• 1 Year Returns: -7.03%
• 3 Year Returns: 16.05%
• 5 Year Returns: 14.35%

• Private Banks | 11.34%
• IT Services & Consulting | 9.95%
• Electrical Components & Equipments | 7.83%
• Construction & Engineering | 5.73%
• Pharmaceuticals | 4.05%

• HDFC Bank Ltd | 5.03%
• ICICI Bank Ltd | 4.33%
• Infosys Ltd | 3.13%
• Bharti Airtel Ltd | 3.06%
• Reliance Industries Ltd | 3.03%

• Equity | 98.05%
• Cash & Equivalents | 1.93%
• Pref Shares | 0.01%

The alpha ratio for the HSBC Flexi Cap Fund(IDCW-Payout) is 8.11

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 HSBC Flexi Cap Fund(IDCW-Payout) is 16.18

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 HSBC Flexi Cap Fund(IDCW-Payout) is 0.13

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 HSBC Flexi Cap Fund(IDCW-Payout) is 0.01

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.