• 1 Year Returns: -0.67%
• 3 Year Returns: 0.22%

• G-Sec | 95.60%
• Others | 2.41%
• Miscellaneous | 1.98%

• 7.57% State Government Securities | 19.58%
• 8.72% State Government Securities | 16.75%
• 7.4% State Government Securities | 11.18%
• 5.74% Government of India | 9.48%
• 7.49% State Government Securities | 6.83%

• Government Securities | 90.09%
• Treasury Bills | 5.52%
• Cash & Equivalents | 4.40%

The alpha ratio for the Bandhan CRISIL IBX 90:10 SDL Plus Gilt - Nov 2026 Index Fund(IDCW Reinvest) is 0.58

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 Bandhan CRISIL IBX 90:10 SDL Plus Gilt - Nov 2026 Index Fund(IDCW Reinvest) is 0.30

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 Bandhan CRISIL IBX 90:10 SDL Plus Gilt - Nov 2026 Index Fund(IDCW Reinvest) is 4.75

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 Bandhan CRISIL IBX 90:10 SDL Plus Gilt - Nov 2026 Index Fund(IDCW Reinvest) is 0.66

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.