• 1 Year Returns: -0.07%
• 3 Year Returns: 7.56%
• 5 Year Returns: 5.85%

• G-Sec | 58.25%
• Private Banks | 4.82%
• Oil & Gas - Refining & Marketing | 4.77%
• IT Services & Consulting | 4.66%
• Investment Banking & Brokerage | 4.26%

• 7.18% Government of India (24/07/2037) | 32.93%
• 7.34% Government of India (22/04/2064) | 14.73%
• 7.1% Government of India (08/04/2034) | 10.59%
• Reliance Industries Ltd | 4.71%
• State Bank of India | 2.57%

• Government Securities | 58.25%
• Equity | 36.27%
• Cash & Equivalents | 3.74%
• REITs & InvIT | 1.73%

The alpha ratio for the Axis Retirement Fund-Conservative Plan is -1.82

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 Axis Retirement Fund-Conservative Plan is 5.74

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 Axis Retirement Fund-Conservative Plan is -0.80

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 Axis Retirement Fund-Conservative Plan is -0.08

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.