• 1 Year Returns: -6.05%
• 3 Year Returns: 18.26%
• 5 Year Returns: 21.31%

• Auto Parts | 9.97%
• Private Banks | 7.60%
• Labs & Life Sciences Services | 6.47%
• Diversified Chemicals | 6.21%
• Industrial Machinery | 5.97%

• City Union Bank Ltd | 3.00%
• Karur Vysya Bank Ltd | 2.53%
• UNO Minda Ltd | 2.50%
• Krishna Institute of Medical Sciences Ltd | 2.39%
• Gabriel India Ltd | 2.37%

• Equity | 98.20%
• Cash & Equivalents | 1.80%

The alpha ratio for the Edelweiss Small Cap Fund-Reg(IDCW) is 16.72

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 Small Cap Fund-Reg(IDCW) is 16.45

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 Small Cap Fund-Reg(IDCW) is -0.58

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 Small Cap Fund-Reg(IDCW) is -0.06

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.