• 1 Year Returns: 7.59%
• 3 Year Returns: 7.12%
• 5 Year Returns: 4.78%

• Others | 15.49%
• Public Banks | 13.12%
• Private Banks | 10.25%
• Miscellaneous | 9.79%
• IT Services & Consulting | 7.96%

• LIC MF LIQUID FUND-DR PLN-GR | 18.05%
• Treps | 9.79%
• ICICI Bank Ltd | 8.26%
• Infosys Ltd | 7.15%
• Tata Power Company Ltd | 4.96%

• Equity | 66.80%
• Mutual Funds | 22.72%
• Corporate Debt | 7.32%
• Commercial Paper | 4.56%
• Cash & Equivalents | -1.41%

The alpha ratio for the LIC MF Arbitrage Fund(M-IDCW) is 0.63

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 0.92

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 3.51

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 0.50

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.