Franklin India Equity Savings Fund

Click on + to See NAV
Fund Name NAV Date NAV Rupee Change Percent Change
Franklin India Equity Savings Fund - Quarterly - IDCW 06/Jun/2023 11.2428
0.0083
0.0739%
Franklin India Equity Savings Fund - Monthly - IDCW 06/Jun/2023 11.7528
0.0087
0.0741%
Franklin India Equity Savings Fund - IDCW 06/Jun/2023 12.1651
0.0090
0.0740%
Franklin India Equity Savings Fund - Direct - Quarterly - IDCW 06/Jun/2023 12.169
0.0095
0.0781%
Franklin India Equity Savings Fund - Direct - Monthly - IDCW 06/Jun/2023 12.4326
0.0098
0.0789%
Franklin India Equity Savings Fund - Direct - IDCW 06/Jun/2023 13.1438
0.0103
0.0784%
Franklin India Equity Savings Fund- Growth 06/Jun/2023 13.555
0.0101
0.0746%
Franklin India Equity Savings Fund- Growth Direct 06/Jun/2023 14.5629
0.0114
0.0783%

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

Fund Performance Analysis

Franklin India Equity Savings Fund Analysis

Bmsmoney Equity Savings Fund Category Rank: 14

Franklin India Equity Savings 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 %
2.22
2.03
Yes
No
No
8/17 1.11 / 3.02
1M Rolling Return %
0.68
0.62
Yes
No
No
6/18 0.35 / 0.86
3M Return %
3.75
4.35
No
No
Yes
14/17 2.72 / 6.15
3M Rolling Return %
1.51
1.44
Yes
No
No
7/18 0.57 / 2.46
6M Return %
1.13
2.73
No
No
Yes
16/17 0.19 / 4.99
6M Rolling Return %
1.36
1.93
No
No
No
13/18 0.67 / 3.50
1Y Return %
8.01
8.75
No
No
No
11/17 6.25 / 11.50
1Y Rolling Return %
6.38
6.07
Yes
No
No
7/18 3.69 / 8.60
3Y Return %
11.58
11.13
Yes
No
No
7/17 7.95 / 14.18
Standard Deviation
6.92
6.54
No
No
No
12/18 4.95 / 7.90
Semi Deviation
4.44
3.88
No
No
Yes
14/18 2.69 / 5.01
Max Drawdown
-4.01
-3.60
No
No
Yes
14/18 -7.05 / -1.16
VaR 1 Y
-6.17
-4.62
No
No
Yes
16/18 -6.88 / -1.93
Average Drawdown
-1.32
-1.40
Yes
No
No
9/18 -2.92 / -0.53
Sharpe Ratio
0.87
0.77
Yes
No
No
8/18 0.25 / 1.11
Sterling Ratio
0.97
0.95
Yes
No
No
10/18 0.54 / 1.22
Sortino Ratio
0.51
0.52
No
No
No
9/18 0.13 / 0.87
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

Franklin India Equity Savings Fund Performance vs Category Average

All parametrs are in percentage

Top Performing Peers of Franklin India Equity Savings Fund

Top Performing Funds in Equity Savings 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

Idfc Equity Savings Fund

4 The Idfc Equity Savings Fund is a Equity Savings. In the Equity Savings category there are 17 funds. The fund has four KPIs that are in top quartile. The fund has 21% of the KPIs that are in top quartile. The fund has eight KPIs that are in bottom quartile. The fund has 42% of the KPIs that are in bottom quartile. You can read more about the fund KPIs in the Idfc Equity Savings Fund performance snapshot section. 7.00% 9.19% -2.09% -1.93% 0.73 0.66 0.48

Kotak Equity Savings Fund

3 The Kotak Equity Savings Fund is a Equity Savings. In the Equity Savings category there are 17 funds. The fund has 14 KPIs that are in top quartile. The fund has 74% 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 Kotak Equity Savings Fund performance snapshot section. 10.26% 11.95% -1.66% -2.88% 1.04 0.87 0.47

Pgim India Equity Savings Fund

2 The Pgim India Equity Savings Fund is a Equity Savings. In the Equity Savings category there are 17 funds. The fund has six KPIs that are in top quartile. The fund has 32% of the KPIs that are in top quartile. The fund has four KPIs that are in bottom quartile. The fund has 21% of the KPIs that are in bottom quartile. You can read more about the fund KPIs in the Pgim India Equity Savings Fund performance snapshot section. 6.25% 10.63% -1.16% -2.64% 0.93 0.71 0.45

