• 1 Year Returns: 5.37%
• 3 Year Returns: 7.46%

• G-Sec | 99.61%
• Miscellaneous | 0.42%
• Others | -0.03%

• 7.06% GOI 10APR28 | 30.57%
• GOI 07.17% 08JAN28 | 9.98%
• 7.36% MAHARASHTRA 12APR28 SDL | 6.89%
• 8.05% TAMILNADU SDL 18APR2028 | 6.25%
• 8.05% GUJARAT SDL 31JAN2028 | 6.19%

• Government Securities | 99.61%
• Cash & Equivalents | 0.39%

The alpha ratio for the HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund is 0.58

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 HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund is 0.99

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 CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund is 1.06

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 HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund is 0.11

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.