The current NAV of Axis Credit Risk Fund(W-IDCW) is ₹10.31, as of 19th March 2025.

The Axis Credit Risk Fund(W-IDCW) was launched on 15th July 2014. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.14%
• 3 Year Returns: -0.00%
• 5 Year Returns: 0.50%

The top sectors Axis Credit Risk Fund(W-IDCW) has invested in are as follows:

• Others | 20.45%
• G-Sec | 16.71%
• Specialized Finance | 10.44%
• Real Estate | 10.27%
• Diversified Chemicals | 8.19%

This data is as on 19th March 2025.

The top 5 holdings for Axis Credit Risk Fund(W-IDCW) are as follows:

• 7.18% Government of India (14/08/2033) | 5.92%
• 8% Kohima-Mariani Transmission Limited (30/06/2027) ** | 5.19%
• 8.47% Tata Projects Limited (20/11/2026) ** | 5.02%
• 7.1% Government of India (08/04/2034) | 4.29%
• 9.25% Birla Corporation Limited (18/08/2026) ** | 4.25%

This data is as on 19th March 2025.

The asset allocation for Axis Credit Risk Fund(W-IDCW) is as follows:

• Corporate Debt | 78.09%
• Government Securities | 16.71%
• Cash & Equivalents | 3.58%
• REITs & InvIT | 1.02%
• N/A | 0.45%

This data is as on 19th March 2025.

The AUM (i.e. assets under management) of Axis Credit Risk Fund(W-IDCW) is ₹380.54 Cr as of 19th March 2025.

The expense ratio of Axis Credit Risk Fund(W-IDCW) Plan is 0.80 as of 19th March 2025.

The volatility or standard deviation for the Axis Credit Risk Fund(W-IDCW) is 0.63

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 Axis Credit Risk Fund(W-IDCW) is 7.03

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 Axis Credit Risk Fund(W-IDCW) is 0.85

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.