• 1 Year Returns: 4.96%
• 3 Year Returns: 20.71%
• 5 Year Returns: 22.68%

• Private Banks | 18.39%
• Pharmaceuticals | 10.18%
• IT Services & Consulting | 8.11%
• Oil & Gas - Refining & Marketing | 7.99%
• Miscellaneous | 6.28%

• Reliance Industries Ltd | 7.25%
• ICICI Bank Ltd | 6.81%
• HDFC Bank Ltd. - 16 Dec 2019 (Duration - 91 Days) | 6.66%
• TREPS | 6.28%
• Infosys Ltd | 4.53%

• Equity | 91.36%
• Cash & Equivalents | 6.96%
• Treasury Bills | 1.15%
• Certificate of Deposit | 0.46%
• Rights | 0.07%

The alpha ratio for the ICICI Pru Value Fund(IDCW-Payout) is 5.41

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 11.38

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 0.46

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 0.05

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.