• 1 Year Returns: 5.73%
• 3 Year Returns: 7.39%

• G-Sec | 94.46%
• Investment Banking & Brokerage | 3.49%
• Others | 2.05%

• Government of India (15/05/2027) | 48.72%
• State Government Securities (25/01/2027) | 21.41%
• Clearing Corporation of India Limited | 3.49%
• Government of India (09/07/2026) | 2.69%
• State Government Securities (29/03/2027) | 2.54%

• Government Securities | 94.46%
• Cash & Equivalents | 5.54%

The alpha ratio for the Aditya Birla SL FTP-TQ-1879D-Reg(IDCW) is 0.55

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 FTP-TQ-1879D-Reg(IDCW) is 0.55

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 FTP-TQ-1879D-Reg(IDCW) is 2.49

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 FTP-TQ-1879D-Reg(IDCW) is 0.35

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.