• 1 Year Returns: -3.80%
• 3 Year Returns: 19.41%
• 5 Year Returns: 12.67%

• Pharmaceuticals | 67.65%
• Labs & Life Sciences Services | 22.79%
• Diversified Chemicals | 4.80%
• Others | 1.89%
• Miscellaneous | 1.78%

• Sun Pharmaceutical Industries Ltd | 11.47%
• Apollo Hospitals Enterprise Ltd | 5.73%
• Torrent Pharmaceuticals Ltd | 5.68%
• Cipla Ltd | 5.56%
• Neuland Laboratories Ltd | 4.85%

• Equity | 98.46%
• Cash & Equivalents | 1.54%

The alpha ratio for the LIC MF Healthcare Fund-Reg(IDCW) is 6.02

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 Healthcare Fund-Reg(IDCW) is 14.61

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 Healthcare Fund-Reg(IDCW) is -0.47

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 Healthcare Fund-Reg(IDCW) 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.