The current NAV of Edelweiss Government Securities Fund(M-IDCW) is ₹16.82, as of 20th March 2025.

The Edelweiss Government Securities Fund(M-IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.85%
• 3 Year Returns: 0.35%
• 5 Year Returns: 0.28%

The top sectors Edelweiss Government Securities Fund(M-IDCW) has invested in are as follows:

• G-Sec | 82.97%
• Investment Banking & Brokerage | 15.10%
• Others | 1.93%

This data is as on 20th March 2025.

The top 5 holdings for Edelweiss Government Securities Fund(M-IDCW) are as follows:

• 6.79% GOVT OF INDIA RED 07-10-2034 | 38.12%
• 7.30% GOVT OF INDIA RED 19-06-2053 | 23.85%
• 7.34% GOVT OF INDIA RED 22-04-2064 | 17.94%
• Clearing Corporation of India Ltd. | 15.10%
• 7.23% GOVT OF INDIA RED 15-04-2039 | 3.00%

This data is as on 20th March 2025.

The asset allocation for Edelweiss Government Securities Fund(M-IDCW) is as follows:

• Government Securities | 82.97%
• Cash & Equivalents | 17.03%

This data is as on 20th March 2025.

The AUM (i.e. assets under management) of Edelweiss Government Securities Fund(M-IDCW) is ₹171.29 Cr as of 20th March 2025.

The expense ratio of Edelweiss Government Securities Fund(M-IDCW) Plan is 0.51 as of 20th March 2025.

The volatility or standard deviation for the Edelweiss Government Securities Fund(M-IDCW) is 2.50

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 Government Securities Fund(M-IDCW) is 1.83

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 Government Securities Fund(M-IDCW) is 0.19

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.