Debt: Medium to Long Duration - Risk Stats - Value Research Online
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Debt: Medium to Long Duration

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Debt: Medium to Long Duration
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Fund  |  Rating Ratings Fund Risk Grade Standard Deviation Sharpe
Ratio
Sortino
Ratio
Beta Alpha R-Squared
Aditya Birla Sun Life Income Fund (Erstwhile Aditya Birla Sun Life Income Plus)  | 3 Above Avg. 5.13 0.04 0.06 1.96 -0.61 0.91
Aditya Birla Sun Life Income Fund - Direct Plan (Erstwhile Aditya Birla Sun Life Income Plus)  | 3 Above Avg. 5.15 0.19 0.29 1.97 0.16 0.91
Canara Robeco Income Fund - Direct Plan  | 4 Below Avg. 3.93 0.46 0.82 1.49 1.18 0.90
Canara Robeco Income Fund - Regular Plan  | 4 Below Avg. 3.91 0.23 0.41 1.48 0.27 0.90
HDFC Income Fund  | 2 Above Avg. 4.87 -0.26 -0.36 1.81 -2.03 0.86
HDFC Income Fund - Direct Plan  | 2 Above Avg. 4.87 -0.14 -0.20 1.81 -1.46 0.86
HSBC Debt Fund (Erstwhile HSBC Income Investment)  | 4 Above Avg. 4.39 -0.04 -0.07 1.70 -0.89 0.94
HSBC Debt Fund - Direct Plan (Erstwhile HSBC Income Investment)  | 3 Above Avg. 4.39 0.13 0.23 1.70 -0.12 0.94
ICICI Prudential Bond Fund (Erstwhile ICICI Prudential Income Opportunities )  | 4 Below Avg. 3.04 0.31 0.53 1.08 0.48 0.79
ICICI Prudential Bond Fund - Direct Plan (Erstwhile ICICI Prudential Income Opportunities )  | 3 Below Avg. 3.04 0.50 0.86 1.08 1.07 0.79
ICICI Prudential Debt Management Fund (Erstwhile ICICI Prudential Advisor Series-Debt Management Fund)  | 5 Low 1.65 0.75 1.18 0.55 1.00 0.69
ICICI Prudential Debt Management Fund - Direct Plan (Erstwhile ICICI Prudential Advisor Series-Debt Management Fund)  | 4 Low 1.66 1.10 1.72 0.55 1.59 0.70
IDFC Bond Fund Income Plan - Direct Plan (Erstwhile IDFC Bond Fund Long Term Plan)  | 4 Avg. 4.70 0.45 0.94 1.74 1.39 0.86
IDFC Bond Fund Income Plan - Regular Plan (Erstwhile IDFC Bond Fund Long Term Plan)  | 4 Avg. 4.69 0.28 0.58 1.74 0.58 0.86
JM Income Fund  | 2 Above Avg. 6.07 -0.79 -0.56 0.58 -5.04 0.06
JM Income Fund - Direct Plan  | 2 Above Avg. 6.08 -0.62 -0.44 0.58 -4.03 0.06
Kotak Bond Fund - Direct Plan (Erstwhile Kotak Bond Deposit)  | 3 Avg. 4.86 0.13 0.19 1.83 -0.15 0.89
Kotak Bond Fund - Regular Plan (Erstwhile Kotak Bond Deposit)  | 3 Avg. 4.85 -0.07 -0.10 1.83 -1.08 0.89
LIC MF Bond Fund  | 3 Avg. 3.72 0.00 0.01 1.43 -0.58 0.93
LIC MF Bond Fund - Direct Plan  | 2 Avg. 3.73 0.15 0.27 1.44 -0.02 0.93
Nippon India Income Fund  | 5 Above Avg. 5.10 0.21 0.35 1.96 0.24 0.92
Nippon India Income Fund - Direct Plan  | 5 Above Avg. 5.10 0.37 0.63 1.96 1.05 0.92
SBI Magnum Income Fund  | 3 Below Avg. 3.23 0.44 1.08 1.15 0.95 0.79
SBI Magnum Income Fund - Direct Plan  | 4 Below Avg. 3.23 0.68 1.66 1.15 1.73 0.79
Tata Income Fund - Direct Plan (Erstwhile Tata Long Term Debt Fund)  | 2 Below Avg. 3.75 0.21 0.40 1.39 0.23 0.85
Tata Income Fund - Regular Plan (Erstwhile Tata Long Term Debt Fund)  | 2 Avg. 3.76 -0.08 -0.15 1.39 -0.88 0.85
UTI Bond Fund - Direct Plan  | 1 High 6.04 -0.58 -0.75 1.41 -4.10 0.34
UTI Bond Fund - Regular Plan  | 1 High 6.05 -0.72 -0.93 1.42 -4.96 0.34
The Risk Measures have been calculated using calendar month returns for the last three years.