Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
KPIs* | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
---|---|---|---|---|---|---|---|
1M Rolling Return % |
0.54
|
0.78
|
No
|
No
|
No
|
28/46 | -0.51 / 2.18 |
3M Rolling Return % |
1.39
|
0.41
|
Yes
|
No
|
No
|
18/44 | -4.39 / 4.20 |
6M Rolling Return % |
3.42
|
-0.67
|
Yes
|
Yes
|
No
|
7/40 | -9.62 / 7.88 |
1Y Rolling Return % |
8.23
|
-1.51
|
Yes
|
Yes
|
No
|
5/26 | -22.07 / 14.51 |
3Y Rolling Return % |
13.97
|
9.81
|
Yes
|
No
|
No
|
8/25 | -8.61 / 21.28 |
Standard Deviation |
17.83
|
20.70
|
Yes
|
No
|
No
|
10/26 | 11.02 / 33.49 |
Semi Deviation |
10.75
|
13.68
|
Yes
|
Yes
|
No
|
5/26 | 7.21 / 22.09 |
Max Drawdown |
-9.70
|
-27.12
|
Yes
|
Yes
|
No
|
1/26 | -50.49 / -9.70 |
VaR 1 Y |
-17.83
|
-25.39
|
Yes
|
Yes
|
No
|
4/26 | -40.80 / -13.94 |
Average Drawdown |
-3.35
|
-10.73
|
Yes
|
Yes
|
No
|
1/26 | -41.68 / -3.35 |
Sharpe Ratio |
0.78
|
0.34
|
Yes
|
Yes
|
No
|
4/26 | -0.45 / 0.82 |
Sterling Ratio |
1.12
|
0.45
|
Yes
|
Yes
|
No
|
1/26 | -0.05 / 1.12 |
Sortino Ratio |
0.51
|
0.22
|
Yes
|
Yes
|
No
|
1/26 | -0.14 / 0.51 |
All parametrs are in percentage
Fund Name | Category Rank | Analysis | 1Y Return | 3Y Return | Max Drawdown | VaR 1Y 95% | Sharpe Ratio | Sortino Ratio | Hurst Index |
---|---|---|---|---|---|---|---|---|---|
Invesco India - Invesco Global Equity Income Fund Of Fund |
1 | None | % | % | -19.04% | -18.56% | 0.80 | 0.45 | 0.44 |
KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
---|---|---|---|---|---|---|---|
1M Rolling Return % |
0.58
|
0.83
|
No
|
No
|
No
|
28/46 | -0.47 / 2.24 |
3M Rolling Return % |
1.60
|
0.60
|
Yes
|
No
|
No
|
17/44 | -4.12 / 4.41 |
6M Rolling Return % |
3.86
|
-0.29
|
Yes
|
Yes
|
No
|
6/40 | -9.14 / 8.21 |
1Y Rolling Return % |
9.18
|
-0.80
|
Yes
|
Yes
|
No
|
4/26 | -21.15 / 15.31 |
3Y Rolling Return % |
14.98
|
10.60
|
Yes
|
No
|
No
|
8/25 | -7.88 / 21.97 |
Standard Deviation |
17.83
|
20.70
|
Yes
|
No
|
No
|
10/26 | 11.02 / 33.49 |
Semi Deviation |
10.75
|
13.68
|
Yes
|
Yes
|
No
|
5/26 | 7.21 / 22.09 |
Max Drawdown |
-9.70
|
-27.12
|
Yes
|
Yes
|
No
|
1/26 | -50.49 / -9.70 |
VaR 1 Y |
-17.83
|
-25.39
|
Yes
|
Yes
|
No
|
4/26 | -40.80 / -13.94 |
Average Drawdown |
-3.35
|
-10.73
|
Yes
|
Yes
|
No
|
1/26 | -41.68 / -3.35 |
Sharpe Ratio |
0.78
|
0.34
|
Yes
|
Yes
|
No
|
4/26 | -0.45 / 0.82 |
Sterling Ratio |
1.12
|
0.45
|
Yes
|
Yes
|
No
|
1/26 | -0.05 / 1.12 |
Sortino Ratio |
0.51
|
0.22
|
Yes
|
Yes
|
No
|
1/26 | -0.14 / 0.51 |
Parameters | Regular Plan | Direct Plan |
---|---|---|
1M Rolling Return % | 0.54% | 0.58% |
3M Rolling Return % | 1.39% | 1.60% |
6M Rolling Return % | 3.42% | 3.86% |
1Y Rolling Return % | 8.23% | 9.18% |
3Y Rolling Return % | 13.97% | 14.98% |
Standard Deviation | 17.83% | 17.83% |
Semi Deviation | 10.75% | 10.75% |
Max Drawdown | -9.70% | -9.70% |
VaR 1 Y | -17.83% | -17.83% |
Average Drawdown | -3.35% | -3.35% |
Sharpe Ratio | 0.78% | 0.78% |
Sterling Ratio | 1.12% | 1.12% |
Sortino Ratio | 0.51% | 0.51% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsFund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
---|---|---|---|---|---|---|---|---|---|---|
% | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
Aditya Birla Sun Life Global Emerging Opportunities Fund |
-26.11
|
16 |
-20.79
|
7 |
-6.09
|
7 |
16.69
|
4 |
12.24
|
12 |
Franklin India Feeder - Franklin U.S. Opportunities Fund |
-33.87
|
22 |
-33.70
|
20 |
-9.73
|
16 |
