• 1 Year Returns: 1.93%
• 3 Year Returns: 11.29%
• 5 Year Returns: 10.11%

• Private Banks | 16.98%
• Pharmaceuticals | 6.63%
• Construction & Engineering | 6.08%
• Specialized Finance | 6.06%
• IT Services & Consulting | 5.79%

• ICICI Bank Limited | 7.23%
• HDFC Bank Limited | 5.83%
• Reliance Industries Ltd | 4.08%
• State Bank of India | 3.71%
• Larsen and Toubro Ltd | 3.45%

• Equity | 97.42%
• Cash & Equivalents | 2.57%
• Pref Shares | 0.02%

The alpha ratio for the Canara Rob ELSS-Tax Saver Fund is 1.69

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Canara Rob ELSS-Tax Saver Fund is 13.58

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Canara Rob ELSS-Tax Saver Fund is -0.15

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Canara Rob ELSS-Tax Saver Fund is -0.02

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.