The current NAV of Motilal Oswal Balanced Advantage Fund(Q-IDCW) is ₹12.87, as of 12th June 2025.

The Motilal Oswal Balanced Advantage Fund(Q-IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: -9.58%
• 3 Year Returns: 5.32%
• 5 Year Returns: 3.27%

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

• Others | 23.37%
• IT Services & Consulting | 14.51%
• Specialized Finance | 12.10%
• Plastic Products | 10.92%
• Home Electronics & Appliances | 7.64%

This data is as on 12th June 2025.

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

• Net Receivables / (Payables) | 23.69%
• Coforge Ltd | 11.54%
• Shaily Engineering Plastics Ltd | 10.92%
• PG Electroplast Ltd | 7.64%
• Bharti Airtel Ltd | 7.04%

This data is as on 12th June 2025.

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

• Equity | 78.53%
• Cash & Equivalents | 23.69%
• Corporate Debt | 7.55%
• Government Securities | 4.61%
• Futures & Options | -14.39%

This data is as on 12th June 2025.

The AUM (i.e. assets under management) of Motilal Oswal Balanced Advantage Fund(Q-IDCW) is ₹904.03 Cr as of 12th June 2025.

The expense ratio of Motilal Oswal Balanced Advantage Fund(Q-IDCW) Plan is 0.97 as of 12th June 2025.

The volatility or standard deviation for the Motilal Oswal Balanced Advantage Fund(Q-IDCW) is 13.42

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(Q-IDCW) is -0.65

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(Q-IDCW) is -0.06

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(Q-IDCW) is 62.47, while category PE ratio is 40.60.