The Icici Prudential Mnc Fund has shown a poor past performence in MNC Fund category. The Icici Prudential Mnc Fund has a Jensen Alpha of 2.05% which is higher than the category average of -0.3%. Here the Icici Prudential Mnc Fund has shown very good performance in terms of risk adjusted returns. The Icici Prudential Mnc Fund has a Sharpe Ratio of 0.35 which is higher than the category average of 0.16. Here the Icici Prudential Mnc Fund has shown very good performance in terms of risk adjusted returns. Read Full Review
The Sbi Magnum Global Fund has shown a very poor past performence in MNC Fund category. The Sbi Magnum Global Fund has a Jensen Alpha of -0.62% which is lower than the category average of -0.3%, reflecting poor performance. The Sbi Magnum Global Fund has a Sharpe Ratio of 0.01 which is lower than the category average of 0.16, showing poor performance. Read Full Review
The 1 star rating shows a very poor past performance of the Uti Mnc Fund in MNC Fund category. The Uti Mnc Fund has a Jensen Alpha of -0.53% which is lower than the category average of -0.3%. The Uti Mnc Fund has a Sharpe Ratio of 0.2 which is higher than the category average of 0.16. Here the Uti Mnc Fund has shown good performance in terms of risk adjusted returns. Read Full Review
The Aditya Birla Sun Life Mnc Fund has shown a very poor past performence in MNC Fund category. The Aditya Birla Sun Life Mnc Fund has a Jensen Alpha of -2.1% which is lower than the category average of -0.3%, showing poor performance. The Aditya Birla Sun Life Mnc Fund has a Sharpe Ratio of 0.1 which is lower than the category average of 0.16, showing poor performance. Read Full Review
| Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| |
6.08% | 12.45% | 27.87% | % | % | 7.29% | 13.81% | 29.56% | % | % | 12.43% | -18.43% | -16.13% | 2.05% | 0.77 | 0.17 | 0.35 | ||
| |
1.29% | 7.87% | 19.98% | 10.73% | 9.92% | 1.98% | 8.62% | 20.85% | 11.55% | 10.81% | 11.81% | -14.11% | -16.98% | -0.62% | 0.61 | 0.03 | 0.01 | ||
| |
3.49% | 12.22% | 19.02% | 9.64% | 9.10% | 4.39% | 13.19% | 20.08% | 10.61% | 10.08% | 13.02% | -21.28% | -17.69% | -0.53% | 0.83 | 0.11 | 0.20 | ||
| |
5.52% | 9.94% | 16.08% | 7.72% | 7.75% | 6.26% | 10.74% | 16.97% | 8.59% | 8.72% | 14.44% | -21.94% | -19.00% | -2.10% | 0.85 | 0.07 | 0.10 |
Return Calculated On: 25 March 2025 | Ratios Calculated On: 28 February 2025
Performance Indicators
As On: 25 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund |
-0.87
|
2.08
|
2.11
|
-9.71
|
-17.20
|
5.52
|
9.94
|
16.08
|
7.72
|
7.75
|
13.87
|
| HDFC Mnc Fund |
-0.53
|
3.82
|
2.97
|
-9.41
|
-19.28
|
-0.79
|
|
|
|
|
|
| Icici Prudential Mnc Fund |
-0.64
|
2.50
|
1.59
|
-5.79
|
-13.82
|
6.08
|
12.45
|
27.87
|
|
|
|
| Sbi Magnum Global Fund |
-0.50
|
2.11
|
1.65
|
-8.44
|
-10.26
|
1.29
|
7.87
|
19.98
|
10.73
|
9.92
|
13.69
|
| Uti Mnc Fund |
-0.67
|
2.65
|
2.23
|
-8.76
|
-16.23
|
3.49
|
12.22
|
19.02
|
9.64
|
9.10
|
14.04
|
| Nifty MNC Total Return Index |
-0.88
|
1.75
|
1.66
|
-6.01
|
-18.03
|
4.23
|
15.21
|
22.69
|
11.11
|
11.83
|
13.64
|
As On: 25 March 2025
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund |
-0.87
|
2.09
|
2.16
|
-9.56
|
-16.92
|
6.26
|
10.74
|
16.97
|
8.59
|
8.72
|
|
| HDFC Mnc Fund |
-0.54
|
3.84
|
3.06
|
-9.15
|
-18.81
|
0.41
|
|
|
|
|
|
| Icici Prudential Mnc Fund |
-0.60
|
2.54
|
1.69
|
-5.52
|
-13.37
|
7.29
|
13.81
|
29.56
|
|
|
|
| Sbi Magnum Global Fund |
-0.49
|
2.12
|
1.70
|
-8.30
|
-9.96
|
1.98
|
8.62
|
20.85
|
11.55
|
10.81
|
|
| Uti Mnc Fund |
-0.67
|
2.67
|
2.30
|
-8.57
|
-15.88
|
4.39
|
13.19
|
20.08
|
10.61
|
10.08
|
|
| Nifty MNC Total Return Index |
-0.88
|
1.75
|
1.66
|
-6.01
|
-18.03
|
4.23
|
15.21
|
22.69
|
11.11
|
11.83
|
13.64
|
As On: 25 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund |
-13.86
|
8.67
|
9.12
|
8.64
|
8.42
|
12.13
|
| HDFC Mnc Fund |
-17.41
|
|
|
|
|
|
| Icici Prudential Mnc Fund |
-8.39
|
11.77
|
16.27
|
|
|
|
| Sbi Magnum Global Fund |
-8.40
|
5.77
|
10.17
|
11.40
|
11.08
|
13.31
|
| Uti Mnc Fund |
-12.70
|
9.30
|
11.38
|
10.91
|
10.32
|
12.84
|
As On: 25 March 2025
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund |
-13.26
|
9.48
|
9.94
|
9.47
|
9.31
|
|
| HDFC Mnc Fund |
-16.40
|
|
|
|
|
|
| Icici Prudential Mnc Fund |
-7.34
|
13.12
|
17.81
|
|
|
|
| Sbi Magnum Global Fund |
-7.77
|
6.53
|
10.99
|
12.22
|
11.92
|
|
| Uti Mnc Fund |
-11.95
|
10.28
|
12.39
|
11.89
|
11.29
|
|
Calculated On: 28 February 2025
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund | -19.00 | -21.94 | -7.67 | 14.44 | 10.16 |
| Icici Prudential Mnc Fund | -16.13 | -18.43 | -7.14 | 12.43 | 9.34 |
| Sbi Magnum Global Fund | -16.98 | -14.11 | -5.47 | 11.81 | 8.39 |
| Uti Mnc Fund | -17.69 | -21.28 | -6.69 | 13.02 | 9.15 |
Calculated On: 28 February 2025
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Mnc Fund |
0.10
|
0.07
|
0.26
|
0.40
|
-2.10
|
0.85 |
0.73
|
|
0.75
|
-3.7900
|
| Icici Prudential Mnc Fund |
0.35
|
0.17
|
0.40
|
0.41
|
2.05
|
0.77 |
0.77
|
|
1.04
|
0.8500
|
| Sbi Magnum Global Fund |
0.01
|
0.03
|
0.29
|
0.46
|
-0.62
|
0.61 |
0.55
|
|
0.63
|
-5.1100
|
| Uti Mnc Fund |
0.20
|
0.11
|
0.30
|
0.45
|
-0.53
|
0.83 |
0.84
|
|
0.86
|
-2.5200
|