• 1 Year Returns: 5.52%
• 3 Year Returns: 7.53%

• G-Sec | 98.11%
• Others | 1.59%
• Miscellaneous | 0.31%

• 7.52% State Government Securities | 55.89%
• 6.80% GOI (MD15/12/2060)-Strips (C)-(MD15/06/2027) | 11.90%
• GOI STRIPS (MD 12/06/2027) | 11.28%
• GOI STRIPS (MD 19/03/2027) | 2.78%
• GOI Strips (MD 19/06/2027) | 2.57%

• Government Securities | 98.11%
• Cash & Equivalents | 1.89%

The alpha ratio for the Nippon India FMP-XLIV-1-1743D(IDCW) is 0.50

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 FMP-XLIV-1-1743D(IDCW) is 0.58

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-XLIV-1-1743D(IDCW) is 1.91

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-XLIV-1-1743D(IDCW) is 0.27

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.