• 1 Year Returns: -0.79%
• 3 Year Returns: 0.53%
• 5 Year Returns: 0.49%

• Others | 32.79%
• Public Banks | 13.79%
• G-Sec | 12.23%
• Specialized Finance | 8.44%
• Consumer Finance | 6.48%

• 10.5% Triumph Composites Limited | 4.65%
• Triparty Repo | 4.05%
• Samriddhi Trust** | 3.95%
• 11.81% Prospera Healthcorp Private Limited** | 3.78%
• 7.44% National Bank For Agriculture and Rural Development | 3.19%

• Corporate Debt | 68.62%
• Government Securities | 12.23%
• Certificate of Deposit | 7.67%
• Cash & Equivalents | 5.40%
• Secured Debt | 3.95%

The alpha ratio for the Nippon India Credit Risk Fund(Q-IDCW) is 1.04

Alpha is the excess return of a fund compared to its expected return, based on its beta and the risk-free rate. Positive alpha indicates that the fund has outperformed its expected return, while negative alpha suggests underperformance.

The volatility or standard deviation for the Nippon India Credit Risk Fund(Q-IDCW) is 1.04

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 Credit Risk Fund(Q-IDCW) is 1.68

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 Credit Risk Fund(Q-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.