Infrastructure Fund


Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.

हिंदी में: इंफ्रास्ट्रक्चर फंड

Top Performing Infrastructure Fund

Ranking Date: 31 March 2023

Fund Name BMSMONEY Infrastructure Fund Category Rank Analysis 1Y Return 3Y Return Max Drawdown VaR 1Y 95% Sharpe Ratio Sortino Ratio Hurst Index

Sbi Infrastructure Fund

1 The Sbi Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has 12 KPIs that are in top quartile. The fund has 52% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund does not have any KPI that are bottom quartile. 22.72% 30.89% -7.22% -11.93% 1.64 1.27 0.43

Kotak Infrastructure & Economic Reform Fund

2 The Kotak Infrastructure & Economic Reform Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has 16 KPIs that are in top quartile. The fund has 84% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund does not have any KPI that are bottom quartile. 28.11% 37.03% -5.56% -10.39% 1.89 1.58 0.42

Icici Prudential Infrastructure Fund

3 The Icici Prudential Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has 16 KPIs that are in top quartile. The fund has 70% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund has three KPIs that are in bottom quartile. The fund has 13% of the KPIs that are in bottom quartile. 29.78% 40.52% -8.13% -14.51% 1.81 1.33 0.41

Dsp India T.I.G.E.R. Fund

4 The Dsp India T.I.G.E.R. Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has seven KPIs that are in top quartile. The fund has 30% of the KPIs that are in top quartile. The fund has two KPIs that are in bottom quartile. The fund has 9% of the KPIs that are in bottom quartile. 23.68% 35.54% -7.78% -16.58% 1.67 1.19 0.39

Canara Robeco Infrastructure

5 The Canara Robeco Infrastructure is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has six KPIs that are in top quartile. The fund has 26% of the KPIs that are in top quartile. The fund has three KPIs that are in bottom quartile. The fund has 13% of the KPIs that are in bottom quartile. 22.34% 32.48% -9.26% -11.64% 1.64 1.32 0.39

Tata Infrastructure Fund

6 The Tata Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has five KPIs that are in top quartile. The fund has 22% of the KPIs that are in top quartile. The fund has one performance parameter that is in bottom quartile. 23.26% 34.74% -9.15% -12.06% 1.60 1.13 0.40

Lic Mf Infrastructure Fund

7 The Lic Mf Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has seven KPIs that are in top quartile. The fund has 30% of the KPIs that are in top quartile. The fund has seven KPIs that are in bottom quartile. The fund has 30% of the KPIs that are in bottom quartile. 16.23% 29.56% -7.41% -11.30% 1.43 1.13 0.38

Quant Infrastructure Fund

8 The Quant Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has 11 KPIs that are in top quartile. The fund has 48% of the KPIs that are in top quartile. The fund has ten KPIs that are in bottom quartile. The fund has 43% of the KPIs that are in bottom quartile. 12.23% 48.84% -12.06% -19.96% 2.36 1.38 0.37

Bank Of India Manufacturing & Infrastructure Fund

9 The Bank Of India Manufacturing & Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has two KPIs that are in top quartile. The fund has 11% of the KPIs that are in top quartile. The fund has six KPIs that are in bottom quartile. The fund has 32% of the KPIs that are in bottom quartile. 21.90% 31.77% -13.32% -16.66% 1.63 1.03 0.41

Invesco India Infrastructure Fund

10 The Invesco India Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has six KPIs that are in top quartile. The fund has 26% of the KPIs that are in top quartile. The fund has eight KPIs that are in bottom quartile. The fund has 35% of the KPIs that are in bottom quartile. 19.80% 29.53% -10.25% -13.70% 1.39 1.04 0.41

Hdfc Infrastructure Fund

11 The Hdfc Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has six KPIs that are in top quartile. The fund has 26% of the KPIs that are in top quartile. The fund has 11 KPIs that are in bottom quartile. The fund has 48% of the KPIs that are in bottom quartile. 26.89% 34.68% -9.60% -24.55% 1.18 0.78 0.35

Taurus Infrastructure Fund

12 The Taurus Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has two KPIs that are in top quartile. The fund has 9% of the KPIs that are in top quartile. The fund has 14 KPIs that are in bottom quartile. The fund has 61% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 13.69% 23.32% -12.10% -13.49% 1.12 0.70 0.44

