The current NAV of Nippon India FHF-XLIV-1-1743D(IDCW) is ₹12.31, as of 17th April 2025.

The Nippon India FHF-XLIV-1-1743D(IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.51%

The top sectors Nippon India FHF-XLIV-1-1743D(IDCW) has invested in are as follows:

• G-Sec | 97.72%
• Others | 1.60%
• Miscellaneous | 0.68%

This data is as on 17th April 2025.

The top 5 holdings for Nippon India FHF-XLIV-1-1743D(IDCW) are as follows:

• 7.52% State Government Securities | 61.97%
• 6.80% GOI (MD15/12/2060)-Strips (C)-(MD15/06/2027) | 11.85%
• GOI STRIPS (MD 12/06/2027) | 11.24%
• GOI STRIPS (MD 19/03/2027) | 2.77%
• GOI Strips (MD 19/06/2027) | 2.56%

This data is as on 17th April 2025.

The asset allocation for Nippon India FHF-XLIV-1-1743D(IDCW) is as follows:

• Government Securities | 97.72%
• Cash & Equivalents | 2.28%

This data is as on 17th April 2025.

The AUM (i.e. assets under management) of Nippon India FHF-XLIV-1-1743D(IDCW) is ₹73.72 Cr as of 17th April 2025.

The volatility or standard deviation for the Nippon India FHF-XLIV-1-1743D(IDCW) is 0.79

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-XLIV-1-1743D(IDCW) is 6.56

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-XLIV-1-1743D(IDCW) is 0.99

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.