• 1 Year Returns: -1.14%
• 3 Year Returns: 0.02%
• 5 Year Returns: -0.13%

• G-Sec | 99.59%
• Others | 3.73%
• Miscellaneous | -3.31%

• 7.63% GOI 15092056 | 46.16%
• 6.90% GOI 2065 | 20.59%
• 7.12% Maharashtra SDL 16072047 | 8.20%
• 7.34% GOI 2064 | 6.81%
• 7.48% Uttar Pradesh SDL 2042 | 5.31%

• Government Securities | 99.59%
• Cash & Equivalents | 0.41%

The alpha ratio for the DSP Gilt Fund(M-IDCW) is 0.80

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 Gilt Fund(M-IDCW) is 4.75

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 Gilt Fund(M-IDCW) is -0.70

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 Gilt Fund(M-IDCW) is -0.07

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.