Aditya Birla Sun Life Banking And Financial Services Fund

Click on + to See NAV
Fund Name NAV Date NAV Rupee Change Percent Change
Aditya Birla Sun Life Banking and Financial Services Fund - REGULAR - IDCW 06/Jun/2023 19.62
0.0400
0.2043%
Aditya Birla Sun Life Banking and Financial Services Fund - DIRECT - IDCW 06/Jun/2023 26.01
0.0600
0.2312%
Aditya Birla Sun Life Banking and Financial Services Fund - Regular Plan - Growth 06/Jun/2023 43.41
0.1000
0.2309%
Aditya Birla Sun Life Banking and Financial Services Fund - Direct Plan - Growth 06/Jun/2023 47.72
0.1000
0.2100%

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

Fund Performance Analysis

Aditya Birla Sun Life Banking And Financial Services Fund Analysis

Bmsmoney Banking and Financial Fund Category Rank: 11

Aditya Birla Sun Life Banking And Financial Services Fund Performance Snapshot (Regular Plan)

Rotate the phone! Best viewed in landscape mode on mobile
KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
5.80
4.94
Yes
Yes
No
3/15 3.66 / 6.97
1M Rolling Return %
2.53
2.53
No
No
No
7/15 1.71 / 3.51
3M Return %
11.91
10.11
Yes
Yes
No
1/15 8.86 / 11.91
3M Rolling Return %
4.62
4.86
No
No
No
10/15 3.60 / 6.10
6M Return %
3.31
2.80
Yes
No
No
6/15 0.62 / 4.86
6M Rolling Return %
3.05
3.83
No
No
No
11/15 1.77 / 5.37
1Y Return %
23.96
23.64
Yes
No
No
8/15 17.85 / 28.42
1Y Rolling Return %
9.65
10.87
No
No
Yes
9/12 7.53 / 17.69
3Y Return %
28.48
25.71
Yes
Yes
No
2/12 22.39 / 33.68
3Y Rolling Return %
10.35
10.34
Yes
No
No
7/12 7.00 / 13.13
5Y Return %
9.12
9.85
No
No
No
8/11 6.42 / 12.05
Standard Deviation
26.05
23.72
No
No
Yes
12/12 22.12 / 26.05
Semi Deviation
15.92
14.65
No
No
Yes
11/12 13.76 / 15.93
Max Drawdown
-18.05
-16.48
No
No
Yes
10/12 -18.28 / -12.63
VaR 1 Y
-24.66
-23.89
No
No
No
8/12 -25.75 / -21.96
Average Drawdown
-8.52
-6.77
No
No
Yes
12/12 -8.52 / -5.68
Sharpe Ratio
0.78
0.78
Yes
No
No
5/12 0.62 / 1.00
Sterling Ratio
1.03
1.03
Yes
No
No
5/12 0.85 / 1.51
Sortino Ratio
0.52
0.51
Yes
No
No
5/12 0.39 / 0.63
Jensen Alpha
1.19
1.38
No
No
No
7/12 -2.37 / 5.61
Treynor Ratio
0.20
0.20
No
No
No
5/12 0.16 / 0.28
Modigliani Square measure
27.56
28.49
No
No
Yes
9/12 23.89 / 35.77
Active Return
0.02
-0.01
Yes
Yes
No
3/12 -0.05 / 0.03
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : June 6, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Aditya Birla Sun Life Banking And Financial Services Fund Performance vs Category Average

All parametrs are in percentage

Top Performing Peers of Aditya Birla Sun Life Banking And Financial Services Fund

Top Performing Funds in Banking and Financial Fund Category
Rotate the phone! Best viewed in landscape mode on mobile.
Fund Name Category Rank Analysis 1Y Return 3Y Return Max Drawdown VaR 1Y 95% Sharpe Ratio Sortino Ratio Hurst Index

Nippon India Banking & Financial Services Fund

3 The Nippon India Banking & Financial Services Fund is a Banking and Financial. In the Banking and Financial category there are 16 funds. The fund has 15 KPIs that are in top quartile. The fund has 65% 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. You can read more about the fund KPIs in the Nippon India Banking & Financial Services Fund performance snapshot section. 27.14% 33.68% -12.63% -25.69% 1.00 0.63 0.41

Sundaram Financial Services Fund

1 The Sundaram Financial Services Fund is a Banking and Financial. In the Banking and Financial category there are 16 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 does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Sundaram Financial Services Fund performance snapshot section. 27.27% 27.38% -15.58% -21.98% 0.85 0.57 0.42