Uti Equity Savings Fund

1 The Uti Equity Savings Fund is a Equity Savings. In the Equity Savings category there are 17 funds. The fund has 14 KPIs that are in top quartile. The fund has 67% 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 Uti Equity Savings Fund performance snapshot section. 11.50% 13.23% -2.43% -4.29% 1.11 0.74 0.40

Franklin India Equity Savings 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 %
2.35
2.12
Yes
No
No
7/17 1.18 / 3.16
1M Rolling Return %
0.78
0.70
Yes
No
No
6/18 0.39 / 0.95
3M Return %
4.15
4.62
No
No
Yes
13/17 2.93 / 6.41
3M Rolling Return %
1.84
1.69
Yes
No
No
7/18 0.94 / 2.67
6M Return %
1.84
3.25
No
No
Yes
16/17 0.68 / 5.49
6M Rolling Return %
2.03
2.44
No
No
No
12/18 1.23 / 3.95
1Y Return %
9.44
9.86
No
No
No
12/17 7.12 / 12.42
1Y Rolling Return %
7.72
7.15
Yes
No
No
7/18 4.77 / 9.69
3Y Return %
13.03
12.29
Yes
No
No
8/17 9.12 / 15.34
Standard Deviation
6.92
6.54
No
No
No
12/18 4.95 / 7.90
Semi Deviation
4.44
3.88
No
No
Yes
14/18 2.69 / 5.01
Max Drawdown
-4.01
-3.60
No
No
Yes
14/18 -7.05 / -1.16
VaR 1 Y
-6.17
-4.62
No
No
Yes
16/18 -6.88 / -1.93
Average Drawdown
-1.32
-1.40
Yes
No
No
9/18 -2.92 / -0.53
Sharpe Ratio
0.87
0.77
Yes
No
No
8/18 0.25 / 1.11
Sterling Ratio
0.97
0.95
Yes
No
No
10/18 0.54 / 1.22
Sortino Ratio
0.51
0.52
No
No
No
9/18 0.13 / 0.87
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

Franklin India Equity Savings Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 2.22% 2.35%
1M Rolling Return % 0.68% 0.78%
3M Return % 3.75% 4.15%
3M Rolling Return % 1.51% 1.84%
6M Return % 1.13% 1.84%
6M Rolling Return % 1.36% 2.03%
1Y Return % 8.01% 9.44%
1Y Rolling Return % 6.38% 7.72%
3Y Return % 11.58% 13.03%
Standard Deviation 6.92% 6.92%
Semi Deviation 4.44% 4.44%
Max Drawdown -4.01% -4.01%
VaR 1 Y -6.17% -6.17%
Average Drawdown -1.32% -1.32%
Sharpe Ratio 0.87% 0.87%
Sterling Ratio 0.97% 0.97%
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 Returns


