The current NAV of Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is ₹10.87, as of 4th December 2025.

The Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund was launched on 15th October 2024. This mutual fund's past returns are as follows:

• 1 Year Returns: 7.62%

The top sectors Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund has invested in are as follows:

• G-Sec | 43.24%
• Investment Banking & Brokerage | 24.23%
• Specialized Finance | 19.54%
• Home Financing | 9.04%
• Others | 3.96%

This data is as on 4th December 2025.

The top 5 holdings for Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund are as follows:

• 364 DAYS T-BILL 26DEC25 | 43.24%
• Clearing Corporation of India Limited | 24.23%
• 7.7968% Kotak Mahindra Prime Limited (12/12/2025) ** | 10.85%
• 7.83% Bajaj Housing Finance Limited (12/12/2025) ** | 9.04%
• 8.30% Axis Finance Limited (26/12/2025) ** | 7.24%

This data is as on 4th December 2025.

The asset allocation for Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is as follows:

• Treasury Bills | 43.24%
• Corporate Debt | 28.58%
• Cash & Equivalents | 28.18%

This data is as on 4th December 2025.

The AUM (i.e. assets under management) of Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is ₹276.54 Cr as of 4th December 2025.

The expense ratio of Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund Plan is 0.10 as of 4th December 2025.

The volatility or standard deviation for the Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is 0.41

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 CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is 8.46

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 CRISIL-IBX AAA NBFC-HFC Index-Dec 2025 Fund is 1.25

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.