The current NAV of HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is ₹12.87, as of 5th December 2025.

The HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 8.15%
• 3 Year Returns: 7.93%

The top sectors HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) has invested in are as follows:

• G-Sec | 99.22%
• Miscellaneous | 0.85%
• Others | -0.07%

This data is as on 5th December 2025.

The top 5 holdings for HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) are as follows:

• 7.06% GOI 10APR28 | 31.69%
• 7.36% MAHARASHTRA 12APR28 SDL | 7.30%
• 8.05% GUJARAT SDL 31JAN2028 | 6.57%
• 8.05% TAMILNADU SDL 18APR2028 | 6.08%
• GOI 07.17% 08JAN28 | 5.68%

This data is as on 5th December 2025.

The asset allocation for HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is as follows:

• Government Securities | 99.22%
• Cash & Equivalents | 0.78%

This data is as on 5th December 2025.

The AUM (i.e. assets under management) of HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is ₹1859.72 Cr as of 5th December 2025.

The expense ratio of HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) Plan is 0.22 as of 5th December 2025.

The volatility or standard deviation for the HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is 0.96

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(IDCW Payout) is 3.99

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(IDCW Payout) is 0.58

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.