The current NAV of HSBC Liquid Fund(M-IDCW Payout) is ₹1041.43, as of 15th July 2025.

The HSBC Liquid Fund(M-IDCW Payout) was launched on 3rd January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: -0.07%
• 3 Year Returns: 0.03%
• 5 Year Returns: 0.03%

The top sectors HSBC Liquid Fund(M-IDCW Payout) has invested in are as follows:

• Public Banks | 35.28%
• G-Sec | 22.02%
• Investment Banking & Brokerage | 19.86%
• Private Banks | 8.18%
• Home Financing | 6.92%

This data is as on 15th July 2025.

The top 5 holdings for HSBC Liquid Fund(M-IDCW Payout) are as follows:

• 182 DTB 18SEP2025 | 3.31%
• HDFC Bank Limited** | 3.17%
• National Bank for Agriculture & Rural Development** | 3.17%
• ICICI Securities Limited** | 3.17%
• 91 DTB 28Aug2025 | 3.03%

This data is as on 15th July 2025.

The asset allocation for HSBC Liquid Fund(M-IDCW Payout) is as follows:

• Commercial Paper | 66.68%
• Certificate of Deposit | 32.34%
• Treasury Bills | 22.02%
• N/A | 0.23%
• Cash & Equivalents | -21.27%

This data is as on 15th July 2025.

The AUM (i.e. assets under management) of HSBC Liquid Fund(M-IDCW Payout) is ₹18692.68 Cr as of 15th July 2025.

The expense ratio of HSBC Liquid Fund(M-IDCW Payout) Plan is 0.11 as of 15th July 2025.

The volatility or standard deviation for the HSBC Liquid Fund(M-IDCW Payout) is 0.11

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 Liquid Fund(M-IDCW Payout) is 6.16

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 Liquid Fund(M-IDCW Payout) is 0.32

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.