The current NAV of HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) is ₹9.45, as of 17th April 2025.

The HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) was launched on 22nd March 2021. This mutual fund's past returns are as follows:

• 1 Year Returns: -0.80%
• 3 Year Returns: 1.55%

The top sectors HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) has invested in are as follows:

• Others | 97.04%
• Miscellaneous | 2.96%

This data is as on 17th April 2025.

The top 5 holdings for HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) are as follows:

• HSBC GIF-Global Equity Climate Change | 97.84%
• Treps | 2.96%
• Net Current Assets (including cash & bank balances) | -0.80%

This data is as on 17th April 2025.

The asset allocation for HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) is as follows:

• Mutual Funds | 97.84%
• Cash & Equivalents | 2.16%

This data is as on 17th April 2025.

The AUM (i.e. assets under management) of HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) is ₹56.45 Cr as of 17th April 2025.

The expense ratio of HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) Plan is 1.40 as of 17th April 2025.

The volatility or standard deviation for the HSBC Global Equity Climate Change FoF-Reg(IDCW-Payout) is 16.53

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 Global Equity Climate Change FoF-Reg(IDCW-Payout) is -0.23

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 Global Equity Climate Change FoF-Reg(IDCW-Payout) is -0.02

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.