Lic Mf Banking And Financial Services Fund

2 The Lic Mf Banking And Financial Services Fund is a Banking and Financial. In the Banking and Financial category there are 16 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. You can read more about the fund KPIs in the Lic Mf Banking And Financial Services Fund performance snapshot section. 27.83% 24.21% -15.28% -23.76% 0.76 0.51 0.41

Aditya Birla Sun Life Banking And Financial Services Fund Performance Snapshot (Direct Plan)

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
5.86
5.04
Yes
Yes
No
3/15 3.76 / 7.04
1M Rolling Return %
2.63
2.65
No
No
No
7/15 1.88 / 3.64
3M Return %
12.18
10.46
Yes
Yes
No
1/15 9.13 / 12.18
3M Rolling Return %
4.88
5.19
No
No
No
10/15 3.90 / 6.52
6M Return %
3.78
3.45
Yes
No
No
8/15 1.38 / 5.76
6M Rolling Return %
3.55
4.49
No
No
Yes
12/15 2.35 / 6.23
1Y Return %
25.18
25.21
No
No
No
9/15 19.23 / 30.56
1Y Rolling Return %
10.74
12.11
No
No
Yes
9/12 8.59 / 18.70
3Y Return %
29.78
27.10
Yes
Yes
No
2/12 23.51 / 34.72
3Y Rolling Return %
11.50
11.51
No
No
No
7/12 8.09 / 14.37
5Y Return %
10.24
11.03
No
No
No
8/11 7.55 / 13.34
Standard Deviation
26.05
23.72
No
No
Yes
12/12 22.12 / 26.05
Semi Deviation
15.92
14.65
No
No
Yes
11/12 13.76 / 15.93
Max Drawdown
-18.05
-16.48
No
No
Yes
10/12 -18.28 / -12.63
VaR 1 Y
-24.66
-23.89
No
No
No
8/12 -25.75 / -21.96
Average Drawdown
-8.52
-6.77
No
No
Yes
12/12 -8.52 / -5.68
Sharpe Ratio
0.78
0.78
Yes
No
No
5/12 0.62 / 1.00
Sterling Ratio
1.03
1.03
Yes
No
No
5/12 0.85 / 1.51
Sortino Ratio
0.52
0.51
Yes
No
No
5/12 0.39 / 0.63
Jensen Alpha
1.19
1.38
No
No
No
7/12 -2.37 / 5.61
Treynor Ratio
0.20
0.20
No
No
No
5/12 0.16 / 0.28
Modigliani Square measure
27.56
28.49
No
No
Yes
9/12 23.89 / 35.77
Active Return
0.02
-0.01
Yes
Yes
No
3/12 -0.05 / 0.03
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : June 6, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Aditya Birla Sun Life Banking And Financial Services Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 5.80% 5.86%
1M Rolling Return % 2.53% 2.63%
3M Return % 11.91% 12.18%
3M Rolling Return % 4.62% 4.88%
6M Return % 3.31% 3.78%
6M Rolling Return % 3.05% 3.55%
1Y Return % 23.96% 25.18%
1Y Rolling Return % 9.65% 10.74%
3Y Return % 28.48% 29.78%
3Y Rolling Return % 10.35% 11.50%
5Y Return % 9.12% 10.24%
Standard Deviation 26.05% 26.05%
Semi Deviation 15.92% 15.92%
Max Drawdown -18.05% -18.05%
VaR 1 Y -24.66% -24.66%
Average Drawdown -8.52% -8.52%
Sharpe Ratio 0.78% 0.78%
Sterling Ratio 1.03% 1.03%
Sortino Ratio 0.52% 0.52%
Jensen Alpha 1.19% 1.19%
Treynor Ratio 0.20% 0.20%
Modigliani Square measure 27.56% 27.56%
Active Return 0.02% 0.02%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns


For Any Question Join Our Group On Facebook

Banking and Financial Fund Category Performance Analysis

Return Chart (Regular Plan)

Click on + to See Details
Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Invesco India Financial Services Fund

