The current NAV of Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) is ₹12.10, as of 20th June 2025.

The Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) was launched on 31st March 2023. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.39%

The top sectors Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) has invested in are as follows:

• G-Sec | 94.80%
• Miscellaneous | 3.27%
• Others | 1.93%

This data is as on 20th June 2025.

The top 5 holdings for Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) are as follows:

• 6.98% Maharashtra SDL (MD 26/02/2028) | 17.35%
• 8.45% Uttar Pradesh SDL (MD 27/06/2028) | 14.44%
• 8.32% Tamilnadu SDL (MD 23/05/2028) | 14.38%
• 7.22% Gujarat SDL (MD 14/06/2028) | 14.00%
• 6.99% Telangana SDL (MD 10/06/2028) | 12.52%

This data is as on 20th June 2025.

The asset allocation for Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) is as follows:

• Government Securities | 94.80%
• Cash & Equivalents | 5.20%

This data is as on 20th June 2025.

The AUM (i.e. assets under management) of Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) is ₹73.82 Cr as of 20th June 2025.

The expense ratio of Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) Plan is 0.12 as of 20th June 2025.

The volatility or standard deviation for the Mirae Asset Nifty SDL June 2028 Index Fund(IDCW) is 1.27

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 Nifty SDL June 2028 Index Fund(IDCW) is 4.79

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 Nifty SDL June 2028 Index Fund(IDCW) is 0.74

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.