Franklin Build India Fund

13 The Franklin Build India Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has two KPIs that are in top quartile. The fund has 9% of the KPIs that are in top quartile. The fund has five KPIs that are in bottom quartile. The fund has 22% of the KPIs that are in bottom quartile. 23.29% 31.51% -10.34% -16.48% 1.47 0.99 0.40

Uti Infrastructure Fund

14 The Uti Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund does not have any KPI that are top quartile. The fund has 12 KPIs that are in bottom quartile. The fund has 52% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 19.94% 26.16% -11.55% -17.47% 1.23 0.87 0.38

Aditya Birla Sun Life Infrastructure Fund

15 The Aditya Birla Sun Life Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has eight KPIs that are in top quartile. The fund has 35% of the KPIs that are in top quartile. The fund has nine KPIs that are in bottom quartile. The fund has 39% of the KPIs that are in bottom quartile. 29.18% 34.21% -15.62% -20.42% 1.27 0.91 0.40

Sundaram Infrastructure Advantage Fund

16 The Sundaram Infrastructure Advantage Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund does not have any KPI that are top quartile. The fund has 14 KPIs that are in bottom quartile. The fund has 61% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 16.95% 30.44% -12.00% -17.04% 1.41 0.90 0.40

Idfc Infrastructure Fund

17 The Idfc Infrastructure Fund is a Infrastructure Fund. In the Infrastructure Fund category there are 17 funds. The fund has five KPIs that are in top quartile. The fund has 22% of the KPIs that are in top quartile. The fund has six KPIs that are in bottom quartile. The fund has 26% of the KPIs that are in bottom quartile. 25.53% 35.29% -14.67% -21.40% 1.48 1.06 0.40

****NO INVESTMENT ADVICE!!!***
The ranking is based on historical performance of the fund. It does not guarantee superior future performance. All analysis presented is for information purposes only.


Returns (Regular Plan)

As On: 01 June 2023
Fund Name 1 Day 1 Week 1 Month 3 Months 6 Months 1 Year 3 Years 5 Years
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank
Aditya Birla Sun Life Infrastructure Fund
0.02
9
1.76
7
3.79
9
12.73
2
9.61
1
29.18
2
34.21
8
10.95
12
Franklin Build India Fund
0.20
3
1.24
15
3.01
12
8.42
15
3.43
12
23.29
7
31.51
11
13.67
6
Bank Of India Manufacturing & Infrastructure Fund
-0.06
10
1.16
17
2.05
16
9.24
13
5.40
10
21.90
11
31.77
10
11.76
11
Canara Robeco Infrastructure
-0.09
11
1.89
6
4.12
6
9.68
9
5.92
9
22.34
10
32.48
9
13.22
8
DSP India T.I.G.E.R. Fund
-0.23
15
1.95
5
4.04
8
9.91
7
5.94
8
23.68
6
35.54
4
12.96
9
HDFC Infrastructure Fund
0.07
7
2.18
3
3.77
10
12.20
4
4.79
11
26.89
4
34.68
7
6.18
17
ICICI Prudential Infrastructure Fund
0.06
8
1.28
13
2.36
15
9.28
12
7.59
4
29.78
1
40.52
2
15.90
2
IDFC Infrastructure Fund
-0.11
12
2.83
1
5.86
1
14.17
1
9.59
2
25.53
5
35.29
5
9.64
16
Invesco India Infrastructure Fund
0.25
2
2.48
2
5.50
2
11.70
5
7.44
5
19.80
13
29.53
15
14.81
3
Kotak Infrastructure & Economic Reform Fund
-0.36
17
1.76
8
4.84
4
9.94
6
9.45
3
28.11
3
37.03
3
14.16
4
Quant Infrastructure Fund
0.17
4
1.47
11
0.14
17
7.00
17
-4.92
17
12.23
17
48.84
1
20.91
1
SBI Infrastructure Fund
0.10
6
1.43
12
4.11
7
9.44
11
6.37
6
22.72
9
30.89
12
13.58
7
Sundaram Infrastructure Advantage Fund
-0.21
14
1.26
14
3.01
11
9.09
14
2.56
14
16.95
14
30.44
13
10.36
14
Tata Infrastructure Fund
0.14
5
2.13
4
5.42
3
12.40
3
6.27
7
23.26
8
34.74
6
14.01
5
UTI Infrastructure Fund
-0.33
16
1.16
16
2.66
14
8.23
16
1.86
15
19.94
12
26.16
16
10.38
13
Taurus Infrastructure Fund
-0.17
13
1.57
10
2.75
13
9.72
8
-0.38
16
13.69
16
23.32
17
10.06
15
LIC Mf Infrastructure Fund
0.35
1
1.57
9
4.54
5
9.66
10
3.18
13
16.23
15
29.56
14
12.20
10

