• 1 Year Returns: 13.24%
• 3 Year Returns: 17.30%
• 5 Year Returns: 11.99%

• Iron & Steel | 20.34%
• Power Generation | 11.94%
• Construction & Engineering | 9.38%
• Textiles | 8.65%
• Oil & Gas - Exploration & Production | 7.68%

• Tata Steel Ltd | 6.84%
• JSW Steel Limited | 5.36%
• Sudeep Pharma Ltd | 5.11%
• Oil and Natural Gas Corporation Ltd | 4.64%
• CESC Ltd | 4.43%

• Equity | 97.82%
• Cash & Equivalents | 1.94%
• Treasury Bills | 0.25%

The alpha ratio for the SBI Comma Fund-Reg(IDCW Payout) is -0.02

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 SBI Comma Fund-Reg(IDCW Payout) is 14.31

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 SBI Comma Fund-Reg(IDCW Payout) is 0.59

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 SBI Comma Fund-Reg(IDCW Payout) 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.