• 1 Year Returns: 24.34%
• 3 Year Returns: 24.12%
• 5 Year Returns: 6.48%

• Others | 96.94%
• Investment Banking & Brokerage | 3.06%

• JPM GREATER CHINA-I-I2 USD | 52.42%
• JPM GREATER CHINA-I AC | 44.66%
• Clearing Corporation of India Ltd. | 3.06%
• Accrued Interest | 0.00%
• Net Receivables/(Payables) | -0.14%

• Mutual Funds | 97.08%
• Cash & Equivalents | 2.92%

The alpha ratio for the Edelweiss Greater China Equity Off-shore Fund is 11.87

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 Edelweiss Greater China Equity Off-shore Fund is 23.23

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 Edelweiss Greater China Equity Off-shore Fund is 0.95

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 Edelweiss Greater China Equity Off-shore Fund is 0.10

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.