The current NAV of HSBC Medium to Long Duration Fund Fund(IDCW-Payout) is ₹11.04, as of 23rd May 2025.

The HSBC Medium to Long Duration Fund Fund(IDCW-Payout) was launched on 10th December 2002. This mutual fund's past returns are as follows:

• 1 Year Returns: 2.72%
• 3 Year Returns: 1.65%
• 5 Year Returns: -0.92%

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

• G-Sec | 62.29%
• Public Banks | 19.88%
• Consumer Finance | 14.82%
• Miscellaneous | 2.96%
• Others | 0.04%

This data is as on 23rd May 2025.

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

• 7.18% GOI 24-Jul-2037 | 15.13%
• 6.92% INDIA GOVT BOND 18NOV2039 GSEC | 12.91%
• 7.30% GOI 19JUN53 | 10.92%
• 7.18% GOVERNMENT ON INDIA 14AUG2033 GSEC | 10.68%
• Rec Limited^ | 8.82%

This data is as on 23rd May 2025.

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

• Government Securities | 62.29%
• Corporate Debt | 34.71%
• Cash & Equivalents | 2.74%
• N/A | 0.27%
• Futures & Options | -0.01%

This data is as on 23rd May 2025.

The AUM (i.e. assets under management) of HSBC Medium to Long Duration Fund Fund(IDCW-Payout) is ₹49.98 Cr as of 23rd May 2025.

The expense ratio of HSBC Medium to Long Duration Fund Fund(IDCW-Payout) Plan is 1.90 as of 23rd May 2025.

The volatility or standard deviation for the HSBC Medium to Long Duration Fund Fund(IDCW-Payout) is 1.97

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-Payout) is 2.76

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-Payout) is 0.30

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.