• Public Banks | 13.32%
• Private Banks | 10.40%
• G-Sec | 10.24%
• Investment Banking & Brokerage | 6.69%
• Miscellaneous | 5.98%

• TREPS | 5.98%
• HDFC Bank Ltd | 5.57%
• TVS Motor Company Ltd | 5.38%
• NTPC Ltd | 3.78%
• 8.80% 360 One Prime Ltd ** | 3.71%

• Equity | 70.05%
• Certificate of Deposit | 10.51%
• Government Securities | 8.76%
• Cash & Equivalents | 5.32%
• Corporate Debt | 3.71%

The alpha ratio for the iSIF Hybrid Long-Short Fund is 12.08

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 iSIF Hybrid Long-Short Fund is 16.67

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 iSIF Hybrid Long-Short Fund is -0.34

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 iSIF Hybrid Long-Short Fund is -0.04

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.