The current NAV of HSBC Short Duration Fund(IDCW Payout) is ₹11.93, as of 23rd April 2025.

The HSBC Short Duration Fund(IDCW Payout) was launched on 1st January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: 1.37%
• 3 Year Returns: 0.28%
• 5 Year Returns: 0.15%

The top sectors HSBC Short Duration Fund(IDCW Payout) has invested in are as follows:

• G-Sec | 28.26%
• Public Banks | 19.39%
• Consumer Finance | 16.77%
• Specialized Finance | 10.30%
• Private Banks | 8.25%

This data is as on 23rd April 2025.

The top 5 holdings for HSBC Short Duration Fund(IDCW Payout) are as follows:

• 6.79% INDIA GOV BOND 07OCT2034 GSEC | 8.25%
• 7.32% GOI BOND 13NOV2030 | 6.80%
• National Bank for Agriculture & Rural Development^ | 2.84%
• Small Industries Development Bank of India** | 2.84%
• 7.04% GOVERNMENT OF INDIA 03JUN29 G-SEC | 2.84%

This data is as on 23rd April 2025.

The asset allocation for HSBC Short Duration Fund(IDCW Payout) is as follows:

• Corporate Debt | 58.13%
• Government Securities | 28.26%
• Certificate of Deposit | 6.71%
• Secured Debt | 3.08%
• Commercial Paper | 2.58%

This data is as on 23rd April 2025.

The AUM (i.e. assets under management) of HSBC Short Duration Fund(IDCW Payout) is ₹3683.03 Cr as of 23rd April 2025.

The expense ratio of HSBC Short Duration Fund(IDCW Payout) Plan is 0.27 as of 23rd April 2025.

The volatility or standard deviation for the HSBC Short Duration Fund(IDCW Payout) is 0.78

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 Short Duration Fund(IDCW Payout) is 7.15

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 Short Duration Fund(IDCW Payout) is 0.95

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.