INF00XX01135
Performance Analysis
The period return chart as shown depicts that ITI Multi Cap Fund is performing slightly lower than the benchmark for 3 months, 6 months and 1 year basis. But it is significantly lagging behind the benchmark when taken for 3 years basis.
The risk return chart shows that the risk taken is 40.537% and return generated is only 7.74% and it has generated lowest risk adjusted return out of all other funds.
The rolling return chart shows that the fund performed almost better than median till Feb 2021, and is the top performing fund from Feb 2021 to July 2021 and from then it is the worst performing fund.
The snail trial chart shows that the fund has taken less risk most of the times but it has not generated any positive return whatsoever, It has taken more risk also at times but no positive excess return.
The information ratio chart shows the fund has not generated any alpha whatsoever. The information ratio has always stayed below 0 which is not a positive sign.
Portfolio Analysis
Style – The fund has tilted towards the growth factor compared to value.
Yield – The fund is low yield generating.
Momentum – The fund has a high momentum factor.
Quality – The fund is close to medium quality but little higher than that and higher than the category average.
Volatility – The fund has lower volatility.
Liquidity – The fund has lower liquidity.
Size – The fund is mid sized and smaller than the average category.
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