• G-Sec | 11.56%
• Private Banks | 11.17%
• Four Wheelers | 4.77%
• Pharmaceuticals | 4.49%
• Insurance | 4.22%

• ** TREASURY BILL 182 DAYS (19/11/2026) | 5.77%
• HDFC Bank Limited | 5.26%
• ** TREASURY BILL 182 DAYS (05/11/2026) | 4.34%
• Axis Bank Limited | 3.03%
• I) REPO | 3.03%

• Equity | 84.59%
• Treasury Bills | 11.56%
• Cash & Equivalents | 3.85%

The alpha ratio for the Titanium Equity Long-Short Fund is 3.21

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 Titanium Equity Long-Short Fund is 8.81

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 Titanium Equity Long-Short Fund is 0.23

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 Titanium Equity Long-Short Fund is 0.02

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.