MutualTrack Pro - Indian Mutual Fund Performance Analytics Dashboard

Dashboard

Overview of your mutual fund performance metrics

Last Updated: June 1, 2023

CAGR

18.6%

+2.4%

3-year Compound Annual Growth Rate

Sharpe Ratio

1.42

Good

Risk-adjusted return vs risk-free rate

Alpha

3.27

+0.8

Outperformance vs Benchmark (NIFTY 50)

Beta

0.94

Low Vol

Market sensitivity compared to Benchmark

Fund Performance vs Benchmark

Your Portfolio

NIFTY 50

Sensex

Top Performing Funds

Fund Name	1Y Return	Sharpe
Mirae Asset Emerging Bluechip	+24.8%	1.52
Axis Midcap Fund	+22.4%	1.48
SBI Small Cap Fund	+21.3%	1.43
HDFC Mid-Cap Opportunities	+20.1%	1.39
Kotak Emerging Equity Fund	+19.7%	1.36

Sharpe Ratio Comparison

Higher Sharpe Ratio indicates better risk-adjusted returns. Your portfolio's average Sharpe Ratio (1.42) outperforms 87% of similar mutual funds.

Recent Fund Updates

Mirae Asset Emerging Bluechip NAV Updated

Current NAV: ₹112.47 (+0.8%) • 2 hours ago

HDFC Mid-Cap Opportunities NAV Updated

Current NAV: ₹87.23 (-0.3%) • 4 hours ago

May 2023 Performance Report Generated

The monthly performance report is ready for review • 1 day ago

Benchmark Data Updated (NIFTY 50)

Current Value: 22,143.5 (+0.4%) • 2 days ago

Key Insights

Outperforming Sector

Your mid-cap funds are outperforming the market by 3.2% over the last quarter.

Consider Rebalancing

Your large-cap allocation is 8% below your target. Consider rebalancing your portfolio.

New Fund Recommendation

Based on your risk profile, ICICI Prudential Technology Fund might be a good addition.

Tax Efficiency

Your current tax efficiency score is 84/100. Review your ELSS funds for better tax planning.

Fund Analysis

Detailed performance analysis and metrics for your mutual funds

Select Fund

Time Period

Benchmark

Mirae Asset Emerging Bluechip

Large & Mid Cap Fund

Current NAV

₹112.47

AUM

₹24,563 Cr

Expense Ratio

1.72%

Category Rank

3/134

Fund Manager

Neelesh Surana

Since October 2017

Key Performance Metrics

CAGR (3Y)

22.7%

Alpha

4.83

Beta

0.92

Sharpe Ratio

1.52

Max Drawdown

-18.4%

Std. Deviation

17.8%

Benchmark Comparison

CAGR (3Y)

22.7% vs 18.4%

Sharpe Ratio

1.52 vs 1.24

Max Drawdown

-18.4% vs -22.6%

Risk-adjusted Return

High vs Medium

Growth of ₹10,000 Investment

Fund (₹28,720)

NIFTY 50 (₹22,345)

Category Avg (₹24,183)

Alpha & Beta Analysis

Alpha vs NIFTY 50

Alpha of 4.83 indicates the fund has outperformed its benchmark by 4.83% on a risk-adjusted basis.

Beta & Volatility

Beta of 0.92 suggests the fund is slightly less volatile than the market while maintaining strong returns.

Risk Metrics Analysis

Sharpe Ratio Comparison

Sharpe ratio of 1.52 indicates excellent risk-adjusted returns, outperforming 85% of peers in the category.

Maximum Drawdown

Maximum drawdown of -18.4% shows better downside protection than the benchmark (-22.6%) during market corrections.

CAGR Comparison Across Time Periods

1 Year

24.8%

vs 21.3%

3 Years

22.7%

vs 18.4%

5 Years

19.5%

vs 15.8%

7 Years

17.8%

vs 14.2%

10 Years

16.9%

vs 13.5%

Fund Analysis Summary

Performance Insights

Consistently outperformed NIFTY 50 across all time periods
Strong alpha generation indicates skilled fund management
Ranks in top quartile within the Large & Mid Cap category

Risk Assessment

Beta below 1 indicates lower volatility than benchmark
Excellent Sharpe ratio demonstrates strong risk-adjusted returns
Moderate drawdown during market corrections, but better than benchmark

Recommendations

Excellent core holding for long-term growth portfolio
Consider for SIP investments due to consistent performance
Monitor sector allocation as fund size has grown substantially

Overall Rating

This fund demonstrates exceptional performance metrics with consistent outperformance against its benchmark across multiple time periods. The fund manager has shown skill in alpha generation while maintaining lower volatility than the market. Recommended for long-term investors seeking growth with moderate risk.

Comparison

Compare performance metrics across multiple mutual funds and benchmarks

Select Funds to Compare

Fund 1

Fund 2

Benchmark

Time Period

Initial Investment

Investment Mode

Growth of ₹10,000 Investment

Mirae Asset (+87%)

Axis Midcap (+73%)

NIFTY 50 (+58%)

Risk vs Return Analysis

Higher position indicates better return, further right indicates higher risk (volatility). Size represents AUM.

