The current NAV of DSP Credit Risk Fund(Q-IDCW Reinvest) is ₹11.41, as of 2nd March 2026.

The DSP Credit Risk Fund(Q-IDCW Reinvest) was launched on 1st January 2013. This mutual fund's past returns are as follows:

• 1 Year Returns: -2.97%
• 3 Year Returns: 1.26%
• 5 Year Returns: 0.88%

The top sectors DSP Credit Risk Fund(Q-IDCW Reinvest) has invested in are as follows:

• G-Sec | 23.22%
• Investment Banking & Brokerage | 15.77%
• Home Financing | 9.78%
• Miscellaneous | 9.21%
• Others | 8.04%

This data is as on 2nd March 2026.

The top 5 holdings for DSP Credit Risk Fund(Q-IDCW Reinvest) are as follows:

• 6.48% GOI 2035 | 13.91%
• TREPS / Reverse Repo Investments | 9.21%
• Roadstar Infra Investment Trust | 8.58%
• Nirma Limited** | 7.47%
• Aditya Birla Renewables Limited** | 7.16%

This data is as on 2nd March 2026.

The asset allocation for DSP Credit Risk Fund(Q-IDCW Reinvest) is as follows:

• Corporate Debt | 60.53%
• Government Securities | 23.22%
• REITs & InvIT | 8.58%
• Cash & Equivalents | 7.36%
• N/A | 0.31%

This data is as on 2nd March 2026.

The AUM (i.e. assets under management) of DSP Credit Risk Fund(Q-IDCW Reinvest) is ₹216.84 Cr as of 2nd March 2026.

The expense ratio of DSP Credit Risk Fund(Q-IDCW Reinvest) Plan is 0.40 as of 2nd March 2026.

The volatility or standard deviation for the DSP Credit Risk Fund(Q-IDCW Reinvest) is 17.42

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 DSP Credit Risk Fund(Q-IDCW Reinvest) is 0.58

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 DSP Credit Risk Fund(Q-IDCW Reinvest) is 0.06

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.