Invesco India Credit Risk Fund

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Fund Name NAV Date NAV Rupee Change Percent Change
Invesco India Credit Risk Fund - Regular Plan - Monthly IDCW (Payout / Reinvestment) 31/May/2023 1185.9221
0.6474
0.0546%
Invesco India Credit Risk Fund - Direct Plan - Monthly IDCW (Payout / Reinvestment) 31/May/2023 1215.4367
0.7039
0.0579%
Invesco India Credit Risk Fund - Regular Plan - Discretionary IDCW (Payout / Reinvestment) 31/May/2023 1614.2664
0.8813
0.0546%
Invesco India Credit Risk Fund - Regular Plan - Growth 31/May/2023 1614.7714
0.8817
0.0546%
Invesco India Credit Risk Fund - Direct Plan - Growth 31/May/2023 1755.0859
1.0167
0.0580%
Invesco India Credit Risk Fund - Direct Plan - Discretionary IDCW (Payout / Reinvestment) 31/May/2023 1768.2568
1.0238
0.0579%

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

Fund Performance Analysis

Invesco India Credit Risk Fund Analysis

Bmsmoney Credit Risk Fund Category Rank: 13

Invesco India Credit Risk Fund Performance Snapshot (Regular Plan)

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KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
0.59
0.64
No
No
No
10/15 0.45 / 0.85
1M Rolling Return %
0.48
0.53
No
No
Yes
13/15 0.42 / 0.75
3M Return %
5.79
2.70
Yes
Yes
No
1/15 1.75 / 5.79
3M Rolling Return %
1.15
1.38
No
No
Yes
14/15 0.93 / 1.98
6M Return %
6.91
3.95
Yes
Yes
No
1/15 2.78 / 6.91
6M Rolling Return %
2.01
2.73
No
No
Yes
14/15 1.47 / 4.13
1Y Return %
9.27
6.91
Yes
Yes
No
2/15 5.22 / 9.55
1Y Rolling Return %
2.90
7.79
No
No
Yes
15/15 2.90 / 15.57
3Y Return %
5.27
10.06
No
No
Yes
13/15 5.05 / 42.95
3Y Rolling Return %
3.76
2.77
Yes
No
No
11/15 -29.42 / 8.65
5Y Return %
3.36
4.61
No
No
Yes
12/15 -4.30 / 7.58
Standard Deviation
2.88
8.82
Yes
No
No
6/15 1.59 / 77.69
Semi Deviation
1.26
4.22
Yes
Yes
No
2/15 1.12 / 32.36
Max Drawdown
-0.83
-5.84
Yes
Yes
No
3/15 -51.83 / -0.67
VaR 1 Y
-1.31
-1.36
Yes
No
No
10/15 -4.11 / -0.10
Average Drawdown
-0.59
-3.01
Yes
Yes
No
2/15 -26.06 / -0.33
Sharpe Ratio
-0.55
-0.21
No
No
No
11/15 -1.17 / 0.45
Sterling Ratio
0.51
0.54
No
No
No
10/15 0.20 / 0.82
Sortino Ratio
-0.29
-0.02
No
No
Yes
13/15 -0.36 / 0.38
Jensen Alpha
-3.13
3.44
No
No
Yes
7/8 -3.77 / 14.42
Treynor Ratio
-0.01
-0.01
No
No
Yes
6/8 -0.13 / 0.07
Modigliani Square measure
2.82
3.72
No
No
Yes
6/8 0.84 / 6.81
Active Return
-0.01
0.01
No
No
Yes
6/8 -0.02 / 0.09
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 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

Invesco India Credit Risk Fund Performance vs Category Average

All parametrs are in percentage

Top Performing Peers of Invesco India Credit Risk Fund

Top Performing Funds in Credit Risk Fund Category
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Fund Name Category Rank Analysis 1Y Return 3Y Return Max Drawdown VaR 1Y 95% Sharpe Ratio Sortino Ratio Hurst Index

Aditya Birla Sun Life Credit Risk Fund

1 The Aditya Birla Sun Life Credit Risk Fund is a Credit Risk Fund. In the Credit Risk Fund category there are 15 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 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 Aditya Birla Sun Life Credit Risk Fund performance snapshot section. 9.55% 8.33% -2.61% -0.10% 0.08 0.04 0.54