Performance Metrics Comparison

Metric	Mirae Asset Emerging Bluechip	Axis Midcap Fund	NIFTY 50	Winner
CAGR (3Y)	22.7%	21.2%	18.4%	Mirae Asset
Sharpe Ratio	1.52	1.48	1.24	Mirae Asset
Alpha	4.83	4.27	0.00	Mirae Asset
Beta	0.92	0.87	1.00	Axis Midcap
Max Drawdown	-18.4%	-16.7%	-22.6%	Axis Midcap
Std. Deviation	17.8%	16.4%	18.6%	Axis Midcap
Expense Ratio	1.72%	1.68%	0.05%	NIFTY 50
AUM	₹24,563 Cr	₹19,245 Cr	-	Mirae Asset

Calendar Year Returns

Fund / Benchmark	2023	2022	2021	2020	2019
Mirae Asset Emerging Bluechip	28.4%	-2.7%	41.2%	19.8%	12.4%
Axis Midcap Fund	26.1%	-1.9%	38.7%	22.4%	11.8%
NIFTY 50	21.8%	-4.3%	34.6%	16.1%	10.9%

* Past performance may not be an indicator of future returns

Alpha & Beta Comparison

Higher Alpha indicates better risk-adjusted performance relative to benchmark. Lower Beta indicates less volatility compared to the market.

Sharpe Ratio Comparison

Higher Sharpe Ratio indicates better risk-adjusted returns. Mirae Asset shows consistently higher Sharpe Ratio across most time periods.

SIP vs Lumpsum Returns (3 Years)

Fund / Benchmark	SIP Investment (₹10,000/mo)	SIP Return	Lumpsum Investment (₹3,60,000)	Lumpsum Return
Mirae Asset Emerging Bluechip	₹4,78,650	18.3%	₹6,74,520	23.2%
Axis Midcap Fund	₹4,68,320	17.4%	₹6,42,780	21.3%
NIFTY 50	₹4,43,850	14.8%	₹5,88,420	17.9%

Key Insights: Mid & Large Cap Funds

Superior Risk-Adjusted Performance

Both Mirae Asset and Axis funds have shown consistently better risk-adjusted returns than benchmarks across multiple time periods.

Lower Drawdown in Market Corrections

Axis Midcap has shown the best downside protection with a maximum drawdown of -16.7%, outperforming both Mirae Asset (-18.4%) and NIFTY 50 (-22.6%).

Recommendation

For investors with a moderate to high risk appetite seeking growth over 3-5 years, both funds are strong candidates. Mirae Asset offers higher returns with slightly higher volatility, while Axis Midcap provides better downside protection.

Mutual Fund Performance Reports

Key Performance Metrics

Alpha (vs Nifty50) +2.64%

Beta 0.87

Sharpe Ratio 1.24

CAGR (3 Years) 14.8%

Maximum Drawdown -12.3%

Performance metrics calculated against NIFTY 50 benchmark

Benchmark Comparison

Data reporting dashboard on a laptop screen

Selected Fund YTD +18.2%

NIFTY 50 YTD +14.7%

Sensex YTD +15.1%

Category Average YTD +13.5%

Your selected mutual funds have outperformed major Indian benchmarks by an average of 3.4% YTD with lower volatility.

Monthly Report Summary

Analyst Insights

HDFC Midcap Fund outperformed NIFTY 50 by 2.3% in April with a Sharpe ratio of 1.1, showing strong risk-adjusted returns.

Market Trends

IT and Pharma sectors showed resilience amid market volatility, contributing positively to your portfolio's alpha.

Recommendations

Consider rebalancing to increase allocation to value funds with strong fundamentals in the current market.

Automated Report Generator

Configure your monthly performance report to track metrics that matter to you. Reports are automatically generated and delivered to your email.

Select Mutual Funds

Benchmark

Report Frequency

Email Address

Sample Report Preview

Monthly Performance Summary

Report Date: May 1, 2023

Funds Analyzed: 4

Best Performer: HDFC Midcap Fund (+3.2%)

Portfolio CAGR: 16.4%

Key Metrics: Alpha, Beta, Sharpe, Max DD

Download Sample PDF Report →

Frequently Asked Questions

What is Alpha and why is it important?

Alpha measures a fund's performance compared to its benchmark. A positive alpha means the fund outperformed its benchmark, indicating the manager added value.

How is the Sharpe Ratio calculated?

The Sharpe Ratio is calculated by subtracting the risk-free rate from the portfolio return, then dividing by the portfolio's standard deviation. Higher is better.

What is maximum drawdown?

Maximum drawdown measures the largest percentage drop from a peak to a trough in a fund's value. It helps assess downside risk during market corrections.

How often are reports generated?

Reports are typically generated monthly, but you can configure quarterly, half-yearly, or annual reports based on your preferences.

Settings & Configuration

Data Sources & API Configuration

API Connections

Configure connections to data sources for accurate mutual fund tracking and analysis.

Morningstar India API Connected

Last synchronized: 2 hours ago

Value Research API Auth Required

Authentication token expired

Yahoo Finance India Connected

Last synchronized: 30 minutes ago

API Key

API Secret

Data Source

Sync Frequency

Report Configuration

Include Alpha & Beta metrics

Include Sharpe Ratio

Include CAGR calculations

Include Maximum Drawdown

Include Standard Deviation (Volatility)

Risk-free Rate Source

Email Notification Settings

Recipient Email

Report Schedule

Report Format

Send performance alerts for significant changes

Include market commentary

Benchmark Configuration

Selected Benchmarks

NIFTY 50

BSE SENSEX

NIFTY Midcap 100