The current NAV of Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is ₹11.94, as of 19th March 2025.

The Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) was launched on 24th November 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 8.40%

The top sectors Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) has invested in are as follows:

• G-Sec | 96.77%
• Others | 1.78%
• Miscellaneous | 1.45%

This data is as on 19th March 2025.

The top 5 holdings for Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) are as follows:

• 7.17% Government of India | 17.34%
• 7.77% State Government Securities | 8.86%
• 6.99% State Government Securities | 8.76%
• 8.44% State Government Securities | 7.73%
• 8.6% Government of India | 5.71%

This data is as on 19th March 2025.

The asset allocation for Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is as follows:

• Government Securities | 96.77%
• Cash & Equivalents | 3.23%

This data is as on 19th March 2025.

The AUM (i.e. assets under management) of Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is ₹403.99 Cr as of 19th March 2025.

The expense ratio of Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) Plan is 0.20 as of 19th March 2025.

The volatility or standard deviation for the Nippon India Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is 0.93

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 Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is 4.60

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 Nifty SDL Plus G-Sec-Jun 2028 Maturity 70:30 Index Fund(IDCW) is 0.60

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.