• 1 Year Returns: -0.90%
• 3 Year Returns: 9.59%
• 5 Year Returns: 8.00%

• Private Banks | 20.41%
• IT Services & Consulting | 10.24%
• Specialized Finance | 7.14%
• Pharmaceuticals | 7.08%
• Auto Parts | 5.19%

• HDFC Bank Ltd | 5.71%
• Axis Bank Ltd | 4.95%
• State Bank of India | 4.77%
• ICICI Bank Ltd | 4.58%
• Infosys Ltd | 3.38%

• Equity | 97.77%
• Cash & Equivalents | 1.96%
• Rights | 0.17%
• Futures & Options | 0.10%

The alpha ratio for the DSP Large & Mid Cap Fund(IDCW-Reinv) is -31.78

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 DSP Large & Mid Cap Fund(IDCW-Reinv) is 11.87

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 DSP Large & Mid Cap Fund(IDCW-Reinv) is 1.25

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 DSP Large & Mid Cap Fund(IDCW-Reinv) is 0.14

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.