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MF_148353

ITI Large Cap Fund - Direct Plan - Growth Option

Equity Scheme - Large Cap Fund

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End Amount
₹18,438.99
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
11.05%
MF_148353 Return
Benchmark CAGR
10.31%
Nifty 50
Inflation Adj. CAGR
5.98%
Real Annualized Return
Alpha
0.01
Excess Return vs Benchmark
Beta
1.03
Volatility vs Benchmark
Sharpe Ratio
0.42
Risk-Adjusted Return
Sortino Ratio
0.65
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 54% 18% 14%
60 days 54% 11% 9%
90 days 53% 10% 7%
180 days 49% 8% 5%
1Yr 50% 6% 4%
3Yr 98% 2% 0%
5Yr 69% 1% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ITI Large Cap Fund - Direct Plan - Growth Option Nifty 50
30 days -19.0% | -60.6% | 12.9% | 176.3% 26.6% | -56.8% | 10.3% | 161.9%
60 days -22.1% | -44.8% | 13.1% | 105.8% -23.0% | -41.2% | 10.4% | 95.1%
90 days -20.7% | -35.6% | 14.9% | 79.1% -25.0% | -31.1% | 12.1% | 66.3%
1 Year -6.5% | -6.5% | 5.9% | 42.4% -10.0% | -6.6% | 9.4% | 30.5%
3 Years 10.0% | 10.0% | 15.4% | 20.5% 7.7% | 6.5% | 13.7% | 17.9%
5 Years 7.4% | 6.9% | 10.8% | 14.4% 6.4% | 5.7% | 10.3% | 14.5%
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) 5 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
March 3, 2021 May 28, 2021 86 days 7% Nifty 50: 6% 11164 10347 11166
Oct. 18, 2021 June 16, 2023 606 days 21% Nifty 50: 16% 13257 10505 13350
Sept. 15, 2023 Nov. 16, 2023 62 days 5% Nifty 50: 7% 14397 13649 14403
July 31, 2024 Sept. 21, 2024 52 days 5% Nifty 50: 4% 19795 18780 19908
Sept. 27, 2024 Oct. 30, 2026 763 days 18% Nifty 50: 15% 20097 16529 18439