratio: Alpha per tracking error.
Downside Deviation: Focuses losses only.
Stress Testing: 2008 scenario simulations reveal portfolio behavior extremes.
Conclusion
Higher mutual fund risk levels correlate with elevated return potential – equity 12-16% amid 18-25% volatility versus debt 6-8%/4-6%. Risk capacity matching, category diversification, rebalancing discipline, and quantitative metric interpretation align portfolios with personal tolerance across economic cycles.
Disclaimer: Investments in the securities market are subject to market risk, read all related documents carefully before investing.