0.46
1
0.73
2
5.12
7
10.67
4
3.51
5
23.82
9
23.93
8
10.15
5

Taurus Banking & Financial Services Fund

0.42
2
0.20
11
3.95
12
10.26
6
1.66
11
25.72
6
25.07
6
11.59
2

Nippon India Banking & Financial Services Fund

0.38
3
0.60
3
6.97
1
11.18
2
4.84
2
27.14
4
33.68
1
9.90
6

Iti Banking And Financial Services Fund

0.31
4
0.01
13
3.88
13
8.99
14
0.62
15
18.28
14

Tata Banking & Financial Services Fund

0.29
5
0.90
1
6.14
2
10.14
9
4.02
3
28.42
1
23.64
9
10.86
4

Uti Banking And Financial Services Fund

0.27
6
0.21
10
4.76
10
9.30
12
1.62
12
22.62
10
25.92
5
6.42
11

Hdfc Banking & Financial Services Fund

0.25
7
0.29
7
5.35
5
10.18
8
3.96
4
25.95
5

Baroda Bnp Paribas Banking & Financial Services Fund

0.25
8
0.22
9
4.24
11
8.86
15
0.89
14
19.68
13
22.43
11
8.59
10

Aditya Birla Sun Life Banking And Financial Services Fund

0.23
9
0.53
4
5.80
3
11.91
1
3.31
6
23.96
8
28.48
2
9.12
8

Mirae Asset Banking And Financial Services Fund

0.23
10
0.25
8
4.94
8
10.31
5
3.27
7
24.18
7

Sundaram Financial Services Fund

0.22
11
0.36
6
5.13
6
10.90
3
4.86
1
27.27
3
27.38
4
12.05
1

Idbi Banking & Financial Services Fund

0.20
12
-0.20
15
3.66
15
10.10
10
2.29
10
21.15
11
22.39
12

Lic Mf Banking And Financial Services Fund

0.18
13
0.43
5
5.44
4
9.36
11
3.16
8
27.83
2
24.21
7
8.68
9

Icici Prudential Banking & Financial Services Fund

0.15
14
-0.02
14
4.90
9
10.25
7
2.93
9
20.65
12
27.85
3
9.70
7

Sbi Banking & Financial Services Fund

0.13
15
0.09
12
3.77
14
9.28
13
1.09
13
17.85
15
23.55
10
11.27
3
Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Invesco India Financial Services Fund

0.48
1
0.76
2
5.25
7
11.06
4
4.24
5
25.56
8
25.58
9
11.66
5

Taurus Banking & Financial Services Fund

0.43
2
0.20
11
3.99
13
10.49
9
2.06
12
26.70
6
26.07
6
12.46
4

Nippon India Banking & Financial Services Fund

0.38
3
0.61
3
7.04
1
11.39
2
5.25
2
28.24
4
34.72
1
10.71
6

Iti Banking And Financial Services Fund

0.32
4
0.04
13
4.07
12
9.57
14
1.67
13
20.89
13

Tata Banking & Financial Services Fund

0.30
5
0.93
1
6.28
2
10.57
7
4.85
3
30.56
1
25.62
8
12.64
2

Uti Banking And Financial Services Fund

0.27
6
0.23
10
4.85
10
9.58
13
2.17
11
24.01
10
27.30
5
7.55
11

Hdfc Banking & Financial Services Fund

0.26
7
0.32
7
5.48
5
10.61
6
4.79
4
27.97
5

Idbi Banking & Financial Services Fund

0.26
8
-0.19
15
3.76
15
10.32
10
2.81
10
22.35
11
23.65
11

Baroda Bnp Paribas Banking & Financial Services Fund

0.25
9
0.24
9
4.33
11
9.13
15
1.38
15
20.84
14
23.51
12
9.48
10

Sundaram Financial Services Fund

0.22
10
0.38
6
5.26
6
11.33
3
5.76
1
29.32
3
29.23
3
13.34
1

Mirae Asset Banking And Financial Services Fund

0.22
11
0.28
8
5.09
8
10.75
5
4.07
6
26.14
7

Aditya Birla Sun Life Banking And Financial Services Fund

0.21
12
0.53
4
5.86
3
12.18
1
3.78
8
25.18
9
29.78
2
10.24
8

Lic Mf Banking And Financial Services Fund

0.18
13
0.44
5
5.53
4
9.80
11
3.85
7
29.42
2
25.74
7
9.95
9

Icici Prudential Banking & Financial Services Fund

0.16
14
0.00
14
4.98
9
10.50
8
3.37
9
21.70
12
28.95
4
10.70
7

Sbi Banking & Financial Services Fund

0.13
15
0.11
12
3.88
14
9.61
12
1.67
14
19.23
15
25.02
10
12.59
3
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 Banking And Financial Services Fund

