• IT Services & Consulting | 9.69%
• Private Banks | 9.34%
• Pharmaceuticals | 6.35%
• Others | 5.80%
• Industrial Machinery | 5.63%

• Net Receivables / (Payables) | 3.73%
• HDFC Bank Ltd | 3.68%
• ICICI Bank Ltd | 2.89%
• Interglobe Aviation Ltd | 2.49%
• Reliance Industries Ltd | 2.47%

• Equity | 96.27%
• Cash & Equivalents | 3.73%

The alpha ratio for the ITI Large & Mid Cap Fund is 8.05

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 ITI Large & Mid Cap Fund is 19.06

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 ITI Large & Mid Cap Fund is -0.13

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 ITI Large & Mid Cap Fund is -0.01

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.