• 1 Year Returns: 2.56%
• 3 Year Returns: 6.44%
• 5 Year Returns: 5.83%

• G-Sec | 85.74%
• Miscellaneous | 15.52%
• Others | -1.26%

• GOI - 6.94% (11/05/2036) | 31.00%
• GOI - 7.06% (27/07/2041) | 21.29%
• J) REPO | 14.04%
• GOI - 7.38% (20/06/2027) | 8.98%
• GOI - 6.53% (07/09/2031) | 7.21%

• Government Securities | 85.74%
• Cash & Equivalents | 14.26%

The alpha ratio for the Tata Gilt Fund(IDCW-Payout) is 0.75

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 Tata Gilt Fund(IDCW-Payout) is 4.52

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 Gilt Fund(IDCW-Payout) is -0.53

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 Gilt Fund(IDCW-Payout) is -0.06

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.