• 1 Year Returns: -4.22%
• 3 Year Returns: 16.86%
• 5 Year Returns: 27.19%

• Construction & Engineering | 13.80%
• Miscellaneous | 11.01%
• Diversified Chemicals | 10.43%
• Auto Parts | 10.24%
• Pharmaceuticals | 7.46%

• TREPS | 11.01%
• Larsen and Toubro Ltd | 3.21%
• UltraTech Cement Ltd | 3.15%
• Atul Ltd | 2.61%
• Gujarat Pipavav Port Ltd | 2.57%

• Equity | 87.34%
• Cash & Equivalents | 11.43%
• Treasury Bills | 1.22%

The alpha ratio for the ICICI Pru Smallcap Fund(IDCW-Payout) is 4.53

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 ICICI Pru Smallcap Fund(IDCW-Payout) is 15.17

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 ICICI Pru Smallcap Fund(IDCW-Payout) is -0.18

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 ICICI Pru Smallcap Fund(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.