Value Fund


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

हिंदी में: वैल्यू फंड

Top Performing Value Fund

Ranking Date: 31 March 2023

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

Icici Prudential Value Discovery Fund

1 The Icici Prudential Value Discovery Fund is a Value Fund. In the Value Fund category there are 18 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. 15.75% 29.07% -5.93% -10.29% 1.87 1.58 0.46

Templeton India Value Fund

2 The Templeton India Value Fund is a Value Fund. In the Value Fund category there are 18 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 two KPIs that are in bottom quartile. The fund has 9% of the KPIs that are in bottom quartile. 20.72% 34.81% -9.17% -14.51% 1.65 1.22 0.39

Idfc Sterling Value Fund

3 The Idfc Sterling Value Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund has 13 KPIs that are in top quartile. The fund has 57% 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 four KPIs that are in bottom quartile. The fund has 17% of the KPIs that are in bottom quartile. 18.10% 40.40% -11.56% -19.37% 1.86 1.33 0.40

Tata Equity P/E Fund

4 The Tata Equity P/E Fund is a Value Fund. In the Value Fund category there are 18 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 one performance parameter that is in bottom quartile. 17.07% 23.33% -9.51% -11.82% 1.27 0.91 0.46

Jm Value Fund

5 The Jm Value Fund is a Value Fund. In the Value Fund category there are 18 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 one performance parameter that is in bottom quartile. 23.80% 28.44% -12.74% -12.84% 1.40 1.00 0.39

Quantum Long Term Equity Value Fund

6 The Quantum Long Term Equity Value Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund has three KPIs that are in top quartile. The fund has 13% 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. 11.82% 23.54% -9.52% -15.46% 1.21 0.87 0.44

Uti Value Opportunities Fund

7 The Uti Value Opportunities Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund has three KPIs that are in top quartile. The fund has 13% 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. 12.38% 23.65% -11.45% -12.40% 1.26 0.90 0.43

Nippon India Value Fund

8 The Nippon India Value Fund is a Value Fund. In the Value Fund category there are 18 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. 14.95% 28.42% -10.84% -15.26% 1.36 0.91 0.41

Hdfc Capital Builder Value Fund

9 The Hdfc Capital Builder Value Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund has one KPI that is 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. 14.39% 25.80% -12.46% -15.00% 1.32 0.90 0.43

Union Value Discovery Fund

10 The Union Value Discovery Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund has two KPIs that are in top quartile. The fund has 10% of the KPIs that are in top quartile. The fund has five KPIs that are in bottom quartile. The fund has 24% of the KPIs that are in bottom quartile. 13.51% 24.16% -10.59% -15.23% 1.22 0.89 0.44

Idbi Long Term Value Fund

11 The Idbi Long Term Value Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund does not have any KPI that are top quartile. The fund has 15 KPIs that are in bottom quartile. The fund has 71% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 12.04% 23.29% -11.64% -15.45% 1.14 0.75 0.42

Indiabulls Value Fund

12 The Indiabulls Value Fund is a Value Fund. In the Value Fund category there are 18 funds. The fund does not have any KPI that are top quartile. The fund has 20 KPIs that are in bottom quartile. The fund has 87% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 8.32% 20.32% -11.91% -15.15% 0.95 0.60 0.40

Aditya Birla Sun Life Pure Value Fund

13 The Aditya Birla Sun Life Pure Value Fund is a Value Fund. In the Value Fund category there are 18 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 13 KPIs that are in bottom quartile. The fund has 57% of the KPIs that are in bottom quartile. The fund has over 50% KPIs in bottom quartile which shows the fund has performed poorly. 19.33% 27.29% -15.23% -22.33% 1.17 0.67 0.41

