• 1 Year Returns: -1.07%

• IT Services & Consulting | 14.93%
• Private Banks | 14.38%
• Specialized Finance | 12.06%
• Two Wheelers | 10.32%
• Mining - Diversified | 8.18%

• Shriram Finance Ltd | 5.68%
• Coal India Ltd | 5.59%
• Hero MotoCorp Ltd | 5.26%
• AU Small Finance Bank Ltd | 5.22%
• Tech Mahindra Ltd | 5.08%

• Equity | 98.14%
• Cash & Equivalents | 1.86%

The alpha ratio for the SBI Quant Fund-Reg(IDCW) is -0.74

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 Quant Fund-Reg(IDCW) is 14.61

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 Quant Fund-Reg(IDCW) is -0.34

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 Quant Fund-Reg(IDCW) is -0.03

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.