For Any Question Join Our Group On Facebook

Equity Savings 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

Sbi Equity Savings Fund

0.33
1
1.14
1
2.60
3
5.91
2
4.34
2
9.55
7
13.20
4
8.19
3

Dsp Equity Savings Fund

0.20
2
0.74
2
2.40
5
4.14
10
2.91
6
8.69
9
12.50
5
6.98
6

Kotak Equity Savings Fund

0.18
3
0.50
6
2.25
7
4.20
9
3.94
3
10.26
3
11.95
6
8.61
1

Axis Equity Saver Fund

0.17
4
0.40
8
2.40
4
4.35
8
1.74
15
7.96
12
11.54
8
7.55
5

Aditya Birla Sun Life Equity Savings Fund

0.17
5
0.56
4
2.61
2
4.88
5
2.67
10
8.66
10
11.07
10
6.68
8

Baroda Bnp Paribas Equity Savings Fund

0.15
6
0.37
10
1.88
11
4.43
7
2.73
9
9.60
6
7.95
17

Idbi Equity Savings Fund

0.13
7
0.32
12
2.27
6
3.31
15
0.19
17
6.88
16
9.86
13
6.44
9

Pgim India Equity Savings Fund

0.13
8
0.13
17
1.11
17
2.72
17
2.83
7
6.25
17
10.63
11
6.87
7

Invesco India Equity Savings Fund

0.12
9
0.72
3
3.02
1
4.97
4
3.38
5
7.72
13
7.97
16

Mirae Asset Equity Savings Fund

0.11
10
0.38
9
2.00
9
5.09
3
2.47
12
9.98
4
14.18
1

Hdfc Equity Savings Fund

0.11
11
0.42
7
1.51
15
4.13
11
2.15
13
9.61
5
13.90
2
8.41
2

Edelweiss Equity Savings Fund

0.10
12
0.21
16
1.78
12
4.08
12
2.51
11
9.35
8
10.33
12
8.07
4

Nippon India Equity Savings Fund

0.09
13
0.28
13
1.17
16
6.15
1
4.99
1
10.47
2
11.18
9
1.33
11

Uti Equity Savings Fund

0.09
14
0.33
11
1.98
10
4.85
6
3.59
4
11.50
1
13.23
3

Franklin India Equity Savings Fund

0.07
15
0.55
5
2.22
8
3.75
14
1.13
16
8.01
11
11.58
7

Union Equity Savings Fund

0.07
16
0.22
15
1.68
13
3.81
13
2.13
14
7.34
14
8.99
15

Idfc Equity Savings Fund

0.05
17
0.23
14
1.57
14
3.23
16
2.75
8
7.00
15
9.19
14
6.34
10

Tata Equity Savings Fund

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

Sbi Equity Savings Fund

0.34
1
1.15
1
2.65
3
6.06
2
4.60
2
10.11
8
13.87
4
9.01
4

Dsp Equity Savings Fund

0.21
2
0.75
3
2.46
5
4.38
12
3.39
6
9.63
10
13.86
5
8.42
6

Kotak Equity Savings Fund

0.18
3
0.52
6
2.34
8
4.48
9
4.48
3
11.41
3
13.07
6
9.60
1

Axis Equity Saver Fund

0.16
4
0.42
8
2.50
4
4.72
7
2.39
14
9.35
13
13.05
7
8.93
5

Aditya Birla Sun Life Equity Savings Fund

0.15
5
0.56
5
2.75
2
5.16
5
3.24
10
9.77
9
12.22
9
7.75
8

Baroda Bnp Paribas Equity Savings Fund

0.15
6
0.38
10
1.97
11
4.71
8
3.26
8
10.80
6
9.12
17

Idbi Equity Savings Fund

0.14
7
0.34
12
2.36
6
3.57
15
0.68
17
7.93
16
10.93
13
7.69
9

Pgim India Equity Savings Fund

0.13
8
0.15
17
1.18
17
2.93
17
3.24
9
7.12
17
11.80
11
7.99
7

Invesco India Equity Savings Fund

0.13
9
0.75
2
3.16
1
5.40
3
4.19
4
9.50
11
9.79
15

Mirae Asset Equity Savings Fund

0.12
10
0.39
9
2.09
9
5.36
4
2.97
12
11.08
4
15.34
1

Hdfc Equity Savings Fund

0.11
11
0.44
7
1.59
15
4.38
11
2.64
13
10.64
7
14.87
2
9.40
2

Edelweiss Equity Savings Fund

0.11
12
0.24
15
1.90
12
4.46
10
3.22
11
10.86
5
11.72
12
9.35
3

Nippon India Equity Savings Fund

0.10
13
0.29
13
1.25
16
6.41
1
5.49
1
11.46
2
12.12
10
2.19
11