Returns (Direct Plan)

As On: 01 June 2023
Fund Name 1 Day 1 Week 1 Month 3 Months 6 Months 1 Year 3 Years 5 Years
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank
Aditya Birla Sun Life Infrastructure Fund
0.02
9
1.76
7
3.79
9
12.73
2
9.61
1
29.18
2
34.21
8
10.95
12
Franklin Build India Fund
0.20
3
1.24
15
3.01
12
8.42
15
3.43
12
23.29
7
31.51
11
13.67
6
Bank Of India Manufacturing & Infrastructure Fund
-0.06
10
1.16
17
2.05
16
9.24
13
5.40
10
21.90
11
31.77
10
11.76
11
Canara Robeco Infrastructure
-0.09
11
1.89
6
4.12
6
9.68
9
5.92
9
22.34
10
32.48
9
13.22
8
DSP India T.I.G.E.R. Fund
-0.23
15
1.95
5
4.04
8
9.91
7
5.94
8
23.68
6
35.54
4
12.96
9
HDFC Infrastructure Fund
0.07
7
2.18
3
3.77
10
12.20
4
4.79
11
26.89
4
34.68
7
6.18
17
ICICI Prudential Infrastructure Fund
0.06
8
1.28
13
2.36
15
9.28
12
7.59
4
29.78
1
40.52
2
15.90
2
IDFC Infrastructure Fund
-0.11
12
2.83
1
5.86
1
14.17
1
9.59
2
25.53
5
35.29
5
9.64
16
Invesco India Infrastructure Fund
0.25
2
2.48
2
5.50
2
11.70
5
7.44
5
19.80
13
29.53
15
14.81
3
Kotak Infrastructure & Economic Reform Fund
-0.36
17
1.76
8
4.84
4
9.94
6
9.45
3
28.11
3
37.03
3
14.16
4
Quant Infrastructure Fund
0.17
4
1.47
11
0.14
17
7.00
17
-4.92
17
12.23
17
48.84
1
20.91
1
SBI Infrastructure Fund
0.10
6
1.43
12
4.11
7
9.44
11
6.37
6
22.72
9
30.89
12
13.58
7
Sundaram Infrastructure Advantage Fund
-0.21
14
1.26
14
3.01
11
9.09
14
2.56
14
16.95
14
30.44
13
10.36
14
Tata Infrastructure Fund
0.14
5
2.13
4
5.42
3
12.40
3
6.27
7
23.26
8
34.74
6
14.01
5
UTI Infrastructure Fund
-0.33
16
1.16
16
2.66
14
8.23
16
1.86
15
19.94
12
26.16
16
10.38
13
Taurus Infrastructure Fund
-0.17
13
1.57
10
2.75
13
9.72
8
-0.38
16
13.69
16
23.32
17
10.06
15
LIC Mf Infrastructure Fund
0.35
1
1.57
9
4.54
5
9.66
10
3.18
13
16.23
15
29.56
14
12.20
10
Click on + to See Details
As On: 01 June 2023
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Infrastructure Fund

