• 1 Year Returns: 6.94%

• Public Banks | 31.48%
• Specialized Finance | 25.40%
• Private Banks | 23.42%
• Home Financing | 12.92%
• Consumer Finance | 5.01%

• HDFC Bank Limited ** | 10.04%
• Kotak Mahindra Bank Limited ** | 8.84%
• 8.135% Kotak Mahindra Prime Limited ** | 6.47%
• 8.04% Bajaj Housing Finance Limited ** | 6.47%
• 6.65% LIC Housing Finance Limited ** | 6.45%

• Certificate of Deposit | 54.91%
• Commercial Paper | 23.94%
• Corporate Debt | 19.39%
• Cash & Equivalents | 1.76%

The alpha ratio for the Bandhan CRISIL-IBX Financial Services 3-6 Months Debt Index Fund is 1.02

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 Financial Services 3-6 Months Debt Index Fund is 0.40

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 Financial Services 3-6 Months Debt Index Fund is 6.01

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 Financial Services 3-6 Months Debt Index Fund is 0.85

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.