Icici Prudential Credit Risk Fund

3 The Icici Prudential Credit Risk Fund is a Credit Risk Fund. In the Credit Risk Fund category there are 15 funds. The fund has nine KPIs that are in top quartile. The fund has 39% 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 Icici Prudential Credit Risk Fund performance snapshot section. 6.91% 7.10% -0.67% -0.42% -0.25 -0.10 0.43

Nippon India Credit Risk Fund

2 The Nippon India Credit Risk Fund is a Credit Risk Fund. In the Credit Risk Fund category there are 15 funds. The fund has nine KPIs that are in top quartile. The fund has 47% of the KPIs that are in top quartile. The fund has one performance parameter that is in bottom quartile. You can read more about the fund KPIs in the Nippon India Credit Risk Fund performance snapshot section. 7.19% 9.16% -0.80% -0.66% 0.27 0.25 0.53

Invesco India Credit Risk Fund Performance Snapshot (Direct Plan)

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KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
0.70
0.71
No
No
No
10/15 0.53 / 0.90
1M Rolling Return %
0.58
0.59
No
No
No
9/15 0.44 / 0.75
3M Return %
6.13
2.90
Yes
Yes
No
1/15 1.80 / 6.13
3M Rolling Return %
1.45
1.55
No
No
Yes
13/15 1.17 / 1.88
6M Return %
7.56
4.33
Yes
Yes
No
1/15 2.89 / 7.56
6M Rolling Return %
2.63
2.95
No
No
Yes
13/15 1.73 / 4.35
1Y Return %
10.61
7.69
Yes
Yes
No
1/15 5.48 / 10.61
1Y Rolling Return %
4.12
8.27
No
No
Yes
15/15 4.12 / 15.89
3Y Return %
6.52
10.71
No
No
Yes
13/15 6.10 / 43.34
3Y Rolling Return %
4.98
3.46
Yes
No
No
10/15 -29.22 / 9.19
5Y Return %
4.51
5.32
No
No
Yes
12/15 -4.05 / 8.33
Standard Deviation
2.88
8.82
Yes
No
No
6/15 1.59 / 77.69
Semi Deviation
1.26
4.22
Yes
Yes
No
2/15 1.12 / 32.36
Max Drawdown
-0.83
-5.84
Yes
Yes
No
3/15 -51.83 / -0.67
VaR 1 Y
-1.31
-1.36
Yes
No
No
10/15 -4.11 / -0.10
Average Drawdown
-0.59
-3.01
Yes
Yes
No
2/15 -26.06 / -0.33
Sharpe Ratio
-0.55
-0.21
No
No
No
11/15 -1.17 / 0.45
Sterling Ratio
0.51
0.54
No
No
No
10/15 0.20 / 0.82
Sortino Ratio
-0.29
-0.02
No
No
Yes
13/15 -0.36 / 0.38
Jensen Alpha
-3.13
3.44
No
No
Yes
7/8 -3.77 / 14.42
Treynor Ratio
-0.01
-0.01
No
No
Yes
6/8 -0.13 / 0.07
Modigliani Square measure
2.82
3.72
No
No
Yes
6/8 0.84 / 6.81
Active Return
-0.01
0.01
No
No
Yes
6/8 -0.02 / 0.09
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 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

Invesco India Credit Risk Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 0.59% 0.70%
1M Rolling Return % 0.48% 0.58%
3M Return % 5.79% 6.13%
3M Rolling Return % 1.15% 1.45%
6M Return % 6.91% 7.56%
6M Rolling Return % 2.01% 2.63%
1Y Return % 9.27% 10.61%
1Y Rolling Return % 2.90% 4.12%
3Y Return % 5.27% 6.52%
3Y Rolling Return % 3.76% 4.98%
5Y Return % 3.36% 4.51%
Standard Deviation 2.88% 2.88%
Semi Deviation 1.26% 1.26%
Max Drawdown -0.83% -0.83%
VaR 1 Y -1.31% -1.31%
Average Drawdown -0.59% -0.59%
Sharpe Ratio -0.55% -0.55%
Sterling Ratio 0.51% 0.51%
Sortino Ratio -0.29% -0.29%
Jensen Alpha -3.13% -3.13%
Treynor Ratio -0.01% -0.01%
Modigliani Square measure 2.82% 2.82%
Active Return -0.01% -0.01%

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

Annulized Returns

Invesco India Credit Risk Fund Expected Return

Investment Period Mini. Possible Return
in Investment Period
Max. Possible Return
in Investment Period
Expected Return
in Investment Period
Loss Probability
in Investment Period
10 Year 6.85% 8.67% 7.83% 0.00%
One Year -6.17% 16.48% 7.73% 1.28%
Three Year 2.90% 10.72% 7.58% 0.00%
Five Year 4.38% 8.99% 7.83% 0.00%
Seven Year 5.44% 8.92% 7.92% 0.00%

