IncomeIDFC Mutual Fund

IDFC Government Securities Fund - Provident Fund -Direct Plan-Growth

₹30.6382▼ 0.0128 (0.04%)

Scheme Type

Open Ended Schemes

NAV History

+7.48%

365 data points · Period:1Y

Returns

CAGR

-0.04%

+1.84%

-0.94%

+2.44%

+8.33%

+8.34%

Returns over 1Y are annualized (CAGR). Past performance ≠ future results.

Growth of ₹10,000

Hypothetical

1Y Ago

₹10,748

+7.5%

3Y Ago

₹15,110

+51.1%

5Y Ago

—

Past performance ≠ future results

Fund Analytics

Score: 41.0 / 100

Performance

Total Returns

Simple return over period

+2.32%

CAGR

Compound annual growth rate

+2.32%

Growth of ₹10K

Hypothetical investment value

₹10,232

SIP XIRR

SIP internal rate of return

-0.15%

Risk

Volatility (Ann.)

Std deviation of returns

3.90%LOW

Max Drawdown

Worst peak-to-trough

-4.12%

Sharpe Ratio

Risk-adjusted return

-0.94POOR

Sortino Ratio

Downside risk-adjusted return

-1.44POOR

Benchmark

Beta

Market sensitivity

0.04DEF

Alpha

Excess return vs benchmark

-10.10%

Tracking Error

Deviation from benchmark

10.30%

Information Ratio

Alpha per unit tracking error

-0.98

Treynor Ratio

Return per unit systematic risk

-103.56

Capture

Upside Capture

Participation in market gains

7.21%

Downside Capture

Participation in market losses

4.59%

Rolling Returns

1Y Rolling CAGR

Avg 11.3% (1.3% – 21.7%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2018-05-04

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y+2.3%+186.8%

-10.1%

3Y+7.9%+48.2%

+0.4%

5Y+9.0%+35.7%

+0.6%

Beta

1Y:0.043Y:0.035Y:0.08

Underperforming the Nifty 50 index

Pre-computed metrics. Benchmark: Nippon India ETF Nifty BeES. Alpha = Fund CAGR − Index CAGR.

SIP Calculator

Auto-filled

Monthly

₹500₹1L

Period

Return (%)•

Invested

₹3,00,000

Wealth Gained

₹1,48,408

Total Value

₹4,48,408

*Based on historical CAGR. Projections are illustrative, not guaranteed