• Public Banks | 36.57%
• Specialized Finance | 21.63%
• Consumer Finance | 14.94%
• Private Banks | 12.10%
• Home Financing | 6.55%

• 7.71% REC Limited.^ | 8.96%
• 8.25% Mahindra & Mahindra Financial Services Ltd.^ | 5.98%
• 7.6% Power Finance Corporation Ltd.^ | 5.98%
• 8.3% Tata Capital Ltd. | 5.98%
• 8.1167% Bajaj Finance Ltd.^ | 5.98%

• Corporate Debt | 53.89%
• Certificate of Deposit | 37.91%
• Commercial Paper | 5.77%
• Cash & Equivalents | 2.44%

The alpha ratio for the HDFC CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 1.47

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 HDFC CRISIL-IBX Financial Services 9-12 Months Debt Index Fund 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 HDFC CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 4.74

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 HDFC CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.68

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.