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

Annulized Returns


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Credit Risk Fund Category Performance Analysis

Return Chart (Regular Plan)

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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

Idfc Credit Risk Fund

0.08
1
0.06
14
0.45
15
2.09
14
3.11
13
5.87
13
5.09
14
6.01
8

Kotak Credit Risk Fund

0.08
2
0.24
2
0.54
11
2.43
7
3.11
14
5.29
14
5.05
15
5.73
9

Invesco India Credit Risk Fund

0.05
3
0.10
6
0.59
10
5.79
1
6.91
1
9.27
2
5.27
13
3.36
12

Icici Prudential Credit Risk Fund

0.05
4
0.18
3
0.49
14
2.47
6
3.62
9
6.91
6
7.10
9
7.58
1

Hdfc Credit Risk Debt Fund

0.05
5
0.03
15
0.74
4
2.39
9
3.69
8
6.75
8
7.52
7
7.52
2

Sbi Credit Risk Fund

0.04
6
0.10
9
0.70
5
3.76
2
5.08
2
8.10
3
6.89
10
6.94
4

Aditya Birla Sun Life Credit Risk Fund

0.04
7
0.24
1
0.82
2
2.40
8
3.78
7
9.55
1
8.33
6
6.48
6

Axis Credit Risk Fund

0.04
8
0.10
8
0.67
7
2.39
10
3.82
6
6.81
7
6.35
12
6.06
7

Uti Credit Risk Fund

0.03
9
0.11
5
0.65
9
2.24
12
3.53
11
6.25
12
7.32
8
-1.50
14

Franklin India Credit Risk Fund

0.02
10
0.13
4
0.85
1
2.69
5
4.70
3
6.74
9
11.03
3
6.87
5

Nippon India Credit Risk Fund

0.02
11
0.10
10
0.77
3
2.79
4
4.08
4
7.19
4
9.16
5
4.12
10

Dsp Credit Risk Fund

0.02
12
0.09
12
0.65
8
2.88
3
4.00
5
6.31
11
6.85
11
4.07
11

Baroda Bnp Paribas Credit Risk Fund

0.01
13
0.09
11
0.68
6
2.16
13
3.62
10
6.94
5
11.92
2
6.94
3

Idbi Credit Risk Fund

0.01
14
0.10
7
0.53
12
2.24
11
3.42
12
6.42
10
10.01
4
3.21
13

Bank Of India Credit Risk Fund

0.01
15
0.07
13
0.50
13
1.75
15
2.78
15
5.22
15
42.95
1
-4.30
15
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

