• 1 Year Returns: 5.30%
• 3 Year Returns: 6.96%
• 5 Year Returns: 6.30%

• G-Sec | 98.21%
• Others | 1.62%
• Miscellaneous | 0.18%

• GOI - 7.06% (27/07/2041) | 45.68%
• GOI - 6.90% (15/04/2065) | 30.18%
• GOI - 7.09% (05/08/2054) | 13.64%
• GOI - 7.18% (14/08/2033) | 2.92%
• GOI - 7.10% (08/04/2034) | 2.90%

• Government Securities | 98.21%
• Cash & Equivalents | 1.79%

The alpha ratio for the Tata Gilt Securities Fund(IDCW-Payout) is 0.93

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 Securities Fund(IDCW-Payout) is 4.59

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 Securities Fund(IDCW-Payout) is 0.23

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 Securities Fund(IDCW-Payout) is 0.03

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.