The current NAV of HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is ₹12.36, as of 28th April 2025.

The HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) was launched on 31st March 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.05%
• 3 Year Returns: 7.52%

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 | 99.17%
• Miscellaneous | 0.88%
• Others | -0.04%

This data is as on 28th April 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 | 28.45%
• 7.38% GOI 20JUN2027 | 8.46%
• 7.36% MAHARASHTRA 12APR28 SDL | 8.11%
• 8.05% GUJARAT SDL 31JAN2028 | 6.34%
• 8.05% TAMILNADU SDL 18APR2028 | 6.10%

This data is as on 28th April 2025.

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

• Government Securities | 99.17%
• Cash & Equivalents | 0.83%

This data is as on 28th April 2025.

The AUM (i.e. assets under management) of HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is ₹1893.92 Cr as of 28th April 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 28th April 2025.

The volatility or standard deviation for the HSBC CRISIL IBX 50:50 Gilt Plus SDL Apr 2028 Index Fund(IDCW Payout) is 0.94

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 6.22

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 0.95

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.