2.00
7
4.74
5
7.93
3
15.57
14
16.54
15

Franklin Build India Fund

2.19
4
5.08
3
5.43
7
18.46
12
17.63
12

Boi Axa Manufacturing & Infrastructure Fund

1.29
14
2.19
11
4.48
9
18.61
10
24.26
2

Canara Robeco Infrastructure

1.39
13
1.51
15
4.46
10
21.83
5
20.25
5

Dsp India T.I.G.E.R. Fund

2.13
5
4.80
4
6.41
4
21.57
6
18.66
9

Hdfc Infrastructure Fund

2.20
3
6.14
2
6.18
5
21.98
4
8.86
17

Icici Prudential Infrastructure Fund

2.21
2
6.69
1
10.21
1
29.56
1
18.91
8

Idfc Infrastructure Fund

2.12
6
2.44
10
5.25
8
16.85
13
18.36
10

Invesco India Infrastructure Fund

1.55
12
1.96
13
3.30
13
18.83
9
23.24
3

Kotak Infrastructure & Economic Reform Fund

2.40
1
4.19
6
8.62
2
24.70
3
19.49
7

Quant Infrastructure Fund

1.84
9
3.82
7
0.14
16
26.56
2
36.25
1

Sbi Infrastructure Fund

1.91
8
3.54
9
5.57
6
19.43
8
20.05
6

Sundaram Infrastructure Advantage Fund

1.23
15
1.85
14
2.67
15
15.08
15
18.12
11

Tata Infrastructure Fund

1.73
10
2.05
12
4.36
11
21.17
7
20.56
4

Uti Infrastructure Fund

1.72
11
3.78
8
3.32
12
13.45
16
15.42
16

Taurus Infrastructure Fund

1.20
16
1.19
17
-0.34
17
11.21
17
17.09
14

Lic Mf Infrastructure Fund

0.98
17
1.37
16
2.99
14
18.51
11
17.56
13
As On: 01 June 2023
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Infrastructure Fund

2.10
7
4.97
5
8.37
3
16.55
14
17.45
15

Franklin Build India Fund

2.28
2
5.34
3
5.95
6
19.65
12
18.88
11

Boi Axa Manufacturing & Infrastructure Fund

1.42
14
2.58
11
5.19
9
20.08
9
25.87
2

Canara Robeco Infrastructure

1.49
13
1.80
15
5.09
10
23.29
4
21.35
5

Dsp India T.I.G.E.R. Fund

2.20
6
5.03
4
6.87
4
22.58
6
19.47
10

Hdfc Infrastructure Fund

2.26
3
6.33
2
6.56
5
22.84
5
9.65
17

Icici Prudential Infrastructure Fund

2.25
4
6.84
1
10.52
1
30.32
1
19.58
9

Idfc Infrastructure Fund

2.22
5
2.75
10
5.91
7
18.30
13
19.69
8

Invesco India Infrastructure Fund

1.68
12
2.32
12
4.07
12
20.54
8
24.93
3

Kotak Infrastructure & Economic Reform Fund

2.53
1
4.57
6
9.41
2
26.53
3
21.00
6

Quant Infrastructure Fund

1.98
8
4.26
7
0.98
16
28.88
2
37.76
1

Sbi Infrastructure Fund

1.96
9
3.65
9
5.80
8
20.04
10
20.71
7

Sundaram Infrastructure Advantage Fund

1.29
15
1.99
14
3.00
15
15.70
15
18.68
13

Tata Infrastructure Fund

1.81
10
2.29
13
4.86
11
22.29
7
21.42
4

Uti Infrastructure Fund

1.76
11
3.87
8
3.51
14
13.87
16
15.81
16

Taurus Infrastructure Fund

1.21
16
1.27
17
-0.15
17
11.63
17
17.58
14

Lic Mf Infrastructure Fund

1.09
17
1.66
16
3.59
13
19.87
11
18.79
12
As On: 31 March 2023
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Infrastructure Fund

-20.42
15
-15.62
17
-3.85
12
22.89
16
13.87
15

Franklin Build India Fund

-16.48
9
-10.34
10
-4.18
15
19.61
12
12.33
12

Bank Of India Manufacturing & Infrastructure Fund

-16.66
11
-13.32
15
-4.12
14
16.64
1
10.88
6

Canara Robeco Infrastructure

-11.64
3
-9.26
7
-3.12
3
17.20
6
10.20
2

Dsp India T.I.G.E.R. Fund

-16.58
10
-7.78
4
-3.40
7
18.21
8
11.33
10

Hdfc Infrastructure Fund

-24.55
17
-9.60
8
-4.48
16
24.32
17
15.38
17

Icici Prudential Infrastructure Fund

-14.51
8
-8.13
5
-3.52
9
20.71
14
12.95
14

Idfc Infrastructure Fund

-21.40
16
-14.67
16
-3.48
8
21.32
15
12.83
13

Invesco India Infrastructure Fund

-13.70
7
-10.25
9
-3.28
5
18.23
9
10.92
7

Kotak Infrastructure & Economic Reform Fund

-10.39
1
-5.56
1
-2.50
1
17.14
5
10.33
4

Quant Infrastructure Fund

-19.96
14
-12.06
13
-7.70
17
19.63
13
13.90
16

Sbi Infrastructure Fund

-11.93
4
-7.22
2
-2.88
2
16.97
4
10.23
3

Sundaram Infrastructure Advantage Fund

-17.04
12
-12.00
12
-3.59
10
18.61
10
12.06
11

Tata Infrastructure Fund

-12.06
5
-9.15
6
-3.39
6
17.49
7
10.93
8

Uti Infrastructure Fund

-17.47
13
-11.55
11
-3.88
13
18.69
11
11.20
9

Taurus Infrastructure Fund

-13.49
6
-12.10
14
-3.84
11
16.83
3
10.68
5

Lic Mf Infrastructure Fund

-11.30
2
-7.41
3
-3.23
4
16.81
2
9.92
1
As On: 31 March 2023
Fund Name Sharpe Ratio Sortino Ratio Sterling ratio Hurst Index Jensen’s Alpha Beta R2 Treynor Ratio Modigliani2 Measure Active Return
% Rank % Rank % Rank % Rank Value Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Infrastructure Fund

