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Risk Return Statistics

Check out the risk statistics of a particular fund based on its Sortino, Standard Deviation and Sharpe Ratio to determine the risk reward parameters of your investments

Sundaram Value Fund - Series VIII - Regular Plan - Growth
Sortino Ratio 3.44
Std. Dev. (%) 19.82
Sharpe Ratio 2.22
Returns(%) 59.51
AUM (Rs. Cr.) 98.44
NAV 13.15
LUMPSUM SIP
ICICI Prudential Value Fund - Series 18 - Cumulative
Sortino Ratio 3.73
Std. Dev. (%) 16.25
Sharpe Ratio 2.38
Returns(%) 54.61
AUM (Rs. Cr.) 169.88
NAV 14.65
LUMPSUM SIP
Nippon India ETF Nifty PSU Bank BeES
Sortino Ratio 1.79
Std. Dev. (%) 29.72
Sharpe Ratio 1.03
Returns(%) 32.55
AUM (Rs. Cr.) 1,500.90
NAV 40.26
LUMPSUM SIP
Kotak Nifty PSU Bank ETF
Sortino Ratio 1.79
Std. Dev. (%) 29.72
Sharpe Ratio 1.03
Returns(%) 32.48
AUM (Rs. Cr.) 1,268.96
NAV 401.14
LUMPSUM SIP
ICICI Prudential Nifty FMCG ETF
Sortino Ratio 3.13
Std. Dev. (%) 14.09
Sharpe Ratio 1.66
Returns(%) 28.54
AUM (Rs. Cr.) 73.46
NAV 464.16
LUMPSUM SIP
ICICI Prudential Infrastructure Fund - Growth
Sortino Ratio 2.02
Std. Dev. (%) 13.50
Sharpe Ratio 1.23
Returns(%) 20.60
AUM (Rs. Cr.) 2,269.74
NAV 99.53
LUMPSUM SIP
ICICI Prudential FMCG Fund - Growth
Sortino Ratio 2.78
Std. Dev. (%) 10.60
Sharpe Ratio 1.49
Returns(%) 19.28
AUM (Rs. Cr.) 1,156.49
NAV 386.30
LUMPSUM SIP
Kotak Infrastructure and Economic Reform Fund - Growth
Sortino Ratio 1.81
Std. Dev. (%) 13.36
Sharpe Ratio 1.11
Returns(%) 18.18
AUM (Rs. Cr.) 727.29
NAV 37.37
LUMPSUM SIP
Nippon India Power & Infra Fund - Growth Option
Sortino Ratio 1.37
Std. Dev. (%) 15.12
Sharpe Ratio 0.86
Returns(%) 16.32
AUM (Rs. Cr.) 1,871.13
NAV 171.85
LUMPSUM SIP
ICICI Prudential Nifty Auto ETF
Sortino Ratio 1.35
Std. Dev. (%) 18.09
Sharpe Ratio 0.74
Returns(%) 15.21
AUM (Rs. Cr.) 93.28
NAV 121.51
LUMPSUM SIP