2.53
7
4.62
10
3.05
11
9.65
9
10.35
7

Icici Prudential Banking & Financial Services Fund

2.45
8
4.56
11
3.71
8
10.62
6
10.57
6

Idbi Banking & Financial Services Fund

1.71
15
3.92
14
2.76
13
7.53
12
8.81
10

Invesco India Financial Services Fund

2.67
6
5.06
6
3.57
9
9.91
8
11.55
3

Nippon India Banking Fund

2.79
5
5.20
5
4.65
6
17.69
1
10.31
8

Sbi Banking & Financial Services Fund

1.84
14
3.60
15
1.77
15
8.52
10
12.35
2

Sundaram Financial Services Opportunities Fund

3.02
2
6.10
1
5.29
2
12.39
3
13.13
1

Tata Banking & Financial Services Fund

3.51
1
5.72
3
4.97
4
11.31
5
11.09
5

Uti Banking And Financial Services Fund

2.37
12
4.67
9
3.07
10
10.49
7
7.00
12

Taurus Banking & Financial Services Fund

2.83
4
5.91
2
5.21
3
11.49
4
11.33
4

Lic Mf Banking And Financial Services Fund

2.42
10
4.97
8
4.74
5
12.55
2
8.76
11

Mirae Asset Banking And Financial Services Fund

2.40
11
4.98
7
4.01
7

Hdfc Banking & Financial Services Fund

2.85
3
5.39
4
5.37
1

Iti Banking And Financial Services Fund

2.12
13
4.25
12
2.80
12

Baroda Bnp Paribas Banking & Financial Services Fund

2.44
9
4.00
13
2.47
14
8.28
11
8.85
9
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 Banking And Financial Services Fund

2.63
7
4.88
10
3.55
12
10.74
9
11.50
7

Icici Prudential Banking & Financial Services Fund

2.53
9
4.79
11
4.16
9
11.54
7
11.53
6

Idbi Banking & Financial Services Fund

1.88
15
4.21
14
3.34
13
8.59
12
10.07
9

Invesco India Financial Services Fund

2.78
6
5.43
6
4.29
8
11.44
8
13.02
3

Nippon India Banking Fund

2.88
5
5.45
5
5.12
6
18.70
1
11.12
8

Sbi Banking & Financial Services Fund

1.93
14
3.90
15
2.35
15
9.79
10
13.68
2

Sundaram Financial Services Opportunities Fund

3.15
2
6.52
1
6.21
2
14.04
2
14.37
1

Tata Banking & Financial Services Fund

3.64
1
6.15
2
5.84
3
13.19
4
12.85
4

Uti Banking And Financial Services Fund

2.47
12
4.94
9
3.65
11
11.76
6
8.09
12

Taurus Banking & Financial Services Fund

2.92
4
6.12
3
5.61
4
12.34
5
12.19
5

Lic Mf Banking And Financial Services Fund

2.53
8
5.28
8
5.35
5
13.92
3
9.96
10

Mirae Asset Banking And Financial Services Fund

2.52
10
5.39
7
4.82
7

Hdfc Banking & Financial Services Fund

3.00
3
5.79
4
6.23
1

Iti Banking And Financial Services Fund

2.31
13
4.78
12
3.92
10

Baroda Bnp Paribas Banking & Financial Services Fund

2.52
11
4.25
13
2.97
14
9.28
11
9.71
11
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Banking And Financial Services Fund

-24.66
8
-18.05
10
-8.52
12
26.05
12
15.92
11

Icici Prudential Banking & Financial Services Fund

-24.03
7
-15.10
2
-7.02
9
23.92
9
14.74
8

Idbi Banking & Financial Services Fund

-22.44
3
-18.14
11
-6.68
7
23.35
6
14.16
4

Invesco India Financial Services Fund

-23.19
5
-18.28
12
-6.30
5
22.15
2
13.96
2

Nippon India Banking & Financial Services Fund

-25.69
11
-12.63
1
-6.16
3
25.42
11
15.93
12

Sbi Banking & Financial Services Fund

-21.96
1
-16.09
5
-6.41
6
23.04
4
14.28
5

Sundaram Financial Services Fund

-21.98
2
-15.58
4
-6.28
4
23.62
8
14.33
6

Tata Banking & Financial Services Fund

-22.91
4
-18.02
9
-5.76
2
22.12
1
13.76
1

Uti Banking And Financial Services Fund

-25.07
9
-17.03
7
-6.99
8
25.16
10
15.39
10

Taurus Banking & Financial Services Fund

-25.23
10
-17.33
8
-7.21
10
23.21
5
14.54
7

Lic Mf Banking And Financial Services Fund

-23.76
6
-15.28
3
-5.68
1
23.03
3
13.96
3

Baroda Bnp Paribas Banking & Financial Services Fund

-25.75
12
-16.19
6
-8.26
11
23.57
7
14.88
9
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 Value Rank % Rank % Rank % Rank

