• 1 Year Returns: 5.57%
• 3 Year Returns: 7.29%

• G-Sec | 96.57%
• Others | 2.67%
• Miscellaneous | 0.75%

• GOI - 8.15% (24/11/2026) | 78.75%
• GOI - 5.74% (15/11/2026) | 17.82%
• CASH / NET CURRENT ASSET | 2.67%
• I) REPO | 0.75%
• F) REPO | N/A%

• Government Securities | 96.57%
• Cash & Equivalents | 3.43%

The alpha ratio for the Tata Nifty G-Sec Dec 2026 Index Fund is 0.54

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 Nifty G-Sec Dec 2026 Index Fund is 0.46

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 Nifty G-Sec Dec 2026 Index Fund is 2.46

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 Nifty G-Sec Dec 2026 Index Fund is 0.30

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.