• 1 Year Returns: -0.47%

• Private Banks | 19.63%
• Investment Banking & Brokerage | 11.22%
• Four Wheelers | 7.53%
• Packaged Foods & Meats | 6.21%
• Telecom Services | 5.86%

• ICICI Bank Limited | 9.55%
• HDFC Bank Limited | 6.64%
• Nestle India Ltd | 6.21%
• Clearing Corporation of India Ltd | 6.12%
• Bharti Airtel Ltd | 5.86%

• Equity | 86.34%
• Cash & Equivalents | 8.59%
• Treasury Bills | 2.60%
• REITs & InvIT | 2.47%

The alpha ratio for the WOC ESG Best-In-Class Strategy Fund is -0.92

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 WOC ESG Best-In-Class Strategy Fund is 12.91

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 WOC ESG Best-In-Class Strategy 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 WOC ESG Best-In-Class Strategy 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.