Aditya Birla Sun Life Banking And Financial Services Fund

0.78
5
0.52
5
1.03
5
0.43
1.19
7 1.02 1
0.95
6
0.20
5
27.56
9
0.02
3

Icici Prudential Banking & Financial Services Fund

0.88
2
0.57
2
1.18
2
0.41
4.79
2 0.91 7
0.90
12
0.23
2
30.69
2
0.03
2

Idbi Banking & Financial Services Fund

0.67
11
0.45
11
0.85
12
0.41
-1.49
11 0.93 4
0.98
1
0.17
11
25.29
11
-0.03
10

Invesco India Financial Services Fund

0.77
6
0.49
8
0.90
9
0.38
1.83
4 0.87 11
0.95
7
0.20
7
28.47
5
-0.02
7

Nippon India Banking & Financial Services Fund

1.00
1
0.63
1
1.51
1
0.41
5.61
1 0.92 6
0.92
11
0.28
1
35.77
1
0.03
1

Sbi Banking & Financial Services Fund

0.73
10
0.47
10
0.97
7
0.41
0.76
9 0.90 9
0.94
10
0.19
10
27.10
10
-0.02
8

Sundaram Financial Services Fund

0.85
3
0.57
3
1.12
3
0.42
3.10
3 0.94 3
0.98
2
0.21
3
30.04
3
0.02
4

Tata Banking & Financial Services Fund

0.76
8
0.49
7
0.89
10
0.38
1.33
6 0.87 10
0.96
5
0.19
9
28.00
6
-0.02
9

Uti Banking And Financial Services Fund

0.79
4
0.52
4
1.05
4
0.42
1.18
8 1.00 2
0.97
3
0.20
6
27.91
8
0.01
5

Taurus Banking & Financial Services Fund

0.74
9
0.48
9
0.94
8
0.41
-0.85
10 0.86 12
0.97
4
0.20
4
29.21
4
-0.05
12

Lic Mf Banking And Financial Services Fund

0.76
7
0.51
6
1.03
6
0.41
1.43
5 0.90 8
0.95
9
0.19
8
27.92
7
-0.01
6

Baroda Bnp Paribas Banking & Financial Services Fund

0.62
12
0.39
12
0.87
11
0.42
-2.37
12 0.92 5
0.95
8
0.16
12
23.89
12
-0.04
11

Aditya Birla Sun Life Banking And Financial Services Fund Additional Return Analysis

Aditya Birla Sun Life Banking And Financial Services Fund Value of Investment

Plan Type 1 Day 1 Week 1 Month 3 Month 6 Month 1 Year 3 Year 5 Year
Regular Plan Value of 1000 Rupee 1002.31 1005.33 1058.01 1119.10 1033.08 1239.58 2120.66 1547.04
Direct Plan Value of 1000 Rupee 1002.10 1005.27 1058.56 1121.77 1037.84 1251.84 2185.98 1628.11
Fund Information
Fund Launch Date: 25/Nov/2013
Fund Category: Banking and Financial Fund
Investment Objective: The primary investment objective of the Scheme is to generate long-term capital appreciation to unitholders from a portfolio that is invested predominantly in equity and equity related securities of companies engaged in banking and financial services. The Scheme does not guarantee/ indicate any returns. There can be no assurance that the scheme objectives will be achieved
Fund Description: It is an open-ended equity scheme that concentrates on the companies engaged in banking & financial services businesses with a growth oriented investment style
Fund Benchmark: Nifty Financial Services Total Return Index
Source: Fund FactSheet


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


For Any Question Join Our Group On Facebook



More Mutual Fund Analysis Article

  1. Money market mutual funds invest in short-term, high-quality debt instruments, aiming to maintain a stable value.
  2. Advantages include safety and stability due to high-credit-rating investments, high liquidity with typically penalty-free withdrawals, diversification across various debt instruments, and modest interest earnings.
  3. Disadvantages encompass lower returns compared to riskier investments, lack of government insurance, vulnerability to inflation risk, management fees that can eat into returns, and the potential for negative yields in periods of extremely low or negative interest rates.

  • 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.