• 1 Year Returns: 3.30%
• 3 Year Returns: 6.98%
• 5 Year Returns: 5.40%

• G-Sec | 99.04%
• Others | 0.61%
• Miscellaneous | 0.35%

• 6.94% GOI 2036 | 94.50%
• 6.48% GOI 2035 | 4.54%
• Net Receivables/Payables | 0.61%
• TREPS / Reverse Repo Investments | 0.35%

• Government Securities | 99.04%
• Cash & Equivalents | 0.96%

The alpha ratio for the DSP 10Y G-Sec Fund is 0.17

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 DSP 10Y G-Sec Fund is 3.53

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 DSP 10Y G-Sec Fund is -0.28

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 DSP 10Y G-Sec Fund is -0.03

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.