The current NAV of HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is ₹11.96, as of 17th June 2025.

The HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.27%

The top sectors HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund has invested in are as follows:

• G-Sec | 96.48%
• Others | 2.47%
• Miscellaneous | 1.04%

This data is as on 17th June 2025.

The top 5 holdings for HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund are as follows:

• 7.38% GOI MAT 200627 | 45.85%
• 7.86% Karnataka SDL - Mat 150327 | 17.66%
• 6.79% GOI MAT 150527^ | 10.52%
• 7.22% Chhattisgarh SDL - Mat 250127^ | 10.51%
• 7.23% Tamil Nadu SDL MAT 140627^ | 6.34%

This data is as on 17th June 2025.

The asset allocation for HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is as follows:

• Government Securities | 96.48%
• Cash & Equivalents | 3.52%

This data is as on 17th June 2025.

The AUM (i.e. assets under management) of HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is ₹48.50 Cr as of 17th June 2025.

The expense ratio of HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund Plan is 0.20 as of 17th June 2025.

The volatility or standard deviation for the HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 0.72

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 NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 6.98

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 NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 1.20

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.