The current NAV of HSBC Medium to Long Duration Fund Fund(IDCW) is ₹10.87, as of 21st March 2025.

The HSBC Medium to Long Duration Fund Fund(IDCW) was launched on 12th September 2019. This mutual fund's past returns are as follows:

• 1 Year Returns: 1.15%
• 3 Year Returns: -0.55%
• 5 Year Returns: -0.80%

The top sectors HSBC Medium to Long Duration Fund Fund(IDCW) has invested in are as follows:

• G-Sec | 74.95%
• Public Banks | 13.81%
• Miscellaneous | 11.20%
• Consumer Finance | 6.18%
• Others | -6.13%

This data is as on 21st March 2025.

The top 5 holdings for HSBC Medium to Long Duration Fund Fund(IDCW) are as follows:

• 7.32% GOI BOND 13NOV2030 | 21.67%
• 6.79% INDIA GOV BOND 07OCT2034 GSEC | 21.26%
• 7.18% GOI 24-Jul-2037 | 14.85%
• Treps | 11.20%
• 7.30% GOI 19JUN53 | 10.67%

This data is as on 21st March 2025.

The asset allocation for HSBC Medium to Long Duration Fund Fund(IDCW) is as follows:

• Government Securities | 74.95%
• Corporate Debt | 19.99%
• Cash & Equivalents | 4.79%
• N/A | 0.28%

This data is as on 21st March 2025.

The AUM (i.e. assets under management) of HSBC Medium to Long Duration Fund Fund(IDCW) is ₹48.53 Cr as of 21st March 2025.

The expense ratio of HSBC Medium to Long Duration Fund Fund(IDCW) Plan is 0.66 as of 21st March 2025.

The volatility or standard deviation for the HSBC Medium to Long Duration Fund Fund(IDCW) is 1.90

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 Medium to Long Duration Fund Fund(IDCW) is 2.44

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 Medium to Long Duration Fund Fund(IDCW) is 0.25

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.