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    Chethan Naik
    The document shows performance metrics like Sharpe ratio, Sortino ratio and Alpha for various mutual fund schemes across different categories like liquid funds, short duration funds, equity funds, hybrid funds and solutions oriented funds. The schemes are ranked based on their performance on the different metrics with the top 10 schemes listed. The metrics can help investors evaluate and compare the risk-adjusted performance of different mutual fund schemes.

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    Chethan Naik
    20 views9 pages
    The document shows performance metrics like Sharpe ratio, Sortino ratio and Alpha for various mutual fund schemes across different categories like liquid funds, short duration funds, equity funds, hybrid funds and solutions oriented funds. The schemes are ranked based on their performance on the different metrics with the top 10 schemes listed. The metrics can help investors evaluate and compare the risk-adjusted performance of different mutual fund schemes.

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    The document shows performance metrics like Sharpe ratio, Sortino ratio and Alpha for various mutual fund schemes across different categories like liquid funds, short duration funds, equity funds, hybrid funds and solutions oriented funds. The schemes are ranked based on their performance on the different metrics with the top 10 schemes listed. The metrics can help investors evaluate and compare the risk-adjusted performance of different mutual fund schemes.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    20 views9 pages

    Graph Data

    Uploaded by

    Chethan Naik
    The document shows performance metrics like Sharpe ratio, Sortino ratio and Alpha for various mutual fund schemes across different categories like liquid funds, short duration funds, equity funds, hybrid funds and solutions oriented funds. The schemes are ranked based on their performance on the different metrics with the top 10 schemes listed. The metrics can help investors evaluate and compare the risk-adjusted performance of different mutual fund schemes.

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    © All Rights Reserved
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    Scheme Name Sharpe

    Quant Liquid Plan – Direct Growth 3.52


    ICICI Pru Ultra Short Term Fund 2.4
    AXIS Ultra Short Term Fund 2.25
    AXIS FTP – Series 104 – 1112Days 2.19
    ICICI Pru Credit Risk Fund 2.15
    Nippon India Money Market Fund 2.11
    Aditya Birla SL Low Duration Fund 2.05
    Tata Money Market Fund 2.05
    Tata Ultra Short Term Fund 2.03
    UTI-Money Market Fund 1.98
    Scheme Name Sortino
    JM Low Duration Fund 12.57
    Quant Liquid Plan – Direct Growth 8.6
    UTI-Ultra Short Term Fund 7.6
    AXIS FTP – Series 104 – 1112Days 7.27
    Edelweiss Liquid Fund 6.74
    UTI-Treasury Advantage Fund 6.28
    Mirae Asset Cash Management Fund 6.12
    IDBI Liquid Fund 5.73
    Union Liquid Fund 5.48
    Nippon India Money Market Fund 5.44
    Scheme Name Alpha
    Bandhan FTP – Sr.179 9.78
    Aditya Birla SL Medium Term Plan – Direct Growth 9.65
    SBI FMP – Series 1 (3668 Days) – Direct Growth 9.3
    Invesco India Credit Risk Fund 9.17
    JM Low Duration Fund 9.03
    UTI-Dynamic Bond Fund 6.35
    Edelweiss Banking & Psu Debt Fund 6.29
    Nippon India Credit Risk Fund 6.08
    UTI-Bond Fund 5.68
    HSBC Banking and PSU Debt Fund 5.62
    Scheme Name Sharpe
    SBI Long Term Advantage Fund 10.34
    Sundaram LT MC Tax Advantage Fund 5.51
    Sundaram LT Tax Advantage Fund 4.9
    Sundaram Multi Cap Fund 4.26
    Bank of India Midcap Tax Fund 2.74
    Quant Infrastructure Fund 2.3
    Templeton India Equity Income Fund 2.26
    Canara Robeco Small Cap Fund 2.17
    SBI Contra Fund 2.13
    Tata Small Cap Fund 2.12
    Scheme Name Sortino
    SBI Long Term Advantage Fund 22
    Sundaram LT MC Tax Advantage Fund 11.84
    Sundaram LT Tax Advantage Fund 11.28
    Sundaram Multi Cap Fund 9.97
    Bank of India Midcap Tax Fund 5.29
    ICICI Pru Dividend Yield Equity Fund 5.06
    ICICI Pru Smallcap Fund 4.72
    Canara Robeco Small Cap Fund 4.62
    PGIM India Midcap Opportunities Fund 4.61
    Sundaram Emerging Small Cap Series V – Dir Growth 4.56
    Scheme Name Alpha
    SBI Long Term Advantage Fund 46.6
    Sundaram LT MC Tax Advantage Fund 42.99
    Quant Infrastructure Fund 27.24
    DSP Natural Resources & New Energy – Direct Growth 21.48
    Quant Small Cap Fund 19.16
    Sundaram LT Tax Advantage Fund 18.01
    Quant Tax Plan- Direct Growth 17.63
    Tata Resources & Energy Fund 16.72
    Quant Flexi Cap Fund 15.93
    SBI Contra Fund 15.26
    Scheme Name Sharpe
    SBI Conservative Hybrid Fund 2.23
    Nippon India Hybrid Bond Fund 2.17
    Quant Absolute Fund 2.12
    Aditya Birla SL Regular Savings Fund 2.08
    Kotak Debt Hybrid Fund 2.06
    ICICI Pru Regular Savings Fund 2
    HSBC Equity Savings Fund 1.86
    Kotak Equity Hybrid Fund 1.86
    PGIM India Equity Savings Fund 1.86
    ICICI Pru Multi-Asset Fund 1.85
    Scheme Name Sortino
    ICICI Pru Balanced Advantage Fund 5.59
    ICICI Pru Equity Savings Fund 5.26
    Bank of India Conservative Hybrid Fund 4.71
    PGIM India Equity Savings Fund 4.61
    HSBC Equity Savings Fund 4.47
    SBI Conservative Hybrid Fund 4.24
    Union Balanced Advantage Fund 4.24
    Kotak Equity Savings Fund 4.22
    HDFC Multi-Asset Fund 4.21
    Nippon India Hybrid Bond Fund 4.19
    Scheme Name Alpha
    Quant Multi Asset Fund 19.52
    Quant Absolute Fund 16.98
    Bank of India Mid & Small Cap Equity & Debt Fund 10.87
    ICICI Pru Multi-Asset Fund 10.44
    ICICI Pru Equity & Debt Fund 9.56
    HDFC Balanced Advantage Fund 7.38
    Kotak Equity Hybrid Fund 7.32
    Bank of India Conservative Hybrid Fund 6.44
    JM Equity Hybrid Fund 5.95
    UTI-Hybrid Equity Fund 5.77

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