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MF_151130

HSBC Small Cap Fund - Direct Growth

Equity Schemes - Small Cap Fund

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End Amount
₹18,005.15
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
16.17%
MF_151130 Return
Benchmark CAGR
6.88%
Nifty 50
Inflation Adj. CAGR
11.60%
Real Annualized Return
Alpha
0.12
Excess Return vs Benchmark
Beta
1.05
Volatility vs Benchmark
Sharpe Ratio
0.66
Risk-Adjusted Return
Sortino Ratio
1.09
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 62% 65% 31%
60 days 66% 41% 22%
90 days 69% 35% 21%
180 days 70% 27% 16%
1Yr 62% 17% 9%
3Yr 100% 6% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period HSBC Small Cap Fund - Direct Growth Nifty 50
30 days -58.5% | -75.2% | 29.1% | 293.2% 26.6% | -53.6% | 9.3% | 145.1%
60 days -47.5% | -64.7% | 24.7% | 154.2% -23.0% | -41.1% | 8.1% | 87.5%
90 days -19.1% | -55.2% | 26.9% | 133.8% -25.0% | -31.1% | 10.9% | 59.6%
1 Year 2.3% | -11.0% | 9.2% | 56.5% -10.0% | -8.4% | 9.5% | 31.1%
3 Years 11.8% | 12.2% | 17.1% | 19.8% 7.7% | 6.0% | 10.3% | 14.8%
5 Years 0.0% | 0.0% | 0.0% | 0.0% 0.0% | 0.0% | 0.0% | 0.0%
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) 8 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Dec. 5, 2022 April 18, 2023 134 days 8% Nifty 50: 9% 10223 9382 10224
Sept. 11, 2023 Nov. 11, 2023 61 days 6% Nifty 50: 6% 13437 12618 13491
Feb. 7, 2024 April 10, 2024 63 days 11% Nifty 50: 1% 15454 13750 15467
July 31, 2024 Aug. 27, 2024 27 days 6% Nifty 50: 4% 18588 17489 18647
Sept. 24, 2024 Oct. 15, 2024 21 days 5% Nifty 50: 4% 19191 18214 19456
Oct. 16, 2024 Dec. 3, 2024 48 days 10% Nifty 50: 6% 19459 17523 19519
Dec. 11, 2024 Aug. 18, 2026 615 days 27% Nifty 50: 10% 19629 14297 19691
Sept. 8, 2026 Oct. 30, 2026 52 days 13% Nifty 50: 6% 20189 17578 18005