• 1 Year Returns: -5.59%
• 3 Year Returns: 10.09%
• 5 Year Returns: 11.82%

• Private Banks | 24.39%
• Pharmaceuticals | 9.52%
• IT Services & Consulting | 9.37%
• Insurance | 7.44%
• Four Wheelers | 6.54%

• ICICI Bank Ltd | 9.67%
• HDFC Bank Ltd | 9.57%
• Infosys Ltd | 5.29%
• Reliance Industries Ltd | 5.16%
• Sun Pharmaceutical Industries Ltd | 4.79%

• Equity | 96.09%
• Cash & Equivalents | 2.93%
• Treasury Bills | 0.73%
• Certificate of Deposit | 0.25%

The alpha ratio for the ICICI Pru Value Fund(IDCW-Payout) is -0.66

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 11.36

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 -0.49

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.