• 1 Year Returns: 3.17%
• 3 Year Returns: 9.27%
• 5 Year Returns: 6.16%

• Private Banks | 21.01%
• IT Services & Consulting | 6.91%
• Pharmaceuticals | 6.00%
• Construction & Engineering | 5.42%
• Power Generation | 4.64%

• ICICI Bank Ltd | 6.80%
• HDFC Bank Ltd | 5.44%
• Axis Bank Ltd | 4.30%
• State Bank of India | 3.59%
• Bharti Airtel Ltd | 3.17%

• Equity | 99.50%
• Cash & Equivalents | 0.50%

The alpha ratio for the HDFC Value Fund-Reg(IDCW) is 2.18

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 Value Fund-Reg(IDCW) is 13.86

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 Value Fund-Reg(IDCW) is 0.05

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 Value Fund-Reg(IDCW) is 0.00

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.