1. Advisorkhoj
  2. Mutual Funds Research
  3. Downside Volatility Ranking

Downside Volatility Ranking

Quartile rankings are a measure of how well a mutual fund has performed against all other funds in its category. The rankings range from "Top Quartile" to "Bottom Quartile" for all time periods covered in our drop down menu above. Mutual funds with the lowest volatility in the chosen time period are assigned to "Top Quartile", whereas those with the highest volatility are assigned to "Bottom Quartile". Volatility of a fund is a measure of returns fluctuation and is measured in terms of annualized standard deviation of monthly rolling returns over the period selected by the user (from the drop down menu). Volatility can be good or bad. If price (NAV) of a fund increases rapidly, the volatility of the fund will increase, but this is "good volatility". If price (NAV) of a fund falls rapidly, the volatility of the fund will also increase, however, this is "bad volatility". "Downside volatility" measures the fluctuations of monthly returns in the months when the NAVs fall; hence it is a measure of "bad volatility". Quartile rankings are compiled by sorting funds in ascending order of "downside volatilities", or in other words, "bad volatility". Funds in the top 25% are assigned the ranking of "Top Quartile", the next 25% are assigned a ranking of "Upper Middle Quartile", the next 25% after that are assigned a ranking of "Lower Middle Quartile" and the lowest 25% are assigned the ranking of "Bottom Quartile".

