The current NAV of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) is ₹12.20, as of 22nd April 2025.

The Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) was launched on 18th October 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.32%

The top sectors Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) has invested in are as follows:

• G-Sec | 97.72%
• Others | 1.88%
• Investment Banking & Brokerage | 0.40%

This data is as on 22nd April 2025.

The top 5 holdings for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) are as follows:

• 7.38% GOVT OF INDIA RED 20-06-2027 | 51.63%
• 7.16% TAMILNADU SDL RED 11-01-2027 | 16.37%
• 7.71% GUJARAT SDL RED 01-03-2027 | 11.02%
• 7.52% TAMIL NADU SDL RED 24-05-2027 | 5.50%
• 7.52% UTTAR PRADESH SDL 24-05-2027 | 5.50%

This data is as on 22nd April 2025.

The asset allocation for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) is as follows:

• Government Securities | 97.72%
• Cash & Equivalents | 2.28%

This data is as on 22nd April 2025.

The AUM (i.e. assets under management) of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) is ₹92.30 Cr as of 22nd April 2025.

The expense ratio of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) Plan is 0.20 as of 22nd April 2025.

The volatility or standard deviation for the Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) is 0.72

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 June 2027 Index Fund(IDCW) is 7.01

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 Edelweiss CRISIL IBX 50:50 Gilt Plus SDL June 2027 Index Fund(IDCW) is 1.01

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.