• 1 Year Returns: -12.82%
• 3 Year Returns: 3.68%
• 5 Year Returns: 5.19%

• IT Services & Consulting | 26.37%
• Pharmaceuticals | 11.95%
• Auto Parts | 8.67%
• Others | 7.73%
• Diversified Chemicals | 5.90%

• Infosys Limited | 6.79%
• CASH / NET CURRENT ASSET | 5.35%
• Tata Consultancy Services Ltd | 5.26%
• Tech Mahindra Limited | 3.73%
• Dr. Reddy's Laboratories Limited | 3.37%

• Equity | 93.46%
• Cash & Equivalents | 5.35%
• Mutual Funds | 1.19%

The alpha ratio for the Tata Ethical Fund(IDCW-Payout) is -0.31

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 13.01

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 -1.00

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 -0.10

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.