The current NAV of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund is ₹12.09, as of 20th May 2025.

The Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund was launched on 15th February 2023. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.07%

The top sectors Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund has invested in are as follows:

• G-Sec | 96.80%
• Investment Banking & Brokerage | 1.98%
• Others | 1.22%

This data is as on 20th May 2025.

The top 5 holdings for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund are as follows:

• 7.59% GUJARAT SDL RED 15-02-2027 | 22.51%
• 7.59% KARNATAKA SDL 15-02-2027 | 18.76%
• 7.17% GOVT OF INDIA RED 17-04-2030 | 15.34%
• 7.06% GOVT OF INDIA RED 10-04-2028 | 14.71%
• 7.32% GOVT OF INDIA RED 13-11-2030 | 7.75%

This data is as on 20th May 2025.

The asset allocation for Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund is as follows:

• Government Securities | 96.80%
• Cash & Equivalents | 3.20%

This data is as on 20th May 2025.

The AUM (i.e. assets under management) of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund is ₹136.17 Cr as of 20th May 2025.

The expense ratio of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund Plan is 0.20 as of 20th May 2025.

The volatility or standard deviation for the Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund is 0.83

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 Short Duration Index Fund is 6.83

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 Short Duration Index Fund is 0.99

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.