In the Credit Risk Fund category, Aditya Birla Sun Life Credit Risk Fund is the top ranked fund. The category has total 13 funds. The Aditya Birla Sun Life Credit Risk Fund has shown an excellent past performence in Credit Risk Fund category. The fund has a Jensen Alpha of 4.98% which is higher than the category average of 4.62%. Here the fund has shown very good performance in terms of risk adjusted returns. The fund has a Sharpe Ratio of 1.04 which is higher than the category average of -0.0. Read Full Review
Dsp Credit Risk Fund is the second ranked fund in the Credit Risk Fund category. The category has total 13 funds. The 5 star rating shows an excellent past performance of the Dsp Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 10.11% which is higher than the category average of 4.62%. Here the fund has shown very good performance in terms of risk adjusted returns. The fund has a Sharpe Ratio of 0.92 which is higher than the category average of -0.0. Read Full Review
Icici Prudential Credit Risk Fund is the third ranked fund in the Credit Risk Fund category. The category has total 13 funds. The 5 star rating shows an excellent past performance of the Icici Prudential Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.68% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of 0.21 which is higher than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Nippon India Credit Risk Fund is the 4th ranked fund. The category has total 13 funds. The 4 star rating shows a very good past performance of the Nippon India Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.28% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of 0.06 which is higher than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Baroda BNP Paribas Credit Risk Fund is the 5th ranked fund. The category has total 13 funds. The 4 star rating shows a very good past performance of the Baroda BNP Paribas Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.89% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of -0.02 which is lower than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Sbi Credit Risk Fund is the 6th ranked fund. The category has total 13 funds. The 4 star rating shows a very good past performance of the Sbi Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.48% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of 0.16 which is higher than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Invesco India Credit Risk Fund is the 7th ranked fund. The category has total 13 funds. The 3 star rating shows an average past performance of the Invesco India Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.9% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of 0.23 which is higher than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Axis Credit Risk Fund is the 8th ranked fund. The category has total 13 funds. The 3 star rating shows an average past performance of the Axis Credit Risk Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 2.16% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of -0.28 which is lower than the category average of -0.0. Read Full Review
In the Credit Risk Fund category, Uti Credit Risk Fund is the 9th ranked fund. The category has total 13 funds. The Uti Credit Risk Fund has shown a poor past performence in Credit Risk Fund category. The fund has a Jensen Alpha of 2.55% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of -0.46 which is lower than the category average of -0.0. Read Full Review
Bank of India Credit Risk Fund is the 10th ranked fund in the Credit Risk Fund category. The category has total 13 funds. The Bank of India Credit Risk Fund has shown a poor past performence in Credit Risk Fund category. The fund has a Jensen Alpha of 26.93% which is higher than the category average of 4.62%. Here the fund has shown very good performance in terms of risk adjusted returns. The fund has a Sharpe Ratio of 0.4 which is higher than the category average of -0.0. Read Full Review
| Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | |
15.74% | 10.08% | 9.51% | 7.68% | % | 16.76% | 11.06% | 10.45% | 8.63% | % | 2.97% | -0.27% | 0.00% | 4.98% | 0.57 | 1.33 | 1.04 | |
| 2 | |
21.53% | 15.82% | 10.84% | 7.78% | 7.99% | 22.47% | 16.74% | 11.74% | 8.64% | 8.79% | 6.24% | -0.77% | -0.44% | 10.11% | 0.28 | 1.80 | 0.92 | |
| 3 | |
8.10% | 7.09% | 7.68% | 7.58% | 7.76% | 8.80% | 7.80% | 8.39% | 8.33% | 8.57% | 1.03% | -0.26% | 0.00% | 2.68% | 0.48 | 0.09 | 0.21 | |
| 4 | |
8.52% | 6.98% | 8.71% | 5.03% | 6.02% | 9.36% | 7.76% | 9.46% | 5.76% | 6.82% | 1.01% | -0.66% | 0.00% | 2.28% | 0.51 | 0.02 | 0.06 | |
| 5 | |
8.20% | 6.86% | 9.26% | 7.04% | 7.79% | 9.08% | 7.72% | 10.11% | 7.91% | 8.79% | 0.90% | -0.47% | 0.00% | 2.89% | 0.42 | -0.01 | -0.02 | |
| 6 | |
8.23% | 7.16% | 7.43% | 6.91% | 7.41% | 8.95% | 7.85% | 8.12% | 7.62% | 8.13% | 1.30% | -0.36% | 0.00% | 2.48% | 0.50 | 0.09 | 0.16 | |
| 7 | |
9.53% | 8.15% | 7.17% | 4.73% | 5.92% | 10.83% | 9.42% | 8.44% | 5.89% | 6.98% | 2.64% | -0.83% | -0.63% | 2.90% | 0.50 | 0.18 | 0.23 | |
| 8 | |
8.09% | 6.60% | 7.02% | 6.28% | 6.80% | 8.92% | 7.46% | 7.97% | 7.31% | 7.92% | 0.94% | -0.57% | 0.00% | 2.16% | 0.48 | -0.09 | -0.28 | |
| 9 | |
7.97% | 6.38% | 7.54% | 0.78% | 3.01% | 8.70% | 7.17% | 8.34% | 1.61% | 3.96% | 0.97% | -0.40% | 0.00% | 2.55% | 0.40 | -0.16 | -0.46 | |
