The current NAV of Kotak Credit Risk Fund(IDCW) is ₹25.08, as of 18th July 2025.

The Kotak Credit Risk Fund(IDCW) was launched on 24th March 2014. This mutual fund's past returns are as follows:

• 1 Year Returns: 9.01%
• 3 Year Returns: 8.18%
• 5 Year Returns: 6.84%

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

• Others | 21.28%
• Power Generation | 10.56%
• Real Estate | 9.72%
• Investment Banking & Brokerage | 9.32%
• Construction & Engineering | 9.22%

This data is as on 18th July 2025.

The top 5 holdings for Kotak Credit Risk Fund(IDCW) are as follows:

• 7.18% Central Government - 2033 | 8.92%
• JUBILANT BEVCO LIMITED ( Axis Trustee Services Limitedstep up or down 25 bps for every rating chang) ** | 7.32%
• 8.25% TATA PROJECTS LTD. | 7.22%
• 10.81% BAMBOO HOTEL AND GLOBAL CENTRE (DELHI) PRIVATE LTD** | 7.19%
• 9.5% VEDANTA LTD.** | 7.19%

This data is as on 18th July 2025.

The asset allocation for Kotak Credit Risk Fund(IDCW) is as follows:

• Corporate Debt | 71.39%
• REITs & InvIT | 9.32%
• Government Securities | 8.92%
• Secured Debt | 5.21%
• Cash & Equivalents | 4.59%

This data is as on 18th July 2025.

The AUM (i.e. assets under management) of Kotak Credit Risk Fund(IDCW) is ₹700.95 Cr as of 18th July 2025.

The expense ratio of Kotak Credit Risk Fund(IDCW) Plan is 0.81 as of 18th July 2025.

The volatility or standard deviation for the Kotak Credit Risk Fund(IDCW) is 1.86

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 Kotak Credit Risk Fund(IDCW) is 2.53

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 Kotak Credit Risk Fund(IDCW) is 0.21

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.