The current NAV of Nippon India FMP-XLIII-5-2315D(IDCW) is ₹12.82, as of 17th July 2025.

The Nippon India FMP-XLIII-5-2315D(IDCW) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.37%
• 3 Year Returns: 8.85%

The top sectors Nippon India FMP-XLIII-5-2315D(IDCW) has invested in are as follows:

• G-Sec | 98.73%
• Others | 1.02%
• Miscellaneous | 0.25%

This data is as on 17th July 2025.

The top 5 holdings for Nippon India FMP-XLIII-5-2315D(IDCW) are as follows:

• 8.05% State Government Securities | 43.98%
• 6.99% State Government Securities | 35.28%
• 8.39% State Government Securities | 2.65%
• GOI STRIPS (MD16/06/2028) | 2.56%
• GOI Strips (MD 12/06/2028 ) | 2.41%

This data is as on 17th July 2025.

The asset allocation for Nippon India FMP-XLIII-5-2315D(IDCW) is as follows:

• Government Securities | 98.73%
• Cash & Equivalents | 1.27%

This data is as on 17th July 2025.

The AUM (i.e. assets under management) of Nippon India FMP-XLIII-5-2315D(IDCW) is ₹179.47 Cr as of 17th July 2025.

The volatility or standard deviation for the Nippon India FMP-XLIII-5-2315D(IDCW) is 1.31

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 FMP-XLIII-5-2315D(IDCW) is 4.51

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 FMP-XLIII-5-2315D(IDCW) 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.