• 1 Year Returns: 0.22%

• G-Sec | 89.81%
• Others | 10.19%

• 6.9% GOI 15-Apr-2065 | 25.89%
• 7.71% GOI 18-May-2066 | 14.40%
• 364 Days Treasury Bill 04-Jun-2026 | 14.35%
• 364 Days Treasury Bill 18-Jun-2026 | 14.32%
• 7.24% GOI 18-Aug-2055 | 13.69%

• Government Securities | 61.14%
• Treasury Bills | 28.67%
• Cash & Equivalents | 10.19%

The alpha ratio for the Groww Gilt Fund-Reg(IDCW) is -0.77

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 Groww Gilt Fund-Reg(IDCW) is 3.62

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 Groww Gilt Fund-Reg(IDCW) is -1.23

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 Groww Gilt Fund-Reg(IDCW) is -0.13

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.