• 1 Year Returns: -4.72%
• 3 Year Returns: 9.99%
• 5 Year Returns: 13.57%

• Industrial Machinery | 9.95%
• Diversified Chemicals | 8.37%
• Others | 8.19%
• Iron & Steel | 6.59%
• Auto Parts | 6.41%

• Sudarshan Chemical Industries Ltd | 4.54%
• Usha Martin Ltd | 4.38%
• Kirloskar Pneumatic Company Ltd | 4.30%
• Tega Industries Ltd | 4.15%
• IDFC First Bank Ltd | 3.68%

• Equity | 91.77%
• Cash & Equivalents | 8.15%
• REITs & InvIT | 0.08%

The alpha ratio for the Tata Small Cap Fund(IDCW-Payout) is -0.76

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 Small Cap Fund(IDCW-Payout) is 17.61

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 Tata Small Cap Fund(IDCW-Payout) is -0.27

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 Small Cap Fund(IDCW-Payout) 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.