• Others | 10.14%
• Electrical Components & Equipments | 8.45%
• Pharmaceuticals | 8.28%
• Commodities Trading | 6.11%
• IT Services & Consulting | 5.75%

• Net Receivable/Payable | 4.03%
• Radico Khaitan Limited | 3.86%
• ICICI Bank Limited | 3.56%
• Billionbrains Garage Ventures Ltd | 2.85%
• Multi Commodity Exchange of India Limited | 2.72%

• Equity | 95.64%
• Cash & Equivalents | 4.36%

The alpha ratio for the The Wealth Company Large & Mid Cap Fund(IDCW) is -0.84

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 The Wealth Company Large & Mid Cap Fund(IDCW) is 10.29

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 The Wealth Company Large & Mid Cap Fund(IDCW) is -0.10

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 The Wealth Company Large & Mid Cap Fund(IDCW) is -0.01

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.