The current NAV of SBI Liquid Fund(W-IDCW Payout) is ₹1386.25, as of 19th May 2025.

The SBI Liquid Fund(W-IDCW Payout) was launched on 1st January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: 6.36%
• 3 Year Returns: 6.63%
• 5 Year Returns: 5.33%

The top sectors SBI Liquid Fund(W-IDCW Payout) has invested in are as follows:

• Public Banks | 33.61%
• G-Sec | 19.34%
• Oil & Gas - Refining & Marketing | 10.24%
• Investment Banking & Brokerage | 9.81%
• Specialized Finance | 7.82%

This data is as on 19th May 2025.

The top 5 holdings for SBI Liquid Fund(W-IDCW Payout) are as follows:

• 91 DAY T-BILL 08.05.25 | 5.18%
• 5.22% CGL 2025 | 3.81%
• Hindustan Petroleum Corporation Ltd. | 3.72%
• Bank of Baroda | 2.95%
• Canara Bank | 2.94%

This data is as on 19th May 2025.

The asset allocation for SBI Liquid Fund(W-IDCW Payout) is as follows:

• Commercial Paper | 57.16%
• Certificate of Deposit | 26.61%
• Treasury Bills | 12.98%
• Government Securities | 6.36%
• Corporate Debt | 4.89%

This data is as on 19th May 2025.

The AUM (i.e. assets under management) of SBI Liquid Fund(W-IDCW Payout) is ₹67476.12 Cr as of 19th May 2025.

The expense ratio of SBI Liquid Fund(W-IDCW Payout) Plan is 0.21 as of 19th May 2025.

The volatility or standard deviation for the SBI Liquid Fund(W-IDCW Payout) is 0.15

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 Liquid Fund(W-IDCW Payout) is 4.04

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 Liquid Fund(W-IDCW Payout) is 0.22

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.