SBI Large Cap Direct Plan-Growth
Benchmark: BSE 100 TRI · Inception: 01/01/2013 · NAV: ₹98.91 (01/10/2026)
AUM: ₹55140 Cr · Expense Ratio: 0.90% · Riskometer: Very High
The fund's Sharpe ratio of 0.24 outperforms the Category Sharpe of 0.2342831, but its Alpha of 0.64 is significantly lower than the Category Alpha of 1.2232234. Furthermore, the Beta of 0.92 is higher than the Category Beta of 0.7856084 and the Standard Deviation of 14.01 exceeds the Category Standard Deviation of 11.958641.
The fund achieves a Sharpe ratio of 0.24, which is higher than the Category Sharpe of 0.2342831. It also maintains a Sortino ratio of 0.31 to provide risk-adjusted returns.
The Alpha of 0.64 is lower than the Category Alpha of 1.2232234, indicating underperformance relative to its peers. Additionally, the Standard Deviation of 14.01 is higher than the Category Standard Deviation of 11.958641, implying higher volatility.
The fund has a Beta of 0.92 which is higher than the Category Beta of 0.7856084, indicating more sensitivity to market movements than its peers. The higher Standard Deviation of 14.01 compared to 11.958641 suggests it carries a higher volatility profile than the category average.
While the fund provides a slightly better Sharpe ratio than its peers, it fails to match the Alpha of its category average while incurring higher volatility. It is a moderately risky option that does not significantly outperform its peers on a risk-adjusted basis compared to those with higher alpha.
SBI Large Cap carries an overall rating of 3.5/5 (Selective Buy), showing moderate standing within the Large Cap category. Its alpha of 0.64 underperformss the category average of 1.22, suggesting room for improvement in active management. The Sharpe ratio of 0.24 sits above the category mean of 0.23, while volatility (std dev 14.01%) is higher than peers (11.96%), indicating relatively higher volatility. With a 5-year CAGR of 8.15% and expense ratio of 0.90%, investors should weigh cost-adjusted returns carefully.
| Period | CAGR |
|---|---|
| 1Y | -3.32% |
| 3Y | 8.14% |
| 5Y | 8.15% |
| 10Y | 11.36% |
| Since Launch | 13.74% |
- No notable strengths identified
- ⚠️ Alpha 0.64 below category avg 1.22
- ⚠️ Higher volatility 14.01% vs peers 11.96%
- ⚠️ Negative 1Y return (-3.32%) — recent underperformance