The current NAV of Motilal Oswal Balanced Advantage Fund(A-IDCW) is ₹15.46, as of 14th November 2025.

The Motilal Oswal Balanced Advantage Fund(A-IDCW) was launched on 27th September 2016. This mutual fund's past returns are as follows:

• 1 Year Returns: -7.99%
• 3 Year Returns: 4.46%
• 5 Year Returns: 2.93%

The top sectors Motilal Oswal Balanced Advantage Fund(A-IDCW) has invested in are as follows:

• Others | 31.39%
• IT Services & Consulting | 13.17%
• Precious Metals, Jewellery & Watches | 10.50%
• Plastic Products | 9.52%
• Retail - Online | 9.15%

This data is as on 14th November 2025.

The top 5 holdings for Motilal Oswal Balanced Advantage Fund(A-IDCW) are as follows:

• Collateralized Borrowing & Lending Obligation | 26.05%
• Shaily Engineering Plastics Ltd | 9.52%
• Kalyan Jewellers India Ltd | 9.34%
• Eternal Ltd | 9.15%
• Ellenbarrie Industrial Gases Ltd | 8.54%

This data is as on 14th November 2025.

The asset allocation for Motilal Oswal Balanced Advantage Fund(A-IDCW) is as follows:

• Equity | 72.02%
• Cash & Equivalents | 27.98%

This data is as on 14th November 2025.

The AUM (i.e. assets under management) of Motilal Oswal Balanced Advantage Fund(A-IDCW) is ₹955.26 Cr as of 14th November 2025.

The expense ratio of Motilal Oswal Balanced Advantage Fund(A-IDCW) Plan is 0.99 as of 14th November 2025.

The volatility or standard deviation for the Motilal Oswal Balanced Advantage Fund(A-IDCW) is 14.06

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 Motilal Oswal Balanced Advantage Fund(A-IDCW) is -0.40

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 Motilal Oswal Balanced Advantage Fund(A-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.

The PE ratio of Motilal Oswal Balanced Advantage Fund(A-IDCW) is 84.60, while category PE ratio is 31.76.