• 1 Year Returns: -2.73%
• 3 Year Returns: -0.48%

• G-Sec | 98.58%
• Miscellaneous | 1.27%
• Others | 0.15%

• GOI STRIPS - Mat 190330^ | 38.77%
• GOI STRIPS - Mat 190929^ | 17.45%
• GOI STRIPS - Mat 220230^ | 14.20%
• GOI STRIPS - Mat 260430^ | 11.75%
• 5.79% GOI 2030 | 9.17%

• Government Securities | 98.58%
• Cash & Equivalents | 1.42%

The alpha ratio for the HDFC FMP-Sr 47-2638D-Feb 2023(Q-IDCW) is 0.10

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 FMP-Sr 47-2638D-Feb 2023(Q-IDCW) is 2.33

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 FMP-Sr 47-2638D-Feb 2023(Q-IDCW) is 0.06

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 FMP-Sr 47-2638D-Feb 2023(Q-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.