• 1 Year Returns: 6.20%

• Public Banks | 33.01%
• Specialized Finance | 30.00%
• Home Financing | 25.91%
• Private Banks | 5.12%
• Consumer Finance | 4.91%

• Aditya Birla Capital Limited (26/02/2027) ** | 10.62%
• Bajaj Housing Finance Limited (12/03/2027) ** | 10.61%
• National Bank For Agriculture and Rural Development (10/03/2027) ** # | 8.50%
• Kotak Mahindra Prime Limited (05/03/2027) ** | 8.49%
• 6.65% LIC Housing Finance Limited (15/02/2027) ** | 6.65%

• Commercial Paper | 41.25%
• Certificate of Deposit | 37.96%
• Corporate Debt | 19.75%
• Cash & Equivalents | 1.04%

The alpha ratio for the Aditya Birla SL CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.70

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 Financial Services 9-12 Months Debt Index Fund is 0.59

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 Financial Services 9-12 Months Debt Index Fund is 3.03

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 Financial Services 9-12 Months Debt Index Fund is 0.38

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.