• 1 Year Returns: 5.73%
• 3 Year Returns: 7.44%

• G-Sec | 95.79%
• Miscellaneous | 3.20%
• Others | 1.01%

• 7.38% GOI MAT 200627 | 43.62%
• 7.86% Karnataka SDL - Mat 150327 | 17.41%
• 6.79% GOI MAT 150527^ | 12.51%
• 7.22% Chhattisgarh SDL - Mat 250127^ | 10.42%
• 7.23% Tamil Nadu SDL MAT 140627^ | 6.28%

• Government Securities | 95.79%
• Cash & Equivalents | 4.21%

The alpha ratio for the HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 0.60

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 NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 0.62

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 HDFC NIFTY SDL Plus G-Sec Jun 2027 40:60 Index Fund is 2.19

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 0.29

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.