The current NAV of SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) is ₹12.45, as of 8th July 2025.

The SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) was launched on 4th October 2022. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.26%

The top sectors SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) has invested in are as follows:

• G-Sec | 97.07%
• Others | 2.51%
• Miscellaneous | 0.41%

This data is as on 8th July 2025.

The top 5 holdings for SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) are as follows:

• 7.18% State Government of Tamil Nadu 2027 | 30.83%
• 7.20% State Government of Maharashtra 2027 | 20.26%
• 7.33% State Government of Maharashtra 2027 | 9.06%
• 7.45% State Government of Rajasthan 2027 | 7.41%
• 7.38% CGL 2027 | 5.11%

This data is as on 8th July 2025.

The asset allocation for SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) is as follows:

• Government Securities | 97.07%
• Cash & Equivalents | 2.93%

This data is as on 8th July 2025.

The AUM (i.e. assets under management) of SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) is ₹1109.17 Cr as of 8th July 2025.

The expense ratio of SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) Plan is 0.23 as of 8th July 2025.

The volatility or standard deviation for the SBI CRISIL IBX SDL Index - Sep 2027 Fund(IDCW) is 0.94

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 - Sep 2027 Fund(IDCW) is 5.26

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 - Sep 2027 Fund(IDCW) is 0.81

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.