• Miscellaneous | 24.47%
• G-Sec | 8.37%
• Industrial Machinery | 7.06%
• Private Banks | 6.66%
• Specialized Finance | 6.33%

• TREPS | 24.47%
• 91 DAY T-BILL 27.11.26 | 4.65%
• Elgi Equipments Ltd | 4.46%
• Navin Fluorine International Ltd | 3.87%
• Kotak Mahindra Bank Ltd | 3.37%

• Equity | 70.45%
• Cash & Equivalents | 21.18%
• Treasury Bills | 7.74%
• Government Securities | 0.63%

The alpha ratio for the Magnum Equity Ex-Top 100 Long-Short Fund(IDCW) is 9.87

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 Magnum Equity Ex-Top 100 Long-Short Fund(IDCW) is 12.50

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 Magnum Equity Ex-Top 100 Long-Short Fund(IDCW) is -2.60

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 Magnum Equity Ex-Top 100 Long-Short Fund(IDCW) is -0.23

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.