23.80
|
19 |
15.84
|
20 |
Franklin India Feeder - Templeton European Opportunities Fund |
-19.68
|
9 |
-27.84
|
16 |
-7.61
|
10 |
18.58
|
12 |
11.97
|
10 |
Dsp World Gold Fund |
-40.74
|
25 |
-41.68
|
23 |
-41.68
|
26 |
33.49
|
26 |
20.57
|
25 |
Dsp World Energy Fund |
-32.81
|
21 |
-25.33
|
12 |
-12.20
|
20 |
23.91
|
20 |
15.40
|
19 |
Dsp World Mining Fund |
-28.55
|
18 |
-27.49
|
15 |
-10.27
|
18 |
27.49
|
23 |
19.83
|
23 |
Dsp World Agriculture Fund |
-26.04
|
15 |
-26.46
|
14 |
-14.44
|
22 |
15.69
|
3 |
11.20
|
7 |
Dsp Us Flexible Equity Fund |
-18.84
|
7 |
-12.57
|
4 |
-3.99
|
2 |
16.71
|
5 |
10.94
|
6 |
Dsp Global Allocation Fund |
-14.94
|
2 |
-13.54
|
5 |
-4.83
|
4 |
11.02
|
1 |
7.21
|
1 |
Edelweiss Greater China Equity Off-Shore Fund |
-35.46
|
23 |
-50.49
|
26 |
-19.54
|
23 |
25.74
|
22 |
16.28
|
21 |
Edelweiss Asean Equity Off-Shore Fund |
-15.57
|
3 |
-11.20
|
2 |
-4.87
|
5 |
17.06
|
6 |
9.29
|
3 |
Edelweiss Us Value Equity Offshore Fund |
-17.83
|
4 |
-9.70
|
1 |
-3.35
|
1 |
17.83
|
10 |
10.75
|
5 |
Edelweiss Europe Dynamic Equity Offshore Fund |
-18.95
|
8 |
-21.46
|
9 |
-7.92
|
12 |
19.47
|
16 |
13.26
|
16 |
Edelweiss Emerging Markets Opportunities Equity Offshore Fund |
-23.77
|
13 |
-35.66
|
21 |
-7.99
|
13 |
19.11
|
15 |
12.25
|
13 |
Hsbc Global Emerging Markets Fund |
-21.64
|
10 |
-30.28
|
18 |
-9.02
|
15 |
18.64
|
13 |
11.71
|
9 |
Hsbc Brazil Fund |
-40.80
|
26 |
-32.47
|
19 |
-21.65
|
25 |
32.53
|
25 |
22.09
|
26 |
Hsbc Asia Pacific (Ex Japan) Dividend Yield Fund |
-18.38
|
5 |
-24.26
|
11 |
-9.83
|
17 |
17.16
|
7 |
10.39
|
4 |
Icici Prudential Global Stable Equity Fund (Fof) |
-13.94
|
1 |
-11.30
|
3 |
-4.43
|
3 |
14.35
|
2 |
8.86
|
2 |
Invesco India - Invesco Pan European Equity Fund Of Fund |
-22.77
|
12 |
-21.36
|
8 |
-6.18
|
8 |
21.39
|
18 |
14.40
|
18 |
Invesco India - Invesco Global Equity Income Fund Of Fund |
-18.56
|
6 |
-19.04
|
6 |
-5.90
|
6 |
18.89
|
14 |
12.39
|
14 |
Kotak Global Emerging Market Fund |
-22.33
|
11 |
-29.48
|
17 |
-8.43
|
14 |
18.44
|
11 |
11.62
|
8 |
Pgim India Global Equity Opportunities Fund |
-31.21
|
20 |
-39.67
|
22 |
-12.73
|
21 |
25.39
|
21 |
18.28
|
22 |
Sundaram Global Brand Fund |
-24.02
|
14 |
-23.60
|
10 |
-7.16
|
9 |
17.67
|
9 |
12.15
|
11 |
Aditya Birla Sun Life Global Excellence Equity Fund Of Fund |
-26.83
|
17 |
-26.41
|
13 |
-7.76
|
11 |
17.39
|
8 |
12.76
|
15 |
Pgim India Emerging Markets Equity Fund |
-30.49
|
19 |
-47.31
|
25 |
-19.57
|
24 |
20.67
|
17 |
14.26
|
17 |
Edelweiss Us Technology Fund Of Fund |
-36.09
|
24 |
-42.01
|
24 |
-11.77
|
19 |
29.01
|
24 |
19.85
|
24 |
Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
---|---|---|---|---|---|---|---|---|
Regular Plan Value of 1000 Rupee | ||||||||
Direct Plan Value of 1000 Rupee |
Fund Launch Date: 17/Jul/2013 |
Fund Category: FoF Overseas |
Investment Objective: The primary investment objective of the Scheme is to seek to provide long term capital growth by investing predominantly in the JPMorgan Funds- US Value Fund, an equity fund which invests primarily in a value style biased portfolio of US companies. However, there can be no assurance that the investment objective of the Scheme will be realised. |
Fund Description: An open ended fund of fund scheme investing in JPMorgan Funds US Value Fund |
Fund Benchmark: Not Available |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
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