The current NAV of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is ₹12.99, as of 20th June 2025.

The Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) was launched on 11th October 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 11.03%

The top sectors Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) has invested in are as follows:

• G-Sec | 97.65%
• Others | 1.90%
• Investment Banking & Brokerage | 0.44%

This data is as on 20th June 2025.

The top 5 holdings for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) are as follows:

• 7.41% GOVT OF INDIA RED 19-12-2036 | 37.27%
• 7.54% GOVT OF INDIA RED 23-05-2036 | 13.56%
• 7.84% TELANGANA SDL RED 03-08-2036 | 12.00%
• 7.74% UTTAR PRADESH SDL 15-03-2037 | 9.27%
• 8.03% ANDHRA PRADESH SDL RED 20-07-2036 | 5.06%

This data is as on 20th June 2025.

The asset allocation for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is as follows:

• Government Securities | 97.65%
• Cash & Equivalents | 2.35%

This data is as on 20th June 2025.

The AUM (i.e. assets under management) of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is ₹1089.07 Cr as of 20th June 2025.

The expense ratio of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) Plan is 0.20 as of 20th June 2025.

The volatility or standard deviation for the Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is 2.12

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 Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is 3.17

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 Edelweiss CRISIL IBX 50:50 Gilt Plus SDL April 2037 Index Fund(IDCW) is 0.38

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.