Equity: Value Oriented - Risk Stats - Value Research Online
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Equity: Value Oriented

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Closed-end
Fund  |  Rating Ratings Fund Risk Grade Standard Deviation Sharpe
Ratio
Sortino
Ratio
Beta Alpha R-Squared
Aditya Birla Sun Life Pure Value Fund  | 1 High 18.70 -0.28 -0.50 0.74 -0.79 0.79
Aditya Birla Sun Life Pure Value Fund - Direct Plan  | 1 High 18.73 -0.22 -0.39 0.74 0.40 0.79
HDFC Capital Builder Value Fund (Erstwhile HDFC Capital Builder)  | 3 Avg. 14.59 0.15 0.26 0.55 5.51 0.72
HDFC Capital Builder Value Fund - Direct Plan (Erstwhile HDFC Capital Builder)  | 3 Avg. 14.61 0.23 0.40 0.55 6.68 0.72
ICICI Prudential Value Discovery Fund  | 3 Below Avg. 10.50 -0.15 -0.29 0.41 0.87 0.79
ICICI Prudential Value Discovery Fund - Direct Plan  | 3 Below Avg. 10.53 -0.06 -0.12 0.42 1.82 0.79
IDBI Long Term Value Fund - Direct Plan 0 - - - - - - -
IDBI Long Term Value Fund - Regular Plan 0 - - - - - - -
IDFC Sterling Value Fund - Direct Plan (Erstwhile IDFC Sterling Equity Regular)  | 3 Above Avg. 17.32 0.13 0.21 0.64 6.16 0.70
IDFC Sterling Value Fund - Regular Plan (Erstwhile IDFC Sterling Equity Regular)  | 3 Above Avg. 17.29 0.07 0.11 0.64 5.04 0.70
Indiabulls Value Fund - Direct Plan (Erstwhile Indiabulls Value Discovery Fund)  | 2 Above Avg. 14.13 -0.21 -0.32 0.52 0.13 0.68
Indiabulls Value Fund - Regular Plan (Erstwhile Indiabulls Value Discovery Fund)  | 1 Above Avg. 14.06 -0.34 -0.51 0.52 -1.67 0.68
Invesco India Contra Fund  | 5 Below Avg. 14.31 0.35 0.58 0.54 8.22 0.71
Invesco India Contra Fund - Direct Plan  | 5 Below Avg. 14.33 0.45 0.76 0.54 9.68 0.71
JM Value Fund (Erstwhile JM Basic (Changed)) 0 - 16.83 0.23 0.37 0.64 7.74 0.73
JM Value Fund - Direct Plan (Erstwhile JM Basic (Changed)) 0 - 16.85 0.28 0.45 0.64 8.61 0.73
Kotak India EQ Contra Fund - Direct Plan (Erstwhile Kotak Classic Equity)  | 4 Below Avg. 12.19 0.61 0.97 0.44 10.04 0.65
Kotak India EQ Contra Fund - Regular Plan (Erstwhile Kotak Classic Equity)  | 4 Below Avg. 12.16 0.49 0.78 0.44 8.53 0.65
L&T India Value Fund  | 4 Avg. 14.97 0.08 0.14 0.59 4.81 0.79
L&T India Value Fund - Direct Plan  | 4 Avg. 14.98 0.14 0.25 0.59 5.71 0.79
Nippon India Value Fund  | 3 Above Avg. 15.82 0.20 0.32 0.60 6.68 0.72
Nippon India Value Fund - Direct Plan  | 3 Above Avg. 15.83 0.24 0.40 0.60 7.43 0.72
Quantum Long Term Equity Value Fund - Direct Plan (Erstwhile Quantum Long Term Equity)  | 3 Low 9.94 -0.10 -0.17 0.36 1.21 0.67
Quantum Long Term Equity Value Fund - Regular Plan # (Erstwhile Quantum Long Term Equity)  | 3 Low 9.94 -0.12 -0.22 0.36 0.95 0.67
SBI Contra Fund  | 2 Above Avg. 15.51 -0.16 -0.23 0.58 1.00 0.71
SBI Contra Fund - Direct Plan  | 2 Above Avg. 15.51 -0.12 -0.17 0.58 1.66 0.71
Tata Equity PE Fund - Direct Plan  | 4 Avg. 13.72 0.34 0.53 0.51 7.68 0.70
Tata Equity PE Fund - Regular Plan  | 4 Avg. 13.69 0.25 0.40 0.51 6.54 0.70
Templeton India Value Fund (Erstwhile Templeton India Growth)  | 2 Avg. 15.43 -0.12 -0.18 0.58 1.72 0.73
Templeton India Value Fund - Direct Plan (Erstwhile Templeton India Growth)  | 2 Avg. 15.44 -0.07 -0.10 0.59 2.50 0.73
Union Value Discovery Fund - Direct Plan 0 - - - - - - -
Union Value Discovery Fund - Regular Plan 0 - - - - - - -
UTI Value Opportunities Fund - Direct Plan (Erstwhile UTI Opportunities)  | 2 Avg. 12.48 0.14 0.22 0.46 4.56 0.68
UTI Value Opportunities Fund - Regular Plan (Erstwhile UTI Opportunities)  | 2 Avg. 12.47 0.09 0.13 0.46 3.82 0.68
# The Regular plans of these schemes were launched on Apr-2017. Their performance for the prior period and their Fund Ratings, as depicted on this page, are only illustrative, assuming an additional annual expense ratio over and above their respective Direct plans of the as per the following:
Quantum Long Term Equity Value Fund - Regular Plan - 0.25%
The Risk Measures have been calculated using calendar month returns for the last three years.