• 1 Year Returns: 5.58%
• 3 Year Returns: 6.87%
• 5 Year Returns: 6.32%

• Miscellaneous | 25.02%
• Private Banks | 21.91%
• Metals - Diversified | 9.47%
• Public Banks | 9.43%
• Telecom Services | 6.87%

• Treps | 25.02%
• LIC MF MONEY MARKET FUND-DIRECT PLAN-GR | 15.04%
• LIC MF ULTRA SHRT DUR FD -DIRECT PLAN | 13.98%
• HDFC Bank Limited | 10.25%
• Hindalco Industries Ltd | 9.47%

• Equity | 85.96%
• Mutual Funds | 29.02%
• Cash & Equivalents | -14.98%

The alpha ratio for the LIC MF Arbitrage Fund(M-IDCW) is 0.10

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 LIC MF Arbitrage Fund(M-IDCW) is 1.04

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 LIC MF Arbitrage Fund(M-IDCW) is 1.97

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 LIC MF Arbitrage Fund(M-IDCW) is 0.28

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.