The current NAV of LIC MF Banking & PSU Fund(W-IDCW) is ₹10.05, as of 19th March 2025.

The LIC MF Banking & PSU Fund(W-IDCW) was launched on 1st January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.01%
• 3 Year Returns: -0.00%
• 5 Year Returns: 0.41%

The top sectors LIC MF Banking & PSU Fund(W-IDCW) has invested in are as follows:

• Public Banks | 29.17%
• Consumer Finance | 25.55%
• G-Sec | 16.42%
• Power Generation | 14.91%
• Private Banks | 6.35%

This data is as on 19th March 2025.

The top 5 holdings for LIC MF Banking & PSU Fund(W-IDCW) are as follows:

• 7.1% Government of India | 4.55%
• 7.83% Small Industries Development Bk of India | 4.11%
• 7.45% Export Import Bank of India | 4.02%
• 7.44% National Bk for Agriculture & Rural Dev. | 3.98%
• 8.09% NLC India Ltd. ** | 3.46%

This data is as on 19th March 2025.

The asset allocation for LIC MF Banking & PSU Fund(W-IDCW) is as follows:

• Corporate Debt | 74.56%
• Government Securities | 16.42%
• Certificate of Deposit | 6.35%
• Cash & Equivalents | 2.41%
• N/A | 0.25%

This data is as on 19th March 2025.

The AUM (i.e. assets under management) of LIC MF Banking & PSU Fund(W-IDCW) is ₹1881.91 Cr as of 19th March 2025.

The expense ratio of LIC MF Banking & PSU Fund(W-IDCW) Plan is 0.28 as of 19th March 2025.

The volatility or standard deviation for the LIC MF Banking & PSU Fund(W-IDCW) is 0.74

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 LIC MF Banking & PSU Fund(W-IDCW) is 4.94

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 LIC MF Banking & PSU Fund(W-IDCW) is 0.57

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.