The current NAV of HSBC Ultra Short Duration Fund(DD-IDCW) is ₹1079.94, as of 24th April 2025.

The HSBC Ultra Short Duration Fund(DD-IDCW) was launched on 29th January 2020. This mutual fund's past returns are as follows:

• 1 Year Returns: N/A%
• 3 Year Returns: 0.04%
• 5 Year Returns: 1.47%

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

• Public Banks | 50.53%
• Private Banks | 17.54%
• G-Sec | 14.81%
• Specialized Finance | 10.02%
• Home Financing | 9.00%

This data is as on 24th April 2025.

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

• LIC Housing Finance Limited** | 5.79%
• Bank of Baroda** | 5.48%
• Canara Bank** | 4.39%
• Union Bank of India** | 4.38%
• 182 DAYS T-BILL 29MAY25 | 4.38%

This data is as on 24th April 2025.

The asset allocation for HSBC Ultra Short Duration Fund(DD-IDCW) is as follows:

• Certificate of Deposit | 55.47%
• Corporate Debt | 29.88%
• Treasury Bills | 14.81%
• Commercial Paper | 10.64%
• Secured Debt | 1.96%

This data is as on 24th April 2025.

The AUM (i.e. assets under management) of HSBC Ultra Short Duration Fund(DD-IDCW) is ₹2259.77 Cr as of 24th April 2025.

The expense ratio of HSBC Ultra Short Duration Fund(DD-IDCW) Plan is 0.22 as of 24th April 2025.

The volatility or standard deviation for the HSBC Ultra Short Duration Fund(DD-IDCW) is 0.33

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 Ultra Short Duration Fund(DD-IDCW) is 11.15

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 Ultra Short Duration Fund(DD-IDCW) is 1.48

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.