• 1 Year Returns: 6.89%
• 3 Year Returns: 7.78%
• 5 Year Returns: 6.76%

• Private Banks | 17.09%
• Others | 15.78%
• Specialized Finance | 10.39%
• Public Banks | 9.00%
• Telecom Services | 4.17%

• TATA MONEY MARKET FUND | 11.37%
• HDFC Bank Ltd | 8.53%
• ICICI Bank Ltd | 3.77%
• State Bank of India | 2.68%
• Bharti Airtel Ltd | 2.36%

• Equity | 67.02%
• Mutual Funds | 11.37%
• Corporate Debt | 11.09%
• Cash & Equivalents | 5.66%
• Certificate of Deposit | 4.29%

The alpha ratio for the Tata Arbitrage Fund(M-IDCW) is 0.47

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 Tata Arbitrage Fund(M-IDCW) is 0.76

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 Tata Arbitrage Fund(M-IDCW) is 3.50

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 Tata Arbitrage Fund(M-IDCW) is 0.49

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.