• 1 Year Returns: -0.52%
• 3 Year Returns: -4.82%
• 5 Year Returns: -1.24%

• G-Sec | 93.31%
• Others | 5.54%
• Miscellaneous | 1.15%

• 7.06% Government of India 2041 | 26.82%
• 7.24% Government of India 2055 | 25.93%
• 182 Days Tbill (MD 03/09/2026) | 22.44%
• 7.71% Government of India 2066 | 18.12%
• Net Receivables / (Payables) | 5.54%

• Government Securities | 70.87%
• Treasury Bills | 22.44%
• Cash & Equivalents | 6.69%

The alpha ratio for the Invesco India Gilt Fund(A-IDCW) is 0.77

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Invesco India Gilt Fund(A-IDCW) is 4.31

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 Invesco India Gilt Fund(A-IDCW) is -0.30

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 Invesco India Gilt Fund(A-IDCW) is -0.03

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.