The current NAV of HSBC Banking and PSU Debt Fund(W-IDCW) is ₹10.35, as of 23rd April 2025.

The HSBC Banking and PSU Debt Fund(W-IDCW) was launched on 1st January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: -0.04%
• 3 Year Returns: -0.95%
• 5 Year Returns: -0.70%

The top sectors HSBC Banking and PSU Debt Fund(W-IDCW) has invested in are as follows:

• Public Banks | 35.71%
• G-Sec | 20.15%
• Consumer Finance | 19.35%
• Private Banks | 7.62%
• Power Generation | 7.23%

This data is as on 23rd April 2025.

The top 5 holdings for HSBC Banking and PSU Debt Fund(W-IDCW) are as follows:

• 6.79% INDIA GOV BOND 07OCT2034 GSEC | 6.16%
• 6.75% GOI 23-Dec-2029 | 5.21%
• NTPC Limited** | 5.04%
• 7.04% GOVERNMENT OF INDIA 03JUN29 G-SEC | 4.05%
• Export Import Bank of India^ | 3.61%

This data is as on 23rd April 2025.

The asset allocation for HSBC Banking and PSU Debt Fund(W-IDCW) is as follows:

• Corporate Debt | 72.47%
• Government Securities | 20.15%
• Certificate of Deposit | 6.11%
• Cash & Equivalents | 0.98%
• N/A | 0.30%

This data is as on 23rd April 2025.

The AUM (i.e. assets under management) of HSBC Banking and PSU Debt Fund(W-IDCW) is ₹4250.58 Cr as of 23rd April 2025.

The expense ratio of HSBC Banking and PSU Debt Fund(W-IDCW) Plan is 0.23 as of 23rd April 2025.

The volatility or standard deviation for the HSBC Banking and PSU Debt Fund(W-IDCW) is 0.63

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 Banking and PSU Debt Fund(W-IDCW) is 7.66

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 Banking and PSU Debt Fund(W-IDCW) is 1.36

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.