• 1 Year Returns: -8.47%
• 3 Year Returns: 10.75%
• 5 Year Returns: 13.89%

• Private Banks | 14.12%
• Public Banks | 9.70%
• Construction & Engineering | 8.34%
• IT Services & Consulting | 6.15%
• Oil & Gas - Refining & Marketing | 5.33%

• HDFC Bank Ltd | 4.20%
• Multi Commodity Exchange of India Ltd | 3.85%
• State Bank of India | 3.48%
• Hero MotoCorp Ltd | 3.18%
• ICICI Bank Ltd | 2.89%

• Equity | 98.20%
• Cash & Equivalents | 1.80%

The alpha ratio for the HSBC Value Fund-Reg(IDCW-Payout) is 11.28

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 Value Fund-Reg(IDCW-Payout) is 15.06

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 Value Fund-Reg(IDCW-Payout) is -0.16

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 Value Fund-Reg(IDCW-Payout) is -0.02

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.