• 1 Year Returns: 4.24%
• 3 Year Returns: 3.41%
• 5 Year Returns: 2.23%

• G-Sec | 94.84%
• Miscellaneous | 11.20%
• Others | -6.05%

• 7.06% Government of India 2041 | 45.86%
• 7.24% Government of India 2055 | 25.95%
• 6.94% Government of India 2036 | 23.03%
• Triparty Repo | 11.20%
• 6.9% Government of India 2065 | N/A%

• Government Securities | 94.84%
• Cash & Equivalents | 5.16%

The alpha ratio for the Invesco India Gilt Fund(Q-IDCW) is 0.71

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(Q-IDCW) is 4.45

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(Q-IDCW) is 0.03

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(Q-IDCW) is 0.00

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.