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

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Fund  |  Rating Ratings Fund Risk Grade Standard Deviation Sharpe
Ratio
Sortino
Ratio
Beta Alpha R-Squared
HDFC Capital Builder Value Fund - Direct Plan (Erstwhile HDFC Capital Builder)  | 3 Avg. 14.47 0.24 0.40 0.55 5.54 0.72
ICICI Prudential Value Discovery Fund - Direct Plan  | 3 Below Avg. 10.42 -0.05 -0.09 0.41 1.09 0.78
IDFC Sterling Value Fund - Direct Plan (Erstwhile IDFC Sterling Equity Regular)  | 3 Above Avg. 17.12 0.14 0.21 0.64 4.89 0.69
Invesco India Contra Fund - Direct Plan  | 5 Below Avg. 14.22 0.45 0.73 0.54 8.44 0.72
Kotak India EQ Contra Fund - Direct Plan (Erstwhile Kotak Classic Equity)  | 4 Below Avg. 12.13 0.51 0.83 0.44 7.88 0.66
L&T India Value Fund - Direct Plan  | 4 Avg. 14.87 0.17 0.28 0.58 4.75 0.77
Quantum Long Term Equity Value Fund - Direct Plan (Erstwhile Quantum Long Term Equity)  | 3 Low 10.09 0.06 0.12 0.38 2.10 0.68
Reliance Value Fund - Direct Plan (Erstwhile Reliance Regular Savings Equity)  | 3 Above Avg. 15.59 0.20 0.32 0.60 5.34 0.72
Tata Equity PE Fund - Direct Plan  | 4 Avg. 13.94 0.33 0.54 0.53 6.60 0.73
The Risk Measures have been calculated using calendar month returns for the last three years.