The current NAV of SBI Credit Risk Fund-Reg(DD-IDCW) is ₹15.10, as of 20th June 2025.

The SBI Credit Risk Fund-Reg(DD-IDCW) was launched on 3rd December 2012. This mutual fund's past returns are as follows:

• 1 Year Returns: 8.71%
• 3 Year Returns: 8.11%
• 5 Year Returns: 7.19%

The top sectors SBI Credit Risk Fund-Reg(DD-IDCW) has invested in are as follows:

• G-Sec | 14.68%
• Specialized Finance | 10.06%
• Home Financing | 9.59%
• Construction & Engineering | 9.18%
• Power Generation | 8.95%

This data is as on 20th June 2025.

The top 5 holdings for SBI Credit Risk Fund-Reg(DD-IDCW) are as follows:

• 7.23% CGL 2039 | 9.08%
• Aadhar Housing Finance Ltd. | 5.04%
• Nirma Ltd. | 4.98%
• TREPS | 4.90%
• Renew Solar Energy (Jharkhand Five) Pvt. Ltd. | 4.78%

This data is as on 20th June 2025.

The asset allocation for SBI Credit Risk Fund-Reg(DD-IDCW) is as follows:

• Corporate Debt | 75.06%
• Government Securities | 14.68%
• Cash & Equivalents | 7.24%
• REITs & InvIT | 2.67%
• N/A | 0.35%

This data is as on 20th June 2025.

The AUM (i.e. assets under management) of SBI Credit Risk Fund-Reg(DD-IDCW) is ₹2244.78 Cr as of 20th June 2025.

The expense ratio of SBI Credit Risk Fund-Reg(DD-IDCW) Plan is 1.55 as of 20th June 2025.

The volatility or standard deviation for the SBI Credit Risk Fund-Reg(DD-IDCW) is 0.78

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 SBI Credit Risk Fund-Reg(DD-IDCW) is 5.56

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 SBI Credit Risk Fund-Reg(DD-IDCW) is 0.75

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.