****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 Pure Value Fund
0.17
6
2.06
4
3.30
9
11.45
1
4.67
4
19.33
4
27.29
6
5.44
11
Templeton India Value Fund
0.05
9
0.89
17
3.23
11
7.58
10
1.91
10
20.72
2
34.81
2
12.44
4
HDFC Capital Builder Value Fund
-0.06
14
1.44
8
3.20
13
6.63
12
-0.92
16
14.39
12
25.80
7
9.65
8
ICICI Prudential Value Discovery Fund
-0.18
17
0.42
18
1.52
16
4.77
18
2.08
9
15.75
10
29.07
3
14.98
1
IDBI Long Term Value Fund
-0.24
18
1.46
7
3.22
12
5.98
14
-2.06
17
12.04
16
23.29
12
IDFC Sterling Value Fund
0.36
3
1.98
5
5.17
1
9.64
3
5.76
2
18.10
7
40.40
1
12.33
5
Indiabulls Value Fund
-0.16
16
0.97
16
1.93
15
5.47
16
-3.13
18
8.32
18
20.32
13
5.83
10
JM Value Fund
0.35
4
2.40
1
5.04
2
9.33
4
6.97
1
23.80
1
28.44
4
13.27
2
Nippon India Value Fund
-0.06
15
1.43
9
4.04
4
8.86
6
0.48
11
14.95
11
28.42
5
12.62
3
Quantum Long Term Equity Value Fund
0.29
5
1.20
13
3.30
8
6.04
13
0.11
13
11.82
17
23.54
10
9.40
9
Tata Equity P/E Fund
-0.05
12
1.16
14
3.24
10
9.29
5
2.74
7
17.07
9
23.33
11
9.89
7
Union Value Discovery Fund
-0.06
13
2.15
3
3.79
5
6.67
11
0.11
12
13.51
13
24.16
8
UTI Value Opportunities Fund
0.13
7
1.61
6
3.51
7
5.33
17
-0.81
15
12.38
15
23.65
9
12.25
6
DSP Value Fund
0.05
8
1.02
15
1.45
17
5.71
15
3.19
5
12.65
14
ITI Value Fund
-0.01
11
1.33
10
3.20
14
8.28
7
2.43
8
19.25
5
Canara Robeco Value Fund
0.00
10
1.25
11
3.75
6
7.90
9
2.88
6
20.63
3
Axis Value Fund
0.45
2
2.30
2
4.40
3
10.08
2
4.80
3
19.02
6
Quant Value Fund
0.73
1
1.25
12
1.08
18
7.92
8
-0.24
14
18.00
8

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 Pure Value Fund
0.17
6
2.06
4
3.30
9
11.45
1
4.67
4
19.33
4
27.29
6
5.44
11
Templeton India Value Fund
0.05
9
0.89
17
3.23
11
7.58
10
1.91
10
20.72
2
34.81
2
12.44
4
HDFC Capital Builder Value Fund
-0.06
14
1.44
8
3.20
13
6.63
12
-0.92
16
14.39
12
25.80
7
9.65
8
ICICI Prudential Value Discovery Fund
-0.18
17
0.42
18
1.52
16
4.77
18
2.08
9
15.75
10
29.07
3
14.98
1
IDBI Long Term Value Fund
-0.24
18
1.46
7
3.22
12
5.98
14
-2.06
17
12.04
16
23.29
12
IDFC Sterling Value Fund
0.36
3
1.98
5
5.17
1
9.64
3
5.76
2
18.10
7
40.40
1
12.33
5
Indiabulls Value Fund
-0.16
16
0.97
16
1.93
15
5.47
16
-3.13
18
8.32
18
20.32
13
5.83
10
JM Value Fund
0.35
4
2.40
1
5.04
2
9.33
4
6.97
1
23.80
1
28.44
4
13.27
2
Nippon India Value Fund
-0.06
15
1.43
9
4.04
4
8.86
6
0.48
11
14.95
11
28.42
5
12.62
3
Quantum Long Term Equity Value Fund
0.29
5
1.20
13
3.30
8
6.04
13
0.11
13
11.82
17
23.54
10
9.40
9
Tata Equity P/E Fund
-0.05
12
1.16
14
3.24
10
9.29
5
2.74
7
17.07
9
23.33
11
9.89
7
Union Value Discovery Fund
-0.06
13
2.15
3
3.79
5
6.67
11
0.11
12
13.51
13
24.16
8
UTI Value Opportunities Fund
0.13
7
1.61
6
3.51
7
5.33
17
-0.81
15
12.38
15
23.65
9
12.25
6
DSP Value Fund
0.05
8
1.02
15
1.45
17
5.71
15
3.19
5
12.65
14
ITI Value Fund
-0.01
11
1.33
10
3.20
14
8.28
7
2.43
8
19.25
5
Canara Robeco Value Fund
0.00
10
1.25
11
3.75
6
7.90
9
2.88
6
20.63
3
Axis Value Fund
0.45
2
2.30
2
4.40
3
10.08
2
4.80
3
19.02
6
Quant Value Fund
0.73
1
1.25
12
1.08
18
7.92
8
-0.24
14
18.00
8
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 Pure Value Fund

