• 1 Year Returns: 6.77%

• Specialized Finance | 60.87%
• Home Financing | 32.45%
• Miscellaneous | 3.42%
• Others | 3.25%

• Aditya Birla Capital Ltd. (25/09/2026) ** | 14.70%
• 7.475% Kotak Mahindra Prime Limited (20/08/2026) | 13.29%
• Axis Finance Limited (18/09/2026) ** | 11.62%
• 7.98% Sundaram Home Finance Limited (04/09/2026) ** | 9.78%
• 6.17% LIC Housing Finance Limited (03/09/2026) ** | 9.76%

• Corporate Debt | 53.85%
• Commercial Paper | 39.47%
• Cash & Equivalents | 6.68%

The alpha ratio for the Aditya Birla SL CRISIL-IBX AAA NBFC-HFC Index-Sep 2026 Fund(IDCW) is 0.92

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 CRISIL-IBX AAA NBFC-HFC Index-Sep 2026 Fund(IDCW) is 0.34

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-Sep 2026 Fund(IDCW) is 6.81

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-Sep 2026 Fund(IDCW) is 0.88

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.