| 10 | |
5.01% | 37.21% | 9.83% | -1.54% | 1.74% | 5.39% | 37.63% | 10.15% | -1.26% | 1.98% | 70.75% | -0.29% | 0.00% | 26.93% | 1.23 | 14.44 | 0.40 | |
| 11 | |
7.87% | 6.46% | 7.60% | 7.29% | 7.66% | 8.52% | 7.11% | 8.23% | 7.91% | 8.40% | 1.16% | -0.90% | -0.18% | 1.07% | 0.59 | -0.12 | -0.37 | |
| 12 | |
7.37% | 5.75% | 5.93% | 6.02% | % | 8.46% | 6.78% | 6.95% | 7.04% | % | 0.99% | -0.78% | -0.09% | 1.65% | 0.43 | -0.34 | -1.14 | |
| 13 | |
6.43% | 5.09% | 5.97% | 5.97% | 6.73% | 7.43% | 6.09% | 7.01% | 6.99% | 7.84% | 2.08% | -2.85% | -1.48% | -2.63% | 0.89 | -0.25 | -0.81 |
Return Calculated On: | Ratios Calculated On:
As On:
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund |
-0.01
|
0.20
|
0.48
|
5.45
|
9.80
|
15.74
|
10.08
|
9.51
|
7.68
|
|
|
| Baroda BNP Paribas Credit Risk Fund |
0.01
|
0.32
|
0.69
|
1.87
|
3.55
|
8.20
|
6.86
|
9.26
|
7.04
|
7.79
|
|
| Bank of India Credit Risk Fund |
0.02
|
0.19
|
0.46
|
1.21
|
2.70
|
5.01
|
37.21
|
9.83
|
-1.54
|
1.74
|
|
| Dsp Credit Risk Fund |
0.01
|
0.29
|
12.67
|
14.83
|
16.72
|
21.53
|
15.82
|
10.84
|
7.78
|
7.99
|
8.18
|
| Hdfc Credit Risk Debt Fund |
0.06
|
0.33
|
0.77
|
1.86
|
3.43
|
7.87
|
6.46
|
7.60
|
7.29
|
7.66
|
|
| HSBC Credit Risk Fund |
0.02
|
1.47
|
1.83
|
3.02
|
4.51
|
8.63
|
|
|
|
|
|
| Icici Prudential Credit Risk Fund |
0.07
|
0.29
|
0.74
|
1.86
|
3.48
|
8.10
|
7.09
|
7.68
|
7.58
|
7.76
|
|
| Bandhan Credit Risk Fund |
0.00
|
0.30
|
0.71
|
1.78
|
3.24
|
7.37
|
5.75
|
5.93
|
6.02
|
|
|
| Invesco India Credit Risk Fund |
0.03
|
0.36
|
2.77
|
3.96
|
5.25
|
9.53
|
8.15
|
7.17
|
4.73
|
5.92
|
|
| Kotak Credit Risk Fund |
0.04
|
0.32
|
0.70
|
1.85
|
1.77
|
6.43
|
5.09
|
5.97
|
5.97
|
6.73
|
|
| Nippon India Credit Risk Fund |
0.00
|
0.34
|
0.77
|
2.07
|
4.02
|
8.52
|
6.98
|
8.71
|
5.03
|
6.02
|
|
| Sbi Credit Risk Fund |
0.00
|
0.26
|
0.73
|
1.99
|
3.81
|
8.23
|
7.16
|
7.43
|
6.91
|
7.41
|
8.07
|
| Uti Credit Risk Fund |
0.00
|
0.29
|
0.64
|
1.82
|
3.49
|
7.97
|
6.38
|
7.54
|
0.78
|
3.01
|
|
| Axis Credit Risk Fund |
0.03
|
0.38
|
0.73
|
1.88
|
3.62
|
8.09
|
6.60
|
7.02
|
6.28
|
6.80
|
|
As On:
| Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund |
-0.01
|
0.22
|
0.54
|
5.68
|
10.27
|
16.76
|
11.06
|
10.45
|
8.63
|
|
|
| Baroda BNP Paribas Credit Risk Fund |
0.01
|
0.34
|
0.75
|
2.07
|
3.97
|
9.08
|
7.72
|
10.11
|
7.91
|
8.79
|
|
| Bank of India Credit Risk Fund |
0.02
|
0.19
|
0.49
|
1.31
|
2.89
|
5.39
|
37.63
|
10.15
|
-1.26
|
1.98
|
|
| Dsp Credit Risk Fund |
0.01
|
0.30
|
12.74
|
15.05
|
17.17
|
22.47
|
16.74
|
11.74
|
8.64
|
8.79
|
|
| Hdfc Credit Risk Debt Fund |
