• 1 Year Returns: -15.11%
• 3 Year Returns: 3.82%
• 5 Year Returns: 3.66%

• Private Banks | 13.42%
• Pharmaceuticals | 6.92%
• Retail - Online | 6.11%
• Others | 5.00%
• IT Services & Consulting | 4.53%

• ICICI Bank Limited | 4.72%
• State Bank of India | 4.22%
• Triparty Repo | 3.99%
• Eternal Limited | 3.89%
• Axis Bank Limited | 2.98%

• Equity | 95.64%
• Cash & Equivalents | 4.36%

The alpha ratio for the Nippon India Vision Large & Mid Cap Fund(IDCW) is 0.43

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 Vision Large & Mid Cap Fund(IDCW) is 14.75

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 Vision Large & Mid Cap Fund(IDCW) is -0.83

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 Vision Large & Mid Cap Fund(IDCW) is -0.08

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.