The current NAV of Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is ₹12.20, as of 16th June 2025.

The Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund was launched on 20th February 2023. This mutual fund's past returns are as follows:

• 1 Year Returns: 10.54%

The top sectors Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund has invested in are as follows:

• G-Sec | 96.78%
• Others | 1.68%
• Miscellaneous | 1.54%

This data is as on 16th June 2025.

The top 5 holdings for Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund are as follows:

• 7.1% Government of India | 24.57%
• 8.32% State Government Securities | 9.43%
• 8.32% State Government Securities | 7.87%
• 8.32% State Government Securities | 6.29%
• 7.61% State Government Securities | 6.18%

This data is as on 16th June 2025.

The asset allocation for Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is as follows:

• Government Securities | 96.78%
• Cash & Equivalents | 3.22%

This data is as on 16th June 2025.

The AUM (i.e. assets under management) of Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is ₹339.84 Cr as of 16th June 2025.

The expense ratio of Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund Plan is 0.39 as of 16th June 2025.

The volatility or standard deviation for the Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is 1.32

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 Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is 4.58

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 Nippon India Nifty SDL Plus G-Sec - Jun 2029 Maturity 70:30 Index Fund is 0.72

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.