• 1 Year Returns: 4.80%
• 3 Year Returns: 5.18%

• Miscellaneous | 93.01%
• G-Sec | 5.78%
• Others | 1.21%

• TREPS 02-Nov-2026 | 93.01%
• 364 Days Tbill (MD 12/11/2026) | 5.78%
• Net Receivables / (Payables) | 1.21%
• 91 Days Tbill (MD 06/08/2026) | N/A%
• TREPS 03-Aug-2026 | N/A%

• Cash & Equivalents | 94.22%
• Treasury Bills | 5.78%

The alpha ratio for the TRUSTMF Overnight Fund(DD-IDCW) is 0.50

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 TRUSTMF Overnight Fund(DD-IDCW) is 0.07

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 TRUSTMF Overnight Fund(DD-IDCW) is 4.79

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 TRUSTMF Overnight Fund(DD-IDCW) is 0.21

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.