• 1 Year Returns: -1.87%
• 3 Year Returns: -2.34%
• 5 Year Returns: -1.69%

• Public Banks | 33.90%
• Consumer Finance | 22.60%
• G-Sec | 13.00%
• Specialized Finance | 8.59%
• Private Banks | 7.38%

• 7.48% National Bank For Agriculture and Rural Development (15/09/2028) | 4.82%
• Net Receivables / (Payables) | 2.44%
• 6.58% Indian Railway Finance Corporation Limited (30/05/2030) | 2.20%
• 7.56% REC Limited (31/08/2027) | 2.13%
• 8.00% HDFC Bank Limited (27/07/2032) ** | 2.06%

• Corporate Debt | 67.34%
• Government Securities | 13.00%
• Certificate of Deposit | 12.86%
• Cash & Equivalents | 3.22%
• Secured Debt | 2.13%

The alpha ratio for the Aditya Birla SL Banking & PSU Debt Fund(IDCW Reinvest) is 0.27

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Aditya Birla SL Banking & PSU Debt Fund(IDCW Reinvest) is 1.28

Standard deviation measures the volatility or risk associated with the returns of a mutual fund. A higher standard deviation indicates higher volatility, suggesting that the returns of the mutual fund are more spread out from the average. On the other hand, a lower standard deviation implies lower volatility and a more stable performance.

The Sharpe ratio for the Aditya Birla SL Banking & PSU Debt Fund(IDCW Reinvest) is 0.09

The Sharpe ratio is a measure of risk-adjusted return that evaluates the performance of a mutual fund, by adjusting for its risk. Higher Sharpe ratio indicates a better risk-adjusted performance. A positive Sharpe ratio indicates that the MF has provided a return in excess of the risk-free rate for the amount of risk taken. Conversely, a negative Sharpe ratio suggests that the MF did not adequately compensate for the risk.

The Sortino Ratio for the Aditya Birla SL Banking & PSU Debt Fund(IDCW Reinvest) is 0.01

The Sortino ratio of a mutual fund is a measure of its risk-adjusted return, considering only downside volatility. It helps investors evaluate how well a fund is performing relative to its downside risk. A higher Sortino ratio (value >1) means the fund generates better returns for the downside risk taken.