1.27
14
0.91
13
1.49
15
0.40
40.76
3 0.12 15
0.06
15
2.48
3
5.55
5
0.6382
3

Franklin Build India Fund

1.47
10
0.99
12
1.86
10
0.40
9.31
12 0.72 5
0.80
1
0.40
12
3.43
10
-0.0177
12

Bank Of India Manufacturing & Infrastructure Fund

1.63
7
1.03
11
1.55
14
0.41

Canara Robeco Infrastructure

1.64
6
1.32
4
1.94
6
0.39
12.97
9 0.61 8
0.75
4
0.47
8
3.72
8
-0.0238
13

Dsp India T.I.G.E.R. Fund

1.67
4
1.19
6
2.23
4
0.39
13.46
8 0.87 3
0.74
5
0.35
13
2.92
13
0.0970
8

Hdfc Infrastructure Fund

1.18
16
0.78
16
1.92
8
0.35
4.34
15 1.10 1
0.66
8
0.26
15
2.31
15
0.0724
9

Icici Prudential Infrastructure Fund

1.81
3
1.33
3
2.60
2
0.41
49.91
2 0.13 13
0.09
14
2.91
1
7.24
2
0.7268
2

Idfc Infrastructure Fund

1.48
9
1.06
9
1.65
12
0.40
10.52
11 0.76 4
0.75
3
0.42
10
3.43
11
0.0103
11

Invesco India Infrastructure Fund

1.39
13
1.04
10
1.69
11
0.41
9.25
13 0.62 7
0.70
7
0.41
11
3.31
12
-0.0542
15

Kotak Infrastructure & Economic Reform Fund

1.89
2
1.58
1
2.68
1
0.42

Quant Infrastructure Fund

2.36
1
1.38
2
2.56
3
0.37
60.59
1 0.18 9
0.19
9
2.60
2
8.89
1
0.8207
1

Sbi Infrastructure Fund

1.64
5
1.27
5
2.14
5
0.43
39.59
4 0.12 14
0.13
13
2.24
4
6.80
3
0.6247
4

Sundaram Infrastructure Advantage Fund

1.41
12
0.90
14
1.60
13
0.40
8.73
14 0.89 2
0.73
6
0.30
14
2.61
14
0.0540
10

Tata Infrastructure Fund

1.60
8
1.13
7
1.94
7
0.40
11.58
10 0.64 6
0.79
2
0.44
9
3.66
9
-0.0262
14

Uti Infrastructure Fund

1.23
15
0.87
15
1.47
16
0.38
34.87
6 0.14 10
0.13
12
1.63
6
5.44
6
0.5731
6

Taurus Infrastructure Fund

1.12
17
0.70
17
1.24
17
0.44
30.30
7 0.14 11
0.16
10
1.37
7
5.06
7
0.5284
7

Lic Mf Infrastructure Fund

1.43
11
1.13
8
1.88
9
0.38
35.61
5 0.13 12
0.14
11
1.85
5
6.10
4
0.5834
5




Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.

More Mutual Fund Analysis Article

फायदा:

  1.     विविधता
  2.     व्यावसायिक प्रबंधन
  3.     पैमाने की अर्थव्यवस्थाएं (ईकानमी ऑफ स्केल)
  4.     तरलता (लिक्विडिटी)
  5.     विभिन्न प्रकार के निवेश विकल्प
  6.     स्वत: पुनर्निवेश

नुकसान:

  1.     शुल्क और व्यय
  2.     रिटर्न की कोई गारंटी नहीं
  3.     सीमित नियंत्रण
  4.     अंडरपरफॉर्मेंस की संभावना
  5.     कर (टैक्स)

 

  • The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
  • Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
  • Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
  • The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

  • The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
  • It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
  • The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
  • It identifies consistent performers with better risk-adjusted returns.
  • However, the Sortino Ratio neglects the upside potential of investments.