Live tools - analyze it yourself

MFPRO is the flagship app for comparing and analyzing funds. The MF Processor is the companion for pulling a specific fund’s holdings composition.

• MFPRO - Mutual Fund AnalyticsCompare up to 200 funds side by side. Returns, risk metrics (Sharpe, Sortino, Treynor, alpha, beta, max drawdown, capture ratios), multi-period rolling returns with custom evaluation windows, SIP returns, and category-level benchmarking against Nifty and other indices. Also shows holdings composition for a curated set of funds.
• MF Portfolio Files ProcessorNeed the composition of a specific fund that is not in MFPRO’s composition set? This AI tool reads a fund’s monthly portfolio disclosure and extracts clean holdings data with automatic schema detection.

Returns metrics

How returns are measured, from the headline CAGR to the full rolling-return distribution. Each page has the formula, a worked example and interpretation.

• CAGR (Compound Annual Growth Rate)The annualized return that smooths a fund’s ups and downs into one number.
• Rolling ReturnsReturn for every possible holding period, not just one start date.
• Standard Deviation (Volatility)How spread out a fund’s returns are around the average.
• Maximum DrawdownThe worst peak-to-trough fall before a fund recovered.
• Calmar RatioReturn earned per unit of maximum drawdown pain.
• Beat RateThe share of rolling periods where a fund beat its benchmark.

Risk metrics

Market sensitivity, skill vs luck, and reward-per-unit-of-risk, all computed on daily NAV returns against a benchmark.

• Beta and R-SquaredA fund’s market sensitivity, and how much the market explains it.
• Alpha and t-statisticExcess return over the market, and whether it is statistically real.
• Sharpe RatioExcess return earned per unit of total volatility.
• Sortino RatioReturn per unit of downside risk, ignoring upside swings.
• Tracking Error and Information RatioHow far a fund strays from its benchmark, and whether the strays pay off.
• Capture Ratios (Upside and Downside)How much of the market’s rises and falls a fund captures.
• Win RateThe share of periods a fund finished in positive territory.

Advanced risk

Tail risk, distribution shape, drawdown pain and diversification, for a deeper read than the headline ratios.

• Treynor RatioExcess return per unit of market risk (beta).
• Value at Risk (VaR) and CVaRA loss threshold at a confidence level, and the average loss beyond it.
• Skewness and KurtosisThe asymmetry and fat tails of a fund’s return distribution.
• Ulcer IndexDrawdown pain measured by both depth and how long it lasts.
• Drawdown and RecoveryThe biggest falls, how deep they went, and how long they took to recover.
• Correlation MatrixHow closely funds move together, for diversification decisions.

Scoring & ranking

Turn many metrics into one comparable view: a custom weighted score and peer-set percentile ranks.

• Dynamic ScoringRank funds by a custom weighted blend of returns and risk metrics.
• Percentile RankWhere a fund sits within its peer set, metric by metric.

The data & API

What is actually in the NAV database, how it is built and validated, and how to pull it yourself. Free, no-auth access to the same AMFI NAV data the tools run on.

• MFPro NAV Master: Data DictionaryEvery field, what it means, what it covers, and where it is imperfect.
• How the Data Is BuiltThe sources, the refresh cadence, the backfill, the validation, and the limits.
• Scheme Universe Field GuideHow AMFI categories work, which fields to use, and the old-to-modern mapping.
• TXIC CodeA short, deterministic, human-readable identifier for every scheme.
• Composition ValidationThe cross-checks behind the holdings data, with the current pass and mismatch counts.
• MF NAV API - referenceQuery per-scheme NAV history or download the full dataset (CSV / Parquet / SQLite). No key, no sign-up.
• Free Mutual Fund NAV API for India (AMFI) - guideWhat the API returns, how to call it, and how the AMFI data is assembled.

Background reading

A couple of pieces worth reading alongside the metrics.

• Rolling Returns: Why CAGR Alone Can Mislead YouWhy a single start-date return can deceive, and what the rolling-return distribution shows instead.
• MFPRO v2 - rolling returns, custom eval periods, multi-period comparisonsRelease notes for the current MFPRO capabilities.