• 1 Year Returns: 4.18%
• 3 Year Returns: 8.12%
• 5 Year Returns: 7.32%

• Private Banks | 21.05%
• IT Services & Consulting | 12.28%
• Pharmaceuticals | 11.33%
• Oil & Gas - Refining & Marketing | 7.13%
• Insurance | 6.88%

• ICICI Bank Ltd | 8.59%
• HDFC Bank Ltd. - 16 Dec 2019 (Duration - 91 Days) | 7.53%
• Reliance Industries Ltd | 6.16%
• Infosys Ltd | 6.10%
• ITC Ltd | 5.19%

• Equity | 95.91%
• Cash & Equivalents | 2.37%
• Certificate of Deposit | 0.82%
• Treasury Bills | 0.60%
• Commercial Paper | 0.29%

The alpha ratio for the ICICI Pru Value Fund(IDCW-Payout) is -25.06

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 Value Fund(IDCW-Payout) is 10.04

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 Value Fund(IDCW-Payout) is 1.27

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 Value Fund(IDCW-Payout) is 0.15

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.