• 1 Year Returns: -2.49%

• G-Sec | 89.81%
• Others | 7.55%
• Investment Banking & Brokerage | 2.63%

• 6.94% GOVT OF INDIA RED 11-05-2036 | 28.13%
• 7.24% GOVT OF INDIA RED 18-08-2055 | 26.79%
• Reverse Repo | 14.17%
• 7.48% KARNATAKA SDL RED 18-02-2037 | 11.83%
• 6.68% GOVT OF INDIA RED 07-07-2040 | 11.45%

• Government Securities | 89.81%
• Cash & Equivalents | 10.19%

The alpha ratio for the Edelweiss Gilt Fund(A-IDCW) is 0.13

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 Gilt Fund(A-IDCW) is 3.51

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 Gilt Fund(A-IDCW) is -0.10

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 Gilt Fund(A-IDCW) is -0.01

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.