The current NAV of Nippon India FHF-XLI-8-3654D is ₹16.52, as of 24th April 2025.

The Nippon India FHF-XLI-8-3654D was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 11.20%
• 3 Year Returns: 8.42%
• 5 Year Returns: 7.28%

The top sectors Nippon India FHF-XLI-8-3654D has invested in are as follows:

• G-Sec | 96.15%
• Others | 2.63%
• Miscellaneous | 1.22%

This data is as on 24th April 2025.

The top 5 holdings for Nippon India FHF-XLI-8-3654D are as follows:

• 8.14% State Government Securities | 38.32%
• 8.17% State Government Securities | 24.43%
• 6.94% State Government Securities | 3.90%
• 7.11% State Government Securities | 3.30%
• 8.31% State Government Securities | 3.10%

This data is as on 24th April 2025.

The asset allocation for Nippon India FHF-XLI-8-3654D is as follows:

• Government Securities | 96.15%
• Cash & Equivalents | 3.85%

This data is as on 24th April 2025.

The AUM (i.e. assets under management) of Nippon India FHF-XLI-8-3654D is ₹64.19 Cr as of 24th April 2025.

The volatility or standard deviation for the Nippon India FHF-XLI-8-3654D is 1.50

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 FHF-XLI-8-3654D is 4.68

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 FHF-XLI-8-3654D is 0.67

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.