• 1 Year Returns: -3.39%
• 3 Year Returns: 17.26%
• 5 Year Returns: 21.68%

• IT Services & Consulting | 16.17%
• Pharmaceuticals | 11.80%
• Others | 11.56%
• FMCG - Household Products | 7.19%
• Auto Parts | 6.56%

• CASH / NET CURRENT ASSET | 9.12%
• Tata Consultancy Services Ltd | 5.59%
• Hindustan Unilever Ltd | 3.87%
• HCL Technologies Ltd | 3.47%
• Bharat Petroleum Corporation Ltd | 3.22%

• Equity | 90.88%
• Cash & Equivalents | 9.12%

The alpha ratio for the Tata Ethical Fund(IDCW-Payout) is 1.42

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 Ethical Fund(IDCW-Payout) is 13.40

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 Ethical Fund(IDCW-Payout) is -0.50

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 Ethical Fund(IDCW-Payout) is -0.05

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.