The current NAV of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund(IDCW) is ₹11.98, as of 24th April 2025.

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

• 1 Year Returns: 9.80%

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

• G-Sec | 96.31%
• Others | 2.04%
• Investment Banking & Brokerage | 1.65%

This data is as on 24th April 2025.

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

• 7.06% GOVT OF INDIA RED 10-04-2028 | 24.59%
• 7.59% GUJARAT SDL RED 15-02-2027 | 23.00%
• 7.59% KARNATAKA SDL 15-02-2027 | 19.17%
• 7.17% GOVT OF INDIA RED 17-04-2030 | 7.78%
• 8.28% GUJARAT SDL RED 13-02-2029 | 3.96%

This data is as on 24th April 2025.

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

• Government Securities | 96.31%
• Cash & Equivalents | 3.69%

This data is as on 24th April 2025.

The AUM (i.e. assets under management) of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund(IDCW) is ₹132.33 Cr as of 24th April 2025.

The expense ratio of Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund(IDCW) Plan is 0.20 as of 24th April 2025.

The volatility or standard deviation for the Edelweiss CRISIL IBX 50:50 Gilt Plus SDL Short Duration Index Fund(IDCW) is 0.80

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(IDCW) is 7.09

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(IDCW) is 1.04

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.