Idfc Credit Risk Fund

0.08
1
0.08
13
0.54
14
2.35
14
3.59
14
6.87
12
6.10
14
7.02
7

Kotak Credit Risk Fund

0.08
2
0.25
2
0.63
11
2.69
6
3.61
13
6.32
14
6.10
15
6.76
8

Invesco India Credit Risk Fund

0.06
3
0.13
6
0.70
10
6.13
1
7.56
1
10.61
1
6.52
13
4.51
12

Icici Prudential Credit Risk Fund

0.05
4
0.19
3
0.55
13
2.64
7
3.97
10
7.64
7
7.82
9
8.33
1

Hdfc Credit Risk Debt Fund

0.05
5
0.05
15
0.79
4
2.55
10
4.01
9
7.41
8
8.14
8
8.12
2

Sbi Credit Risk Fund

0.05
6
0.11
10
0.76
5
3.93
2
5.42
2
8.78
3
7.56
11
7.63
4

Aditya Birla Sun Life Credit Risk Fund

0.05
7
0.26
1
0.90
1
2.62
8
4.24
7
10.50
2
9.25
5
7.42
5

Axis Credit Risk Fund

0.04
8
0.12
7
0.75
7
2.62
9
4.26
6
7.73
6
7.35
12
7.15
6

Uti Credit Risk Fund

0.03
9
0.13
5
0.72
9
2.45
11
3.94
11
7.10
11
8.15
7
-0.66
14

Nippon India Credit Risk Fund

0.02
10
0.11
8
0.85
3
3.00
4
4.45
5
7.93
4
9.86
4
4.81
11

Dsp Credit Risk Fund

0.02
11
0.10
12
0.72
8
3.14
3
4.51
4
7.25
9
7.75
10
4.93
10

Franklin India Credit Risk Fund

0.02
12
0.13
4
0.85
2
2.69
5
4.70
3
6.74
13
9.21
6
6.11
9

Baroda Bnp Paribas Credit Risk Fund

0.01
13
0.10
11
0.75
6
2.38
13
4.04
8
7.84
5
12.77
2
7.81
3

Idbi Credit Risk Fund

0.01
14
0.11
9
0.60
12
2.44
12
3.80
12
7.20
10
10.80
3
3.96
13

Bank Of India Credit Risk Fund

0.01
15
0.07
14
0.53
15
1.80
15
2.89
15
5.48
15
43.34
1
-4.05
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 Credit Risk Fund

0.55
6
1.66
2
3.89
2
6.93
7
6.13
9

Axis Credit Risk Fund

0.56
3
1.47
4
2.62
7
5.28
11
6.37
7

Franklin India Credit Risk Fund

0.75
1
1.98
1
4.13
1
11.44
3
6.29
8

Boi Axa Credit Risk Fund

0.42
15
1.19
13
2.56
10
15.57
1
-29.42
15

Dsp Credit Risk Fund

0.49
11
1.27
12
3.54
3
6.83
8
4.04
10

Hdfc Credit Risk Debt Fund

0.54
7
1.33
9
2.42
12
5.67
10
8.65
1

Icici Prudential Credit Risk Fund

0.52
9
1.43
5
2.48
11
6.10
9
8.39
2

Idbi Credit Risk Fund

0.56
5
1.34
8
2.58
9
10.61
4
2.20
13

Idfc Credit Risk Fund

0.48
12
1.29
11
2.30
13
3.84
14
6.42
6

Invesco India Credit Risk Fund

0.48
13
1.15
14
2.01
14
2.90
15
3.76
11

Kotak Credit Risk Fund

0.42
14
0.93
15
1.47
15
3.95
13
6.76
5

Nippon India Credit Risk Fund

0.56
4
1.41
6
2.69
5
9.82
6
3.05
12

Sbi Credit Risk Fund

0.53
8
1.38
7
2.64
6
5.04
12
6.80
4

Uti Credit Risk Fund

0.50
10
1.30
10
2.60
8
10.24
5
-5.69
14

Baroda Bnp Paribas Credit Risk Fund

0.57
2
1.55
3
3.03
4
12.65
2
7.79
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 Credit Risk Fund

0.63
4
1.88
1
4.35
1
7.88
6
7.07
8

Axis Credit Risk Fund

0.64
2
1.68
4
3.05
4
6.24
11
7.49
5

Franklin India Credit Risk Fund

0.75
1
1.81
2
1.73
15
7.22
8
5.25
9

Boi Axa Credit Risk Fund

0.44
15
1.27
14
2.71
12
15.89
1
-29.22
15

Dsp Credit Risk Fund

0.56
12
1.48
12
4.02
2
7.69
7
4.92
11

Hdfc Credit Risk Debt Fund

0.59
7
1.49
11
2.74
11
6.30
10
9.19
1

Icici Prudential Credit Risk Fund

0.58
10
1.60
5
2.83
9
6.80
9
9.08
2

Idbi Credit Risk Fund

0.63
5
1.52
9
2.96
8
11.37
3
2.91
13

Idfc Credit Risk Fund

0.56
13
1.53
8
2.78
10
4.85
14
7.41
7

Invesco India Credit Risk Fund

0.58
9
1.45
13
2.63
13
4.12
15
4.98
10

Kotak Credit Risk Fund

0.50
14
1.17
15
1.96
14
4.97
13
7.83
4

Nippon India Credit Risk Fund

0.62
6
1.57
6
3.01
5
10.49
5
3.72
12

Sbi Credit Risk Fund

0.58
8
1.54
7
2.96
7
5.70
12
7.47
6

Uti Credit Risk Fund

0.57
11
1.50
10
3.00
6
11.05
4
-4.88
14

Baroda Bnp Paribas Credit Risk Fund

0.63
3
1.76
3
3.46
3
13.51
2
8.63
3
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Aditya Birla Sun Life Credit Risk Fund

