IncomeDSP Mutual Fund

DSP BlackRock Dual Advantage Fund - Series 13 - 35M - Regular Plan - Dividend Payout Option (Maturity Date 04-Apr-2016)

₹12.7627▼ 0.0902 (0.70%)

Scheme Type

Close Ended Schemes

NAV History

-4.57%

365 data points · Period:1Y

Returns

CAGR

+0.56%

+1.19%

-7.39%

-5.04%

+8.14%

—

Returns over 1Y are annualized (CAGR). Past performance ≠ future results.

Growth of ₹10,000

Hypothetical

1Y Ago

₹9,543

-4.6%

3Y Ago

—

5Y Ago

—

Past performance ≠ future results

Fund Analytics

Score: 41.0 / 100

Performance

Total Returns

Simple return over period

-10.61%

CAGR

Compound annual growth rate

-10.61%

Growth of ₹10K

Hypothetical investment value

₹8,939

SIP XIRR

SIP internal rate of return

-8.08%

Risk

Volatility (Ann.)

Std deviation of returns

13.24%LOW

Max Drawdown

Worst peak-to-trough

-13.56%

Sharpe Ratio

Risk-adjusted return

-1.25POOR

Sortino Ratio

Downside risk-adjusted return

-1.56POOR

Benchmark

Beta

Market sensitivity

0.67DEF

Alpha

Excess return vs benchmark

-156.27%

Tracking Error

Deviation from benchmark

8.53%

Information Ratio

Alpha per unit tracking error

-18.32

Treynor Ratio

Return per unit systematic risk

-24.62

Capture

Upside Capture

Participation in market gains

69.93%

Downside Capture

Participation in market losses

71.70%

Rolling Returns

1Y Rolling CAGR

Avg 12.9% (-14.5% – 41.5%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2016-04-04

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y-10.6%+213.0%

-156.3%

3Y+8.3%+70.3%

-46.3%

5Y——

—

Beta

1Y:0.673Y:0.765Y:—

Underperforming the Nifty 50 index

Pre-computed metrics. Benchmark: Nippon India ETF Nifty BeES. Alpha = Fund CAGR − Index CAGR.

SIP Calculator

Auto-filled

Monthly

₹500₹1L

Period

Return (%)•

Invested

₹3,00,000

Wealth Gained

-₹35,181

Total Value

₹2,64,819

*Based on historical CAGR. Projections are illustrative, not guaranteed