0.06
|
0.34
|
0.82
|
2.01
|
3.73
|
8.52
|
7.11
|
8.23
|
7.91
|
8.40
|
|
| HSBC Credit Risk Fund |
0.03
|
1.49
|
1.89
|
3.22
|
4.93
|
9.51
|
|
|
|
|
|
| Icici Prudential Credit Risk Fund |
0.07
|
0.30
|
0.79
|
2.00
|
3.79
|
8.80
|
7.80
|
8.39
|
8.33
|
8.57
|
|
| Bandhan Credit Risk Fund |
0.00
|
0.32
|
0.78
|
2.03
|
3.76
|
8.46
|
6.78
|
6.95
|
7.04
|
|
|
| Invesco India Credit Risk Fund |
0.03
|
0.38
|
2.86
|
4.26
|
5.87
|
10.83
|
9.42
|
8.44
|
5.89
|
6.98
|
|
| Kotak Credit Risk Fund |
0.04
|
0.34
|
0.77
|
2.08
|
2.24
|
7.43
|
6.09
|
7.01
|
6.99
|
7.84
|
|
| Nippon India Credit Risk Fund |
0.00
|
0.35
|
0.82
|
2.26
|
4.41
|
9.36
|
7.76
|
9.46
|
5.76
|
6.82
|
|
| Sbi Credit Risk Fund |
0.00
|
0.27
|
0.78
|
2.15
|
4.15
|
8.95
|
7.85
|
8.12
|
7.62
|
8.13
|
|
| Uti Credit Risk Fund |
0.00
|
0.30
|
0.68
|
1.95
|
3.79
|
8.70
|
7.17
|
8.34
|
1.61
|
3.96
|
|
| Axis Credit Risk Fund |
0.03
|
0.40
|
0.79
|
2.07
|
4.02
|
8.92
|
7.46
|
7.97
|
7.31
|
7.92
|
|
As On:
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund |
18.08
|
11.95
|
9.30
|
8.63
|
|
|
| Baroda BNP Paribas Credit Risk Fund |
8.04
|
7.69
|
7.74
|
7.58
|
7.46
|
|
| Bank of India Credit Risk Fund |
5.10
|
8.01
|
23.83
|
13.60
|
7.18
|
|
| Dsp Credit Risk Fund |
33.64
|
18.67
|
13.53
|
11.18
|
9.22
|
8.50
|
| Hdfc Credit Risk Debt Fund |
7.89
|
7.46
|
6.15
|
6.84
|
7.14
|
|
| HSBC Credit Risk Fund |
9.60
|
|
|
|
|
|
| Icici Prudential Credit Risk Fund |
8.03
|
7.84
|
6.50
|
7.10
|
7.39
|
|
| Bandhan Credit Risk Fund |
7.24
|
6.69
|
5.10
|
5.56
|
|
|
| Invesco India Credit Risk Fund |
11.34
|
9.59
|
7.02
|
6.35
|
5.78
|
|
| Kotak Credit Risk Fund |
6.24
|
6.73
|
5.00
|
5.44
|
5.93
|
|
| Nippon India Credit Risk Fund |
8.54
|
8.00
|
7.21
|
6.13
|
5.79
|
|
| Sbi Credit Risk Fund |
8.01
|
7.86
|
6.37
|
6.72
|
6.92
|
7.54
|
| Uti Credit Risk Fund |
8.00
|
7.31
|
7.48
|
4.26
|
3.10
|
|
| Axis Credit Risk Fund |
7.97
|
7.49
|
6.03
|
6.26
|
6.38
|
|
As On:
| Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund |
19.11
|
12.93
|
10.23
|
9.55
|
|
|
| Baroda BNP Paribas Credit Risk Fund |
8.92
|
8.55
|
8.59
|
8.42
|
8.36
|
|
| Bank of India Credit Risk Fund |
5.49
|
8.36
|
24.22
|
13.90
|
7.43
|
|
| Dsp Credit Risk Fund |
34.65
|
19.57
|
14.40
|
12.02
|
10.03
|
|
| Hdfc Credit Risk Debt Fund |
8.53
|
8.11
|
6.79
|
7.47
|
7.80
|
|
| HSBC Credit Risk Fund |
10.50
|
|
|
|
|
|
| Icici Prudential Credit Risk Fund |
8.71
|
8.55
|
7.19
|
7.81
|
8.15
|
|
| Bandhan Credit Risk Fund |
8.32
|
7.73
|
6.11
|
6.58
|
|
|
| Invesco India Credit Risk Fund |
12.65
|
10.85
|
8.24
|
7.55
|
6.92
|
|
| Kotak Credit Risk Fund |
7.24
|
7.74
|
5.99
|
6.46
|
6.97
