• 1 Year Returns: -0.06%
• 3 Year Returns: 0.02%
• 5 Year Returns: 0.00%

• Miscellaneous | 100.55%
• Others | -0.55%

• Triparty Repo | 100.55%
• Cash Margin - CCIL | 0.55%
• Net Current Assets | -1.09%

• Cash & Equivalents | 100.00%

The alpha ratio for the Nippon India Inv-Mthly-II(IDCW) is -0.32

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 Nippon India Inv-Mthly-II(IDCW) is 0.22

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 Nippon India Inv-Mthly-II(IDCW) is 7.35

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 Nippon India Inv-Mthly-II(IDCW) is 0.93

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.