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. 14.61 0.23 0.40 0.55 6.68 0.72
ICICI Prudential Value Discovery Fund - Direct Plan  | 3 Below Avg. 10.53 -0.06 -0.12 0.42 1.82 0.79
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
Invesco India Contra Fund - Direct Plan  | 5 Below Avg. 14.33 0.45 0.76 0.54 9.68 0.71
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
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 - 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
Tata Equity PE Fund - Direct Plan  | 4 Avg. 13.72 0.34 0.53 0.51 7.68 0.70
The Risk Measures have been calculated using calendar month returns for the last three years.