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MF_147919

ITI Small Cap Fund - Direct Plan - Growth Option

Equity Scheme - Small Cap Fund

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End Amount
₹36,088.09
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
21.12%
MF_147919 Return
Benchmark CAGR
11.38%
Nifty 50
Inflation Adj. CAGR
15.54%
Real Annualized Return
Alpha
0.10
Excess Return vs Benchmark
Beta
1.09
Volatility vs Benchmark
Sharpe Ratio
0.77
Risk-Adjusted Return
Sortino Ratio
1.14
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 61% 71% 35%
60 days 65% 44% 24%
90 days 65% 39% 20%
180 days 69% 28% 13%
1Yr 71% 20% 9%
3Yr 98% 12% 0%
5Yr 100% 9% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ITI Small Cap Fund - Direct Plan - Growth Option Nifty 50
30 days -44.0% | -74.6% | 37.9% | 385.4% 26.6% | -61.8% | 14.8% | 216.4%
60 days -35.8% | -62.0% | 30.7% | 200.7% -23.0% | -42.4% | 15.9% | 144.0%
90 days -11.5% | -46.4% | 33.9% | 173.8% -25.0% | -32.2% | 17.0% | 122.8%
1 Year 11.1% | -13.1% | 19.1% | 94.4% -10.0% | -6.1% | 11.7% | 63.1%
3 Years 22.0% | 20.9% | 26.6% | 34.0% 7.7% | 6.7% | 14.8% | 27.1%
5 Years 17.0% | 16.9% | 21.8% | 34.6% 6.4% | 5.9% | 14.8% | 24.0%
7 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
10 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
Periods of Negative Return (Drawdowns) 14 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Feb. 19, 2020 Aug. 26, 2020 189 days 40% Nifty 50: 37% 10000 6014 10022
Aug. 27, 2020 Sept. 15, 2020 19 days 6% Nifty 50: 2% 10025 9376 10030
Sept. 16, 2020 Nov. 14, 2020 59 days 8% Nifty 50: 7% 10111 9330 10188
March 4, 2021 May 1, 2021 58 days 6% Nifty 50: 5% 13329 12555 13463
July 16, 2021 Oct. 7, 2021 83 days 10% Nifty 50: 2% 16514 14886 16526
Oct. 18, 2021 Nov. 9, 2021 22 days 6% Nifty 50: 4% 17220 16217 17345
Nov. 9, 2021 June 13, 2023 581 days 29% Nifty 50: 15% 17345 12284 17354
Oct. 17, 2023 Nov. 7, 2023 21 days 5% Nifty 50: 5% 20575 19472 20586
Feb. 23, 2024 March 29, 2024 35 days 10% Nifty 50: 2% 25550 23064 25629
July 30, 2024 Aug. 22, 2024 23 days 6% Nifty 50: 3% 31327 29348 31378
Sept. 23, 2024 Oct. 15, 2024 22 days 6% Nifty 50: 4% 32553 30683 32623
Oct. 15, 2024 Dec. 3, 2024 49 days 9% Nifty 50: 7% 32623 29805 33308
Dec. 16, 2024 May 6, 2026 506 days 24% Nifty 50: 10% 33470 25380 33615
Sept. 8, 2026 Oct. 30, 2026 52 days 12% Nifty 50: 6% 39321 34564 36088