1.50
7
2.96
8
2.53
11
10.57
10
12.37
10

Templeton India Value Fund

1.51
6
4.21
2
4.22
4
18.89
1
17.67
5

Hdfc Capital Builder Value Fund

1.28
8
2.35
10
0.94
14
12.39
7
14.68
7

Icici Prudential Value Discovery Fund

0.99
12
3.17
6
5.16
2
18.31
2
20.66
2

Idbi Long Term Value Fund

0.61
17
1.94
15
0.45
17
10.78
9

Idfc Sterling Value Fund

0.84
15
2.26
11
2.75
9
17.93
3
20.81
1

Indiabulls Value Fund

0.41
18
1.53
17
-0.36
18
8.98
13
13.23
9

Jm Value Fund

1.69
2
4.36
1
6.60
1
13.94
4
16.96
6

Nippon India Value Fund

1.07
11
2.12
13
0.52
16
13.76
5
19.48
3

Quantum Long Term Equity Value Fund

0.74
16
2.23
12
1.65
12
9.31
12
12.04
11

Tata Equity P/E Fund

1.59
3
3.12
7
3.51
5
12.68
6
14.36
8

Union Value Discovery Fund

1.07
10
1.90
16
0.95
13
12.10
8

Uti Value Opportunities Fund

0.90
14
0.84
18
0.60
15
10.54
11
18.33
4

Dsp Value Fund

1.14
9
2.06
14
3.14
7

Iti Value Fund

1.55
5
3.94
4
3.48
6

Canara Robeco Value Fund

1.56
4
3.76
5
4.26
3

Axis Value Fund

0.96
13
2.37
9
2.79
8

Quant Value Fund

1.71
1
4.08
3
2.64
10
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 Pure Value Fund

1.57
7
3.19
8
2.99
11
11.58
10
13.58
10

Templeton India Value Fund

1.63
5
4.56
1
4.74
4
19.97
1
18.73
5

Hdfc Capital Builder Value Fund

1.35
8
2.57
10
1.42
13
13.45
7
15.75
8

Icici Prudential Value Discovery Fund

1.03
13
3.30
7
5.44
2
18.96
3
21.34
2

Idbi Long Term Value Fund

0.65
17
2.06
16
0.86
17
11.66
9

Idfc Sterling Value Fund

0.93
15
2.54
11
3.32
10
19.23
2
22.13
1

Indiabulls Value Fund

0.55
18
1.98
17
0.53
18
10.95
12
15.37
9

Jm Value Fund

1.74
3
4.53
2
6.95
1
14.70
4
17.74
6

Nippon India Value Fund

1.12
11
2.30
13
0.87
16
14.59
5
20.26
3

Quantum Long Term Equity Value Fund

0.77
16
2.36
12
1.92
12
9.85
13
12.57
11

Tata Equity P/E Fund

1.67
4
3.38
6
4.03
6
13.87
6
15.84
7

Union Value Discovery Fund

1.15
10
2.12
15
1.40
14
12.97
8

Uti Value Opportunities Fund

0.96
14
1.03
18
0.98
15
11.36
11
19.13
4

Dsp Value Fund

1.20
9
2.25
14
3.52
7

Iti Value Fund

1.82
1
4.44
4
4.54
5

Canara Robeco Value Fund

1.62
6
4.12
5
5.08
3

Axis Value Fund

1.04
12
2.74
9
3.51
9

Quant Value Fund

1.81
2
4.49
3
3.51
8
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 Pure Value Fund

