• Specialized Finance | 47.72%
• Public Banks | 26.30%
• Home Financing | 18.55%
• Consumer Finance | 2.81%
• Private Banks | 1.82%

• 7.72% Bajaj Finance Limited** | 11.22%
• 7.14% Bajaj Housing Finance Limited** | 9.34%
• Aditya Birla Capital Limited** | 9.08%
• Kotak Mahindra Prime Limited** | 9.02%
• Small Industries Dev Bank of India | 5.40%

• Corporate Debt | 39.30%
• Commercial Paper | 31.65%
• Certificate of Deposit | 26.25%
• Cash & Equivalents | 2.80%

The alpha ratio for the Nippon India CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 1.07

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 Nippon India CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.75

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 Nippon India CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 3.65

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 Nippon India CRISIL-IBX Financial Services 9-12 Months Debt Index Fund is 0.49

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.