Scheme Name Launch Date 3 years Volatility Quartile Rank
Aditya Birla Sun Life Advantage Fund - Regular Growth 24-02-1995 2.64 Top Quartile
Aditya Birla Sun Life Dividend Yield Plus - Growth - Regular Plan 26-02-2003 9.13 Bottom Quartile
Aditya Birla Sun Life Equity Fund - Growth - Regular Plan 27-08-1998 1.61 Top Quartile
Aditya Birla Sun Life India Reforms Fund-Growth 25-06-2010 4.61 Upper Middle Quartile
Aditya Birla Sun Life Manufacturing Equity Fund - Regular Plan - Growth 31-01-2015 5.06 Upper Middle Quartile
Aditya Birla Sun Life Special Situations Fund - Growth 31-01-2008 5.85 Lower Middle Quartile
Axis Equity Fund - Growth 05-01-2010 4.5 Upper Middle Quartile
Axis Focused 25 Fund - Growth Option 29-06-2012 1.83 Top Quartile
BNP Paribas Equity Fund-Growth Option 23-09-2004 6.04 Lower Middle Quartile
BNP PARIBAS Dividend Yield Fund-Growth Option 15-09-2005 2.73 Top Quartile
BOI AXA Large & Mid Cap Equity Fund Eco Plan- Growth 21-10-2008 5.75 Lower Middle Quartile
BOI AXA Large & Mid Cap Equity Fund Regular Plan- Growth 21-10-2008 6.22 Lower Middle Quartile
Canara Robeco Equity Diversified - Regular Plan - Growth 16-09-2003 8.72 Bottom Quartile
DHFL Pramerica Diversified Equity Fund - Regular Plan - Growth Option 25-02-2015 5.43 Upper Middle Quartile
DSP BlackRock Equity Fund - Regular Plan - Growth 07-06-2007 6.65 Lower Middle Quartile
Edelweiss Large Cap Fund - Regular Plan - Growth option 20-05-2009 6.89 Lower Middle Quartile
Edelweiss Large Cap Fund -Plan B - Growth option 20-05-2009 6.88 Lower Middle Quartile
Edelweiss Large Cap Fund -Plan C - Growth option 20-05-2009 6.87 Lower Middle Quartile
Edelweiss Multi-Asset Allocation Fund - Regular Plan - Growth Option 12-08-2009 2.59 Top Quartile
Edelweiss Multi-Asset Allocation Fund- Plan B-Growth Option 16-06-2009 2.29 Top Quartile
Franklin India Flexi Cap Fund-Growth Plan 02-03-2005 4.36 Upper Middle Quartile
Franklin India High Growth Companies Fund - Growth Plan 26-07-2007 8.06 Bottom Quartile
Franklin India Opportunities Fund - Growth 22-02-2000 5.49 Upper Middle Quartile
HDFC Capital Builder Fund - Growth Option 01-02-1994 3.95 Top Quartile
HDFC Equity Fund - Growth Option 01-01-1995 11.37 Bottom Quartile
HDFC Premier Multi-Cap Fund-Growth 06-04-2005 12.18 Bottom Quartile
HSBC Multi Cap Equity Fund - Growth 24-02-2004 4.55 Upper Middle Quartile
ICICI Prudential Dynamic - Growth 31-10-2002 5.62 Upper Middle Quartile
ICICI Prudential Indo Asia Equity Fund - Growth 18-10-2007 12.95 Bottom Quartile
ICICI Prudential Multicap Fund - Growth 01-10-1994 2.45 Top Quartile
ICICI Prudential Nifty Next 50 Index Fund - Growth 25-06-2010 5.39 Upper Middle Quartile
ICICI Prudential Top 100 Fund - Growth 09-07-1998 6.42 Lower Middle Quartile
ICICI Prudential Value Discovery Fund - Growth 16-08-2004 5.85 Lower Middle Quartile
IDBI India Top 100 Equity Fund Growth 15-05-2012 7.09 Bottom Quartile
IDBI Nifty Junior Index Fund Growth 20-09-2010 6.14 Lower Middle Quartile
IDFC Classic Equity Fund-Regular Plan-Growth 09-08-2005 5.89 Lower Middle Quartile
IIFL India Growth Fund -Regular Plan - Growth 30-10-2014 5.49 Upper Middle Quartile
Invesco India Contra Fund - Growth 11-04-2007 1.52 Top Quartile
Kotak Opportunities - Growth 09-09-2004 4.42 Upper Middle Quartile
L&T Equity Fund-Regular Plan-Growth 16-05-2005 8.32 Bottom Quartile
L&T India Special Situations Fund-Regular Plan-Growth 22-05-2006 6.59 Lower Middle Quartile
LIC MF Equity Fund-Regular Plan-Growth 15-04-1993 12.96 Bottom Quartile
Mirae Asset India Equity Fund - Growth Plan 04-04-2008 3.41 Top Quartile
Parag Parikh Long Term Equity Fund - Regular Plan - Growth 28-05-2013 1.08 Top Quartile
Principal Dividend Yield Fund-Growth Plan 15-10-2004 8.59 Bottom Quartile
Reliance Retirement Fund- Wealth Creation Scheme- Growth Plan - Growth Option 11-02-2015 5.06 Upper Middle Quartile
SBI Contra - Regular Plan -Growth | Invest Online 14-07-1999 5.05 Upper Middle Quartile
SBI Magnum Multiplier Fund - Regular Plan -Growth | Invest Online 26-05-2005 1.57 Top Quartile
SBI-ETF Nifty Next 50 | Invest Online 16-03-2015 3.62 Top Quartile
Sundaram Equity Multiplier Fund Growth 27-02-2007 4.51 Upper Middle Quartile
Tata Equity Opportunities Fund Regular Plan - Growth 31-03-1993 2.57 Top Quartile
Tata Ethical Fund Regular Plan - Growth 24-05-1996 6.14 Lower Middle Quartile
Tata Retirement Savings Fund -Regular Plan -Progressive -Growth 01-11-2011 2.32 Top Quartile
Taurus Bonanza Fund- Regular Plan - Growth Option 28-02-1995 9.48 Bottom Quartile
Taurus Ethical Fund - Regular Plan - Growth Option 06-04-2009 6.65 Lower Middle Quartile
Taurus Starshare - Regular Plan - Growth Option 29-01-1994 9.72 Bottom Quartile
Templeton India Equity Income Fund-Growth Plan 18-05-2006 8.98 Bottom Quartile
Templeton India Growth Fund-Growth Plan 05-09-2003 4.33 Top Quartile
Union Equity Fund - Growth Option 10-06-2011 11.97 Bottom Quartile
UTI - Equity Fund-Growth Option 01-08-2005 4.59 Upper Middle Quartile
UTI - Top 100 Fund- Growth Option 01-08-2005 7.14 Bottom Quartile
UTI Multi Cap Fund - Growth Option 25-08-2014 5.28 Upper Middle Quartile
UTI-Dividend Yield Fund.-Growth 03-05-2005 7.48 Bottom Quartile
Essel Large Cap Equity Fund - Growth Option 28-09-2011 - Top Quartile
Franklin India Life Stage Fund Of Funds - The 20S Plan (G) 01-12-2003 - Top Quartile
MOF35-Regular Plan-Growth Option 28-04-2014 - Top Quartile
Principal Multi Cap Growth Fund-Growth Option 25-10-2000 - Top Quartile
Reliance ETF Junior BeES 21-02-2003 - Top Quartile
SBI Magnum Multicap Fund - Regular Plan -Growth Option | Invest Online 29-09-2005 - Top Quartile

Advisorkhoj develops innovative mutual fund research tools that help you in your mutual fund investments. We would be happy to get your feedback, suggestions. Please leave your comments below.

comments powered by Disqus

© 2016 Advisorkhoj - A Gamechanger Business Services (I) Pvt. Ltd. Brand - All Rights Reserved

Feedback