• 1 Year Returns: 6.93%
• 3 Year Returns: 7.64%
• 5 Year Returns: 6.42%

• Others | 18.57%
• Private Banks | 16.27%
• Oil & Gas - Refining & Marketing | 4.67%
• Four Wheelers | 4.65%
• Specialized Finance | 4.59%

• HDFC Money Market Fund - Direct Plan - Growth Option | 10.10%
• ICICI Bank Ltd | 5.74%
• HDFC Bank Ltd | 5.51%
• HDFC Liquid Fund - Direct Plan - Growth Option | 4.86%
• TREPS - Tri-party Repo | 4.41%

• Equity | 78.21%
• Mutual Funds | 18.88%
• Cash & Equivalents | 2.29%
• Certificate of Deposit | 0.62%

The alpha ratio for the HDFC Arbitrage-WP is 0.14

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 HDFC Arbitrage-WP is 0.83

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 HDFC Arbitrage-WP is 3.13

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 HDFC Arbitrage-WP is 0.42

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.