The current NAV of Tata Floating Rate Fund-Reg(M-IDCW Payout) is ₹13.05, as of 4th November 2025.

The Tata Floating Rate Fund-Reg(M-IDCW Payout) was launched on 7th July 2021. This mutual fund's past returns are as follows:

• 1 Year Returns: 7.73%
• 3 Year Returns: 7.39%

The top sectors Tata Floating Rate Fund-Reg(M-IDCW Payout) has invested in are as follows:

• G-Sec | 21.97%
• Specialized Finance | 18.01%
• Public Banks | 17.54%
• Consumer Finance | 14.38%
• Miscellaneous | 11.64%

This data is as on 4th November 2025.

The top 5 holdings for Tata Floating Rate Fund-Reg(M-IDCW Payout) are as follows:

• C) REPO | 11.64%
• SGS KARNATAKA 7.45% (20/03/2037) | 10.94%
• SGS ANDHRA PRADESH 7.70% (06/12/2029) # | 7.43%
• ** 07.35 % EXIM - 27/07/2028 | 7.32%
• ** 07.59 % NATIONAL HOUSING BANK - 08/09/2027 # | 7.29%

This data is as on 4th November 2025.

The asset allocation for Tata Floating Rate Fund-Reg(M-IDCW Payout) is as follows:

• Corporate Debt | 60.14%
• Government Securities | 21.97%
• Cash & Equivalents | 13.73%
• Secured Debt | 3.59%
• N/A | 0.57%

This data is as on 4th November 2025.

The AUM (i.e. assets under management) of Tata Floating Rate Fund-Reg(M-IDCW Payout) is ₹139.47 Cr as of 4th November 2025.

The expense ratio of Tata Floating Rate Fund-Reg(M-IDCW Payout) Plan is 0.72 as of 4th November 2025.

The volatility or standard deviation for the Tata Floating Rate Fund-Reg(M-IDCW Payout) is 1.07

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 Tata Floating Rate Fund-Reg(M-IDCW Payout) is 3.36

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 Tata Floating Rate Fund-Reg(M-IDCW Payout) is 0.48

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.