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MF_147183

ITI Multi Cap Fund - Direct Plan - Growth Option

Equity Scheme - Multi Cap Fund

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End Amount
₹28,644.64
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.14%
MF_147183 Return
Benchmark CAGR
11.42%
Nifty 50
Inflation Adj. CAGR
9.68%
Real Annualized Return
Alpha
0.05
Excess Return vs Benchmark
Beta
1.01
Volatility vs Benchmark
Sharpe Ratio
0.52
Risk-Adjusted Return
Sortino Ratio
0.74
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 59% 31% 26%
60 days 60% 23% 20%
90 days 61% 21% 18%
180 days 60% 17% 13%
1Yr 49% 14% 7%
3Yr 72% 7% 5%
5Yr 95% 3% 0%
7Yr 100% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ITI Multi Cap Fund - Direct Plan - Growth Option Nifty 50
30 days -28.7% | -68.8% | 22.0% | 215.7% 26.6% | -62.7% | 13.0% | 206.7%
60 days -32.5% | -61.6% | 19.8% | 148.4% -23.0% | -51.6% | 14.9% | 140.4%
90 days -12.7% | -64.6% | 21.5% | 120.1% -25.0% | -64.4% | 15.0% | 120.5%
1 Year 6.0% | -11.4% | 10.2% | 59.7% -10.0% | -10.5% | 10.6% | 61.5%
3 Years 16.1% | 8.4% | 20.6% | 25.9% 7.7% | 7.0% | 15.1% | 26.9%
5 Years 13.0% | 13.0% | 18.8% | 24.3% 6.4% | 6.2% | 16.2% | 23.6%
7 Years 14.3% | 14.4% | 15.9% | 17.3% 11.2% | 11.2% | 12.1% | 13.6%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 9 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
June 3, 2019 Sept. 21, 2019 110 days 8% Nifty 50: 11% 10646 9825 10856
Jan. 24, 2020 Dec. 25, 2020 336 days 39% Nifty 50: 38% 11825 7253 11874
March 4, 2021 May 8, 2021 65 days 7% Nifty 50: 5% 13891 12977 13913
July 16, 2021 Sept. 4, 2021 50 days 6% Nifty 50: 2% 15179 14244 15207
Oct. 13, 2021 June 3, 2023 598 days 23% Nifty 50: 15% 16178 12485 16220
March 4, 2024 March 29, 2024 25 days 7% Nifty 50: 3% 23370 21713 23547
July 31, 2024 Aug. 27, 2024 27 days 6% Nifty 50: 4% 27478 25929 27537
Sept. 27, 2024 May 7, 2026 587 days 23% Nifty 50: 15% 28270 21742 28383
Aug. 31, 2026 Oct. 30, 2026 60 days 9% Nifty 50: 8% 30553 27820 28645