-0.10
1
-2.61
10
-1.44
11
2.91
8
2.05
9

Axis Credit Risk Fund

-0.50
5
-1.31
5
-0.94
7
1.64
2
1.30
4

Franklin India Credit Risk Fund

-4.11
15
-3.16
12
-1.40
10
5.62
11
3.51
13

Bank Of India Credit Risk Fund

-0.13
2
-51.83
15
-26.06
15
77.69
15
32.36
15

Dsp Credit Risk Fund

-1.07
8
-2.54
9
-0.85
6
4.31
10
1.99
8

Hdfc Credit Risk Debt Fund

-1.17
9
-2.07
8
-1.01
8
2.54
5
1.87
7

Icici Prudential Credit Risk Fund

-0.42
4
-0.67
1
-0.33
1
1.59
1
1.12
1

Idbi Credit Risk Fund

-1.55
11
-1.97
7
-1.12
9
6.21
13
2.38
10

Idfc Credit Risk Fund

-1.81
12
-1.75
6
-0.67
4
2.07
4
1.60
6

Invesco India Credit Risk Fund

-1.31
10
-0.83
3
-0.59
2
2.88
6
1.26
2

Kotak Credit Risk Fund

-3.45
14
-2.85
11
-1.92
12
2.89
7
2.40
11

Nippon India Credit Risk Fund

-0.66
6
-0.80
2
-0.73
5
3.87
9
1.45
5

Sbi Credit Risk Fund

-0.92
7
-1.21
4
-0.60
3
1.84
3
1.29
3

Uti Credit Risk Fund

-0.41
3
-8.84
14
-4.62
14
10.48
14
5.58
14

Baroda Bnp Paribas Credit Risk Fund

-2.74
13
-5.22
13
-2.85
13
5.79
12
3.13
12
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 Credit Risk Fund

0.08
5
0.04
6
0.59
6
0.54
-3.77
8 1.56 1
0.57
3
0.00
2
3.67
4
-0.01
7

Axis Credit Risk Fund

-0.76
13
-0.24
12
0.52
9
0.49

Franklin India Credit Risk Fund

0.45
1
0.25
3
0.75
3
0.47
7.48
3 0.36 6
0.01
7
0.07
1
3.44
5
0.05
2

Bank Of India Credit Risk Fund

0.06
6
0.25
4
0.20
15
0.57
13.21
2 -0.33 7
0.00
8
-0.13
8
0.84
8
0.09
1

Dsp Credit Risk Fund

-0.36
10
-0.19
10
0.44
11
0.56

Hdfc Credit Risk Debt Fund

-0.16
8
-0.05
8
0.56
7
0.50
0.42
4 1.13 3
0.39
4
-0.00
4
4.78
3
0.01
4

Icici Prudential Credit Risk Fund

-0.25
9
-0.10
9
0.64
4
0.43
-1.32
6 1.08 4
0.67
2
-0.00
5
5.75
2
-0.01
5

Idbi Credit Risk Fund

0.39
2
0.38
1
0.82
1
0.54

Idfc Credit Risk Fund

-1.17
15
-0.36
15
0.39
12
0.49

Invesco India Credit Risk Fund

-0.55
11
-0.29
13
0.51
10
0.50
-3.13
7 1.19 2
0.24
5
-0.01
6
2.82
6
-0.01
6

Kotak Credit Risk Fund

-0.96
14
-0.29
14
0.33
14
0.48

Nippon India Credit Risk Fund

0.27
4
0.25
2
0.77
2
0.53

Sbi Credit Risk Fund

-0.59
12
-0.21
11
0.54
8
0.47
0.18
5 0.70 5
0.69
1
-0.02
7
6.81
1
-0.02
8

Uti Credit Risk Fund

-0.00
7
0.02
7
0.38
13
0.58
14.42
1 -1.53 8
0.03
6
0.00
3
1.66
7
0.02
3

Baroda Bnp Paribas Credit Risk Fund

0.36
3
0.23
5
0.62
5
0.54

Invesco India Credit Risk Fund Additional Return Analysis

Invesco India Credit Risk 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 1000.55 1001.02 1005.91 1057.95 1069.09 1092.69 1166.63 1179.58
Direct Plan Value of 1000 Rupee 1000.58 1001.25 1007.01 1061.34 1075.64 1106.14 1208.76 1246.71
Fund Information
Fund Launch Date: 14/Aug/2014
Fund Category: Credit Risk Fund
Investment Objective: To generate accrual income and capital appreciation by investing in debt securities of varying maturities across the credit spectrum.
Fund Description: An open ended debt scheme predominantly investing in AA and below rated corporate bonds (excluding AA+ rated corporate bonds)
Fund Benchmark: CRISIL Composite AA Short Term Bond Index
Source: Fund FactSheet


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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.