• Miscellaneous | 31.15%
• G-Sec | 11.88%
• Private Banks | 8.90%
• Pharmaceuticals | 5.16%
• IT Services & Consulting | 4.70%

• D) Repo | 31.15%
• TREASURY BILL 91 DAYS (20/08/2026) | 11.88%
• HDFC Bank Limited | 4.66%
• ICICI Bank Limited | 3.63%
• Mahindra and Mahindra Ltd | 2.93%

• Equity | 59.47%
• Cash & Equivalents | 28.65%
• Treasury Bills | 11.88%

The alpha ratio for the Titanium Equity Long-Short Fund is 3.07

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 8.71

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 2.39

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 0.29

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.