The current NAV of Mirae Asset Multi Asset Allocation Fund(IDCW) is ₹12.34, as of 16th June 2025.

The Mirae Asset Multi Asset Allocation Fund(IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 13.46%

The top sectors Mirae Asset Multi Asset Allocation Fund(IDCW) has invested in are as follows:

• Others | 15.25%
• Private Banks | 13.61%
• Public Banks | 7.14%
• IT Services & Consulting | 5.62%
• G-Sec | 4.32%

This data is as on 16th June 2025.

The top 5 holdings for Mirae Asset Multi Asset Allocation Fund(IDCW) are as follows:

• Mirae Asset Gold ETF-Regular Plan-Growth | 10.82%
• HDFC Bank Ltd | 5.42%
• 6.79% Government of India (07/10/2034) | 3.60%
• ICICI Bank Ltd | 3.34%
• Bharti Airtel Ltd | 2.29%

This data is as on 16th June 2025.

The asset allocation for Mirae Asset Multi Asset Allocation Fund(IDCW) is as follows:

• Equity | 66.63%
• Corporate Debt | 13.05%
• Mutual Funds | 12.96%
• Government Securities | 4.32%
• Cash & Equivalents | 2.47%

This data is as on 16th June 2025.

The AUM (i.e. assets under management) of Mirae Asset Multi Asset Allocation Fund(IDCW) is ₹1991.37 Cr as of 16th June 2025.

The expense ratio of Mirae Asset Multi Asset Allocation Fund(IDCW) Plan is 0.42 as of 16th June 2025.

The volatility or standard deviation for the Mirae Asset Multi Asset Allocation Fund(IDCW) is 8.08

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 Multi Asset Allocation Fund(IDCW) is 1.07

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 Multi Asset Allocation Fund(IDCW) is 0.11

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.

The PE ratio of Mirae Asset Multi Asset Allocation Fund(IDCW) is 32.27, while category PE ratio is 37.64.