Uti Equity Savings Fund

0.09
14
0.35
11
2.05
10
5.08
6
4.02
5
12.42
1
14.16
3

Franklin India Equity Savings Fund

0.08
15
0.57
4
2.35
7
4.15
13
1.84
16
9.44
12
13.03
8

Union Equity Savings Fund

0.07
16
0.21
16
1.71
13
3.85
14
2.36
15
7.93
15
9.58
16

Idfc Equity Savings Fund

0.06
17
0.26
14
1.67
14
3.50
16
3.27
7
8.12
14
10.33
14
7.49
10

Tata Equity Savings Fund

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 Equity Savings Fund

0.63
10
1.11
13
1.07
16
3.69
18
8.84
6

Axis Equity Saver Fund

0.65
8
1.07
15
1.09
15
5.58
12
9.29
5

Franklin India Equity Savings Fund

0.68
6
1.51
7
1.36
13
6.38
7

Mirae Asset Equity Savings Fund

0.79
3
1.72
5
2.23
8
7.24
4

Dsp Equity Savings Fund

0.66
7
1.32
11
2.26
6
6.82
5
8.75
7

Edelweiss Equity Savings Fund

0.72
5
1.54
6
2.28
5
6.28
8
9.77
3

Hdfc Equity Savings Fund

0.78
4
2.17
2
2.53
4
8.38
2
10.21
1

Idbi Equity Savings Fund

0.41
17
0.95
16
0.74
17
4.87
14
8.30
8

Idfc Equity Savings Fund

0.43
16
1.10
14
1.85
10
5.42
13
7.74
11

Invesco India Equity Savings Fund

0.58
12
0.57
18
0.67
18
3.75
17

Kotak Equity Savings Fund

0.86
1
2.10
3
3.42
2
8.60
1
9.51
4

Nippon India Equity Savings Fund

0.59
11
2.07
4
2.59
3
6.68
6
-0.49
12

Pgim India Equity Savings Fund

0.52
13
1.35
10
2.23
7
6.20
9
8.00
10

Sbi Equity Saving Fund

0.35
18
0.80
17
1.36
14
6.16
10
10.20
2

Tata Equity Savings Fund

0.44
15
1.42
8
1.82
11
5.99
11
8.20
9

Union Equity Savings Fund

0.52
14
1.39
9
1.53
12
4.26
16

Uti Equity Savings Fund

0.82
2
2.46
1
3.50
1
8.19
3

Baroda Bnp Paribas Equity Savings Fund

0.65
9
1.24
12
2.13
9
4.86
15
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 Equity Savings Fund

0.74
7
1.31
15
1.58
16
4.77
18
9.91
7

Axis Equity Saver Fund

0.70
11
1.36
13
1.77
14
6.97
11
10.75
4

Franklin India Equity Savings Fund

0.78
6
1.84
7
2.03
12
7.72
7

Mirae Asset Equity Savings Fund

0.88
3
1.97
5
2.74
6
8.35
4

Dsp Equity Savings Fund

0.73
9
1.50
12
2.72
7
7.76
5
10.29
6

Edelweiss Equity Savings Fund

0.83
5
1.88
6
2.98
5
7.74
6
11.03
2

Hdfc Equity Savings Fund

0.86
4
2.41
2
3.02
4
9.28
2
11.11
1

Idbi Equity Savings Fund

0.49
17
1.18
16
1.23
18
5.88
15
9.48
8

Idfc Equity Savings Fund

0.52
16
1.36
14
2.38
10
6.52
13
8.87
11

Invesco India Equity Savings Fund

0.71
10
0.98
17
1.48
17
5.48
16

Kotak Equity Savings Fund

0.95
1
2.37
3
3.95
1
9.69
1
10.56
5

Nippon India Equity Savings Fund

0.67
12
2.30
4
3.03
3
7.59
8
0.33
12

Pgim India Equity Savings Fund

0.59
13
1.56
9
2.64
9
7.11
10
9.23
10

Sbi Equity Saving Fund

0.39
18
0.94
18
1.63
15
6.72
12
10.93
3

Tata Equity Savings Fund

0.53
15
1.65
8
2.28
11
7.18
9
9.40
9

Union Equity Savings Fund

0.58
14
1.54
10
1.82
13
4.91
17

Uti Equity Savings Fund

0.89
2
2.67
1
3.93
2
9.08
3

Baroda Bnp Paribas Equity Savings Fund

0.74
8
1.51
11
2.67
8
6.01
14
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Equity Savings Fund

