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. 14.04 0.42 0.74 0.53 8.13 0.74
ICICI Prudential Value Discovery Fund - Direct Plan  | 3 Below Avg. 10.32 0.10 0.18 0.41 2.67 0.81
IDFC Sterling Value Fund - Direct Plan (Erstwhile IDFC Sterling Equity Regular)  | 3 Above Avg. 16.62 0.28 0.42 0.62 7.22 0.72
Invesco India Contra Fund - Direct Plan  | 5 Below Avg. 13.91 0.67 1.10 0.53 11.54 0.74
Kotak India EQ Contra Fund - Direct Plan (Erstwhile Kotak Classic Equity)  | 4 Low 11.80 0.85 1.31 0.43 11.79 0.69
L&T India Value Fund - Direct Plan  | 4 Avg. 14.58 0.26 0.43 0.57 6.22 0.80
Nippon India Value Fund - Direct Plan  | 3 Above Avg. 15.24 0.43 0.69 0.58 9.01 0.75
Quantum Long Term Equity Value Fund - Direct Plan (Erstwhile Quantum Long Term Equity)  | 3 Below Avg. 9.84 0.09 0.16 0.36 2.39 0.70
Tata Equity PE Fund - Direct Plan  | 4 Avg. 13.40 0.48 0.70 0.50 8.49 0.72
UTI Value Opportunities Fund - Direct Plan (Erstwhile UTI Opportunities)  | 3 Avg. 11.90 0.50 0.76 0.45 7.81 0.74
The Risk Measures have been calculated using calendar month returns for the last three years.