The current NAV of Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is ₹10.51, as of 6th November 2025.

The Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) was launched on 1st January 1970. This mutual fund's past returns are as follows:

• 1 Year Returns: 0.84%

The top sectors Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) has invested in are as follows:

• G-Sec | 44.23%
• Others | 6.65%
• Private Banks | 6.18%
• Oil & Gas - Refining & Marketing | 6.08%
• Specialized Finance | 5.20%

This data is as on 6th November 2025.

The top 5 holdings for Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) are as follows:

• Parag Parikh Liquid Fund- Direct Plan- Growth | 4.52%
• Reliance Industries Ltd | 3.39%
• 7.6% Karnataka SDL (MD 04/01/2033) | 2.55%
• Petronet LNG Ltd | 2.55%
• 6.95% Tamilnadu SDL (MD 17/02/2031) | 2.49%

This data is as on 6th November 2025.

The asset allocation for Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is as follows:

• Government Securities | 43.67%
• Equity | 37.22%
• Corporate Debt | 11.61%
• Mutual Funds | 4.52%
• Cash & Equivalents | 2.42%

This data is as on 6th November 2025.

The AUM (i.e. assets under management) of Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is ₹2605.81 Cr as of 6th November 2025.

The expense ratio of Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) Plan is 0.33 as of 6th November 2025.

The volatility or standard deviation for the Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is 2.41

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 Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is 0.91

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 Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is 0.10

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.

The PE ratio of Parag Parikh Dynamic Asset Allocation Fund(M-IDCW Payout) is 17.22, while category PE ratio is 28.69.