• 1 Year Returns: 1.30%
• 3 Year Returns: 9.83%
• 5 Year Returns: 15.08%

• Private Banks | 24.12%
• IT Services & Consulting | 9.81%
• Pharmaceuticals | 8.08%
• Construction & Engineering | 5.83%
• Telecom Services | 4.72%

• ICICI Bank Ltd | 8.02%
• HDFC Bank Ltd | 7.71%
• Bharti Airtel Ltd | 4.72%
• Axis Bank Ltd | 4.25%
• Infosys Ltd | 3.79%

• Equity | 99.34%
• Cash & Equivalents | 0.66%
• REITs & InvIT | 0.00%

The alpha ratio for the HDFC Value Fund-Reg(IDCW Reinv) is 1.11

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 Reinv) is 15.98

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 Reinv) is 0.41

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 Reinv) is 0.04

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.