• 1 Year Returns: -0.43%
• 3 Year Returns: -0.12%
• 5 Year Returns: -0.02%

• Public Banks | 32.94%
• Consumer Finance | 20.72%
• Power Generation | 11.23%
• Private Banks | 9.22%
• G-Sec | 8.00%

• Treps | 5.06%
• 8.09% NLC India Ltd. ** | 3.89%
• 8.14% Nuclear Power Corporation ** | 3.80%
• 8.37% National Highways Authority of India ** | 3.37%
• 7.83% Small Industries Development Bk of India | 3.34%

• Corporate Debt | 60.55%
• Certificate of Deposit | 25.86%
• Treasury Bills | 5.28%
• Cash & Equivalents | 5.24%
• Government Securities | 2.72%

The alpha ratio for the LIC MF Banking & PSU Debt Fund(W-IDCW) is 0.40

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 Banking & PSU Debt Fund(W-IDCW) is 1.24

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 Banking & PSU Debt Fund(W-IDCW) is -0.17

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 Banking & PSU Debt Fund(W-IDCW) is -0.02

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.