• 1 Year Returns: 0.00%
• 3 Year Returns: 0.00%
• 5 Year Returns: 0.00%

• Others | 59.77%
• Miscellaneous | 35.32%
• G-Sec | 4.91%

• 5.15% Reverse Repo | 59.05%
• TREPS | 35.32%
• 91 Days Treasury Bills (MD 01/10/2026) | 3.27%
• 91 Days Treasury Bills (MD 08/10/2026) | 1.64%
• Net Receivables / (Payables) | 0.72%

• Cash & Equivalents | 95.09%
• Treasury Bills | 4.91%

The alpha ratio for the Mirae Asset Overnight Fund(DD-IDCW) is -0.12

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 Mirae Asset Overnight Fund(DD-IDCW) is 0.02

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 Overnight Fund(DD-IDCW) is -39.37

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 Overnight Fund(DD-IDCW) is -0.59

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.