• 1 Year Returns: 3.38%
• 3 Year Returns: 7.46%

• G-Sec | 97.09%
• Others | 2.46%
• Miscellaneous | 0.45%

• GOI - 7.10% (18/04/2029) | 50.87%
• GOI - 6.79% (26/12/2029) | 46.22%
• CASH / NET CURRENT ASSET | 2.46%
• I) REPO | 0.45%
• F) REPO | N/A%

• Government Securities | 97.09%
• Cash & Equivalents | 2.91%

The alpha ratio for the Tata Nifty G-Sec Dec 2029 Index Fund is 0.29

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 2029 Index Fund is 1.66

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 2029 Index Fund is -0.54

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 2029 Index Fund is -0.07

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.