-6.77
17
-7.05
18
-2.92
18
7.14
13
4.42
13

Axis Equity Saver Fund

-6.88
18
-6.41
17
-2.68
17
7.90
18
5.01
18

Franklin India Equity Savings Fund

-6.17
16
-4.01
14
-1.32
9
6.92
12
4.44
14

Mirae Asset Equity Savings Fund

-5.23
12
-3.89
11
-1.53
14
7.59
17
4.55
17

Dsp Equity Savings Fund

-4.64
10
-2.67
7
-1.10
6
6.59
10
3.99
10

Edelweiss Equity Savings Fund

-4.00
6
-2.94
8
-1.17
7
5.58
4
3.44
5

Hdfc Equity Savings Fund

-5.25
13
-2.96
9
-1.32
10
7.42
14
4.54
16

Idbi Equity Savings Fund

-5.74
14
-4.00
13
-1.63
15
7.52
16
4.45
15

Idfc Equity Savings Fund

-1.93
1
-2.09
3
-0.74
2
6.25
7
2.90
2

Invesco India Equity Savings Fund

-6.10
15
-6.23
16
-2.08
16
5.93
5
3.78
8

Kotak Equity Savings Fund

-2.88
3
-1.66
2
-0.77
3
6.30
8
3.31
4

Nippon India Equity Savings Fund

-4.91
11
-2.67
6
-1.03
4
6.84
11
4.19
11

Pgim India Equity Savings Fund

-2.64
2
-1.16
1
-0.53
1
4.95
1
2.69
1

Sbi Equity Savings Fund

-4.34
9
-4.29
15
-1.46
13
7.48
15
4.24
12

Tata Equity Savings Fund

-3.46
4
-2.63
5
-1.03
5
5.54
3
3.47
6

Union Equity Savings Fund

-3.97
5
-3.91
12
-1.37
12
6.32
9
3.54
7

Uti Equity Savings Fund

-4.29
8
-2.43
4
-1.35
11
6.24
6
3.89
9

Baroda Bnp Paribas Equity Savings Fund

-4.02
7
-3.73
10
-1.20
8
5.24
2
3.06
3
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 Equity Savings Fund

0.60
14
0.36
15
0.69
16
0.39
-0.76
2 0.84 2
0.84
3
0.05
2
11.41
2
-0.05
3

Axis Equity Saver Fund

0.62
13
0.36
14
0.76
15
0.38

Franklin India Equity Savings Fund

0.87
8
0.51
9
0.97
10
0.41

Mirae Asset Equity Savings Fund

1.09
2
0.77
2
1.15
5
0.42

Dsp Equity Savings Fund

1.06
4
0.71
6
1.16
4
0.45

Edelweiss Equity Savings Fund

0.71
11
0.43
11
0.88
12
0.42

Hdfc Equity Savings Fund

1.07
3
0.72
4
1.21
2
0.39

Idbi Equity Savings Fund

0.54
16
0.33
16
0.82
13
0.41

Idfc Equity Savings Fund

0.73
10
0.66
8
1.00
9
0.48

Invesco India Equity Savings Fund

0.25
18
0.13
18
0.54
18
0.45

Kotak Equity Savings Fund

1.04
5
0.87
1
1.22
1
0.47

Nippon India Equity Savings Fund

0.80
9
0.50
10
1.03
7
0.43

Pgim India Equity Savings Fund

0.93
7
0.71
5
1.09
6
0.45

Sbi Equity Savings Fund

0.94
6
0.68
7
1.03
8
0.45

Tata Equity Savings Fund

0.69
12
0.41
12
0.89
11
0.40

Union Equity Savings Fund

0.55
15
0.36
13
0.79
14
0.45
-3.82
3 1.28 1
0.93
1
0.03
3
8.74
3
-0.00
1

Uti Equity Savings Fund

1.11
1
0.74
3
1.17
3
0.40
2.43
1 0.81 3
0.91
2
0.08
1
16.02
1
-0.02
2

Baroda Bnp Paribas Equity Savings Fund

0.30
17
0.18
17
0.65
17
0.43

Franklin India Equity Savings Fund Additional Return Analysis

Franklin India Equity Savings 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 1000.75 1005.45 1022.20 1037.50 1011.33 1080.09 1389.13
Direct Plan Value of 1000 Rupee 1000.78 1005.74 1023.53 1041.50 1018.43 1094.41 1444.00
Fund Information
Fund Launch Date: 03/Aug/2018
Fund Category: Equity Savings Fund
Investment Objective: The Scheme intends to generate long-term capital appreciation by investing a portion of the Scheme ™s assets in equity and equity related instruments. The Scheme also intends to generate income through investments in fixed income securities and using arbitrage and other derivative Strategies. There can be no assurance that the investment objective of the scheme will be realized.
Fund Description: An open-ended scheme investing in equity, arbitrage and fixed income
Fund Benchmark: Nifty Equity Savings 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.