Aditya Birla SL G-Sec Fund(Q-IDCW Reinv)

The current NAV of Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is ₹12.11, as of 11th March 2025.

The Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) was launched on 2nd January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.78%
• 3 Year Returns: 0.54%
• 5 Year Returns: 0.67%

The top sectors Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) has invested in are as follows:

• G-Sec | 98.22%
• Others | 1.57%
• Investment Banking & Brokerage | 0.20%

This data is as on 11th March 2025.

The top 5 holdings for Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) are as follows:

• Government of India (19/06/2053) | 50.33%
• Government of India (22/04/2064) | 28.39%
• Government of India (06/02/2033) | 8.28%
• Government of India (24/07/2037) | 4.87%
• Government of India (05/08/2054) | 2.27%

This data is as on 11th March 2025.

The asset allocation for Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is as follows:

• Government Securities | 98.22%
• Cash & Equivalents | 1.78%

This data is as on 11th March 2025.

The AUM (i.e. assets under management) of Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is ₹1992.37 Cr as of 11th March 2025.

The expense ratio of Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) Plan is 0.49 as of 11th March 2025.

The volatility or standard deviation for the Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is 2.59

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 Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is 1.26

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 Aditya Birla SL G-Sec Fund(Q-IDCW Reinv) is 0.13

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.