• 1 Year Returns: 1.98%
• 3 Year Returns: 5.87%
• 5 Year Returns: 4.25%

• Private Banks | 22.25%
• G-Sec | 13.00%
• Public Banks | 9.27%
• Specialized Finance | 6.09%
• Others | 5.47%

• HDFC Bank Limited | 5.98%
• ICICI Bank Limited | 4.60%
• Treps | 4.34%
• State Bank of India | 3.92%
• 7.06% GOI 10APR28 | 3.44%

• Equity | 78.05%
• Government Securities | 9.33%
• Cash & Equivalents | 3.92%
• Treasury Bills | 3.67%
• Corporate Debt | 3.56%

The alpha ratio for the HSBC Equity Savings Fund(M-IDCW) is 2.27

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 Equity Savings Fund(M-IDCW) is 5.59

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 Equity Savings Fund(M-IDCW) is 0.93

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 Equity Savings Fund(M-IDCW) is 0.10

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.