• 1 Year Returns: 6.37%
• 3 Year Returns: 7.52%
• 5 Year Returns: 6.50%

• Private Banks | 16.44%
• Others | 15.81%
• Public Banks | 15.69%
• Miscellaneous | 12.14%
• Oil & Gas - Refining & Marketing | 4.54%

• TREPS - Tri-party Repo | 12.14%
• HDFC Money Market Fund - Direct Plan - Growth Option | 8.71%
• HDFC Bank Ltd | 6.76%
• HDFC Liquid Fund - Direct Plan - Growth Option | 3.88%
• ICICI Bank Ltd | 3.64%

• Equity | 57.23%
• Mutual Funds | 17.45%
• Certificate of Deposit | 15.65%
• Cash & Equivalents | 9.32%
• Corporate Debt | 0.36%

The alpha ratio for the HDFC Arbitrage-WP is 0.15

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 0.81

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 2.80

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 0.37

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.