• 1 Year Returns: 0.01%
• 3 Year Returns: -0.02%
• 5 Year Returns: 0.00%

• Others | 81.61%
• Miscellaneous | 16.79%
• G-Sec | 1.60%

• 5.33% Reverse Repo | 81.56%
• TREPS | 16.79%
• 91 Days Treasury Bills (MD 06/08/2026) | 1.60%
• Net Receivables / (Payables) | 0.04%
• 5.35% Reverse Repo | N/A%

• Cash & Equivalents | 98.40%
• Treasury Bills | 1.60%

The alpha ratio for the Mirae Asset Overnight Fund(W-IDCW) is -0.07

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(W-IDCW) is 0.01

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(W-IDCW) is -63.86

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(W-IDCW) is -0.54

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.