-22.33
13
-15.23
13
-4.75
11
19.30
11
12.93
13

Templeton India Value Fund

-14.51
5
-9.17
2
-3.92
5
19.50
12
12.07
11

Hdfc Capital Builder Value Fund

-15.00
6
-12.46
11
-4.35
8
17.44
8
10.93
8

Icici Prudential Value Discovery Fund

-10.29
1
-5.93
1
-3.06
1
15.84
1
9.35
1

Idbi Long Term Value Fund

-15.45
10
-11.64
9
-5.94
13
17.07
7
10.60
6

Idfc Sterling Value Fund

-19.37
12
-11.56
8
-4.33
7
19.59
13
12.31
12

Indiabulls Value Fund

-15.15
7
-11.91
10
-5.90
12
16.82
5
10.63
7

Jm Value Fund

-12.84
4
-12.74
12
-3.42
2
16.86
6
10.47
5

Nippon India Value Fund

-15.26
9
-10.84
6
-4.18
6
17.86
9
11.36
10

Quantum Long Term Equity Value Fund

-15.46
11
-9.52
4
-4.36
9
16.67
3
9.79
3

Tata Equity P/E Fund

-11.82
2
-9.51
3
-3.52
3
16.10
2
9.67
2

Union Value Discovery Fund

-15.23
8
-10.59
5
-3.70
4
18.42
10
10.98
9

Uti Value Opportunities Fund

-12.40
3
-11.45
7
-4.47
10
16.79
4
10.07
4
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 Pure Value Fund

1.17
11
0.67
12
1.24
12
0.41
-3.06
12 0.65 11
0.79
11
0.35
4
3.12
4
-0.2099
13

Templeton India Value Fund

1.65
3
1.22
3
2.16
2
0.39
11.11
2 0.98 3
0.82
10
0.33
5
2.88
5
0.1057
1

Hdfc Capital Builder Value Fund

1.32
6
0.90
8
1.41
9
0.43
2.71
7 0.95 4
0.96
1
0.24
8
2.49
7
0.0127
4

Icici Prudential Value Discovery Fund

1.87
1
1.58
1
2.43
1
0.46
13.39
1 0.52 13
0.65
13
0.57
1
4.16
1
-0.0992
11

Idbi Long Term Value Fund

1.14
12
0.75
11
1.29
11
0.42
-0.44
11 0.92 5
0.94
5
0.21
12
2.27
12
-0.0284
9

Idfc Sterling Value Fund

1.86
2
1.33
2
2.14
3
0.40
7.00
3 1.00 1
0.95
3
0.36
3
3.27
3
0.0710
2

Indiabulls Value Fund

0.95
13
0.60
13
1.11
13
0.40
-3.40
13 0.90 7
0.92
6
0.18
13
2.03
13
-0.0653
10

Jm Value Fund

1.40
4
1.00
4
1.42
8
0.39
5.98
4 0.87 8
0.88
9
0.27
6
2.61
6
0.0226
3

Nippon India Value Fund

1.36
5
0.91
5
1.59
4
0.41
1.77
9 0.60 12
0.77
12
0.41
2
3.47
2
-0.1907
12

Quantum Long Term Equity Value Fund

1.21
10
0.87
10
1.47
7
0.44
3.46
6 0.86 9
0.90
8
0.23
9
2.40
10
-0.0057
8

Tata Equity P/E Fund

1.27
7
0.91
6
1.48
6
0.46
4.40
5 0.84 10
0.92
7
0.24
7
2.48
8
-0.0029
6

Union Value Discovery Fund

1.22
9
0.89
9
1.51
5
0.44
0.25
10 1.00 2
0.95
2
0.22
11
2.36
11
0.0025
5

Uti Value Opportunities Fund

1.26
8
0.90
7
1.38
10
0.43
2.43
8 0.90 6
0.95
4
0.23
10
2.43
9
-0.0039
7




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.