|
|
| Nippon India Credit Risk Fund |
9.36
|
8.80
|
7.97
|
6.85
|
6.54
|
|
| Sbi Credit Risk Fund |
8.72
|
8.56
|
7.04
|
7.40
|
7.63
|
|
| Uti Credit Risk Fund |
8.67
|
8.06
|
8.26
|
5.01
|
3.91
|
|
| Axis Credit Risk Fund |
8.80
|
8.32
|
6.88
|
7.19
|
7.42
|
|
Performance Indicators
Calculated On:
| Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund | 0.00 | -0.27 | -0.27 | 2.97 | 1.21 |
| Baroda Bnp Paribas Credit Risk Fund | 0.00 | -0.47 | -0.47 | 0.90 | 0.74 |
| Bank Of India Credit Risk Fund | 0.00 | -0.29 | -0.29 | 70.75 | 11.65 |
| Dsp Credit Risk Fund | -0.44 | -0.77 | -0.43 | 6.24 | 2.02 |
| Hdfc Credit Risk Debt Fund | -0.18 | -0.90 | -0.90 | 1.16 | 0.94 |
| Icici Prudential Credit Risk Fund | 0.00 | -0.26 | -0.26 | 1.03 | 0.75 |
| Bandhan Credit Risk Fund | -0.09 | -0.78 | -0.78 | 0.99 | 0.79 |
| Invesco India Credit Risk Fund | -0.63 | -0.83 | -0.48 | 2.64 | 1.11 |
| Kotak Credit Risk Fund | -1.48 | -2.85 | -1.08 | 2.08 | 1.76 |
| Nippon India Credit Risk Fund | 0.00 | -0.66 | -0.66 | 1.01 | 0.85 |
| Sbi Credit Risk Fund | 0.00 | -0.36 | -0.36 | 1.30 | 0.72 |
| Uti Credit Risk Fund | 0.00 | -0.40 | -0.40 | 0.97 | 0.73 |
| Axis Credit Risk Fund | 0.00 | -0.57 | -0.57 | 0.94 | 0.79 |
Calculated On:
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
|---|---|---|---|---|---|---|---|---|---|---|
| Aditya Birla Sun Life Credit Risk Fund |
1.04
|
1.33
|
0.98
|
0.44
|
4.98
|
0.57 |
0.07
|
|
0.67
|
1.6200
|
| Baroda Bnp Paribas Credit Risk Fund |
-0.02
|
-0.01
|
0.64
|
0.50
|
2.89
|
0.42 |
0.42
|
|
0.54
|
-1.7000
|
| Bank Of India Credit Risk Fund |
0.40
|
14.44
|
3.61
|
0.50
|
26.93
|
1.23 |
0.00
|
|
0.61
|
28.7400
|
| Dsp Credit Risk Fund |
0.92
|
1.80
|
1.19
|
0.44
|
10.11
|
0.28 |
0.00
|
|
0.65
|
4.9900
|
| Hdfc Credit Risk Debt Fund |
-0.37
|
-0.12
|
0.58
|
0.45
|
1.07
|
0.59 |
0.51
|
|
0.50
|
-2.1000
|
| Icici Prudential Credit Risk Fund |
0.21
|
0.09
|
0.68
|
0.42
|
2.68
|
0.48 |
0.41
|
|
0.57
|
-1.4600
|
| Bandhan Credit Risk Fund |
-1.14
|
-0.34
|
0.52
|
0.44
|
1.65
|
0.43 |
0.36
|
|
0.41
|
-2.8800
|
| Invesco India Credit Risk Fund |
0.23
|
0.18
|
0.68
|
0.52
|
2.90
|
0.50 |
0.07
|
|
0.57
|
-1.0500
|
| Kotak Credit Risk Fund |
-0.81
|
-0.25
|
0.39
|
0.47
|
-2.63
|
0.89 |
0.36
|
|
0.45
|
-3.4700
|
| Nippon India Credit Risk Fund |
0.06
|
0.02
|
0.64
|
0.49
|
2.28
|
0.51 |
0.49
|
|
0.55
|
-1.6100
|
| Sbi Credit Risk Fund |
0.16
|
0.09
|
0.67
|
0.54
|
2.48
|
0.50 |
0.29
|
|
0.57
|
-1.4600
|
| Uti Credit Risk Fund |
-0.46
|
-0.16
|
0.60
|
0.48
|
2.55
|
0.40 |
0.34
|
|
0.49
|
-2.1500
|
| Axis Credit Risk Fund |
-0.28
|
-0.09
|
0.61
|
0.46
|
2.16
|
0.48 |
0.50
|
|
0.51
|
-1.9600
|