• 1 Year Returns: 0.75%
• 3 Year Returns: 7.37%
• 5 Year Returns: 8.47%

• G-Sec | 30.82%
• Private Banks | 7.67%
• Telecom Services | 6.89%
• Public Banks | 6.23%
• Specialized Finance | 5.37%

• 6.63% CGL 2031 | 10.01%
• 7.74% State Government of Tamil Nadu 2036 | 7.94%
• 6.90% CGL 2065 | 7.24%
• Bharat Sanchar Nigam Ltd. | 3.95%
• National Bank for Agriculture and Rural Development | 3.92%

• Equity | 39.16%
• Government Securities | 30.82%
• Corporate Debt | 27.33%
• Cash & Equivalents | 2.68%
• Pref Shares | 0.01%

The alpha ratio for the SBI Retirement Benefit Fund-Conservative Hybrid Plan(IDCW) is -0.36

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 Retirement Benefit Fund-Conservative Hybrid Plan(IDCW) is 6.24

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 Retirement Benefit Fund-Conservative Hybrid Plan(IDCW) is -0.47

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 Retirement Benefit Fund-Conservative Hybrid Plan(IDCW) is -0.05

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.