• 1 Year Returns: -0.17%

• Specialized Finance | 68.18%
• Home Financing | 28.46%
• Others | 2.08%
• Investment Banking & Brokerage | 1.27%

• 8.33% ADITYA BIRLA FIN SR L1 NCD19-05-27** | 12.42%
• 7.8989% ADITYA BIRLA HSG SR K2 08-06-27 | 9.90%
• 8.24% L&T FIN LTD SR J NCD RED 16-06-27** | 6.21%
• 8.3774% KOTAK MAHINDRA INV NCD 21-06-27** | 6.20%
• 8.285% TATA CAPITAL LTD NCD 10-05-2027** | 6.20%

• Corporate Debt | 96.65%
• Cash & Equivalents | 3.35%

The alpha ratio for the Edelweiss CRISIL-IBX AAA Bond NBFC-HFC-Jun 2027 Index Fund(IDCW) is 0.90

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 Edelweiss CRISIL-IBX AAA Bond NBFC-HFC-Jun 2027 Index Fund(IDCW) is 0.70

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 AAA Bond NBFC-HFC-Jun 2027 Index Fund(IDCW) is 3.08

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 AAA Bond NBFC-HFC-Jun 2027 Index Fund(IDCW) is 0.39

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.