The current NAV of HSBC Asia Pacific (Ex Japan) DYF is ₹23.00, as of 23rd May 2025.

The HSBC Asia Pacific (Ex Japan) DYF was launched on 24th February 2014. This mutual fund's past returns are as follows:

• 1 Year Returns: 11.23%
• 3 Year Returns: 8.97%
• 5 Year Returns: 10.90%

The top sectors HSBC Asia Pacific (Ex Japan) DYF has invested in are as follows:

• Others | 95.38%
• Miscellaneous | 4.62%

This data is as on 23rd May 2025.

The top 5 holdings for HSBC Asia Pacific (Ex Japan) DYF are as follows:

• HGIF - Asia Pacific ex Japan Equity High Dividend (Share Class S9D) | 95.71%
• Treps | 4.62%
• Net Current Assets (including cash & bank balances) | -0.33%

This data is as on 23rd May 2025.

The asset allocation for HSBC Asia Pacific (Ex Japan) DYF is as follows:

• Mutual Funds | 95.71%
• Cash & Equivalents | 4.29%

This data is as on 23rd May 2025.

The AUM (i.e. assets under management) of HSBC Asia Pacific (Ex Japan) DYF is ₹10.23 Cr as of 23rd May 2025.

The expense ratio of HSBC Asia Pacific (Ex Japan) DYF Plan is 1.39 as of 23rd May 2025.

The volatility or standard deviation for the HSBC Asia Pacific (Ex Japan) DYF is 18.53

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 HSBC Asia Pacific (Ex Japan) DYF is 0.47

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 HSBC Asia Pacific (Ex Japan) DYF is 0.05

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.