The current NAV of Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is ₹10.27, as of 4th December 2025.

The top sectors Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund has invested in are as follows:

• Public Banks | 37.21%
• Consumer Finance | 24.00%
• Specialized Finance | 19.45%
• Miscellaneous | 6.05%
• Private Banks | 5.73%

This data is as on 4th December 2025.

The top 5 holdings for Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund are as follows:

• 7.99% Axis Finance Ltd. (MD 03/08/2026)** | 11.45%
• 7.62% Export-Import Bank of India (MD 01/09/2026)** | 10.90%
• 7.51% REC Ltd. (MD 31/07/2026)** | 9.73%
• 7.44% Small Industries Development Bank of India (MD 04/09/2026) | 9.16%
• 7.50% National Bank for Agriculture and Rural Development (MD 31/08/2026) | 8.59%

This data is as on 4th December 2025.

The asset allocation for Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is as follows:

• Corporate Debt | 91.50%
• Cash & Equivalents | 8.50%

This data is as on 4th December 2025.

The AUM (i.e. assets under management) of Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is ₹175.68 Cr as of 4th December 2025.

The expense ratio of Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund Plan is 0.30 as of 4th December 2025.

The volatility or standard deviation for the Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.26

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 Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 7.97

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 Mirae Asset CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.94

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.