• G-Sec | 95.12%
• Others | 3.17%
• Miscellaneous | 1.71%

• 7.36% State Government of Karnataka 2034 | 77.31%
• 7.55% State Government of Maharashtra 2034 | 17.81%
• Net Receivable / Payable | 3.17%
• TREPS | 1.71%

• Government Securities | 95.12%
• Cash & Equivalents | 4.88%

The alpha ratio for the SBI CRISIL - IBX SDL Index - June 2034 Index Fund(IDCW) is -1.15

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 SBI CRISIL - IBX SDL Index - June 2034 Index Fund(IDCW) is 2.35

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 SBI CRISIL - IBX SDL Index - June 2034 Index Fund(IDCW) is -2.92

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 SBI CRISIL - IBX SDL Index - June 2034 Index Fund(IDCW) is -0.28

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.