Hdfc Credit Risk Debt Fund

Review Date: 25-03-2025

Beginning of Analysis

Hdfc Credit Risk Debt Fund is the 11th ranked fund in the Credit Risk Fund category. The category has total 13 funds. The 2 star rating shows a poor past performance of the Hdfc Credit Risk Debt Fund in Credit Risk Fund category. The fund has a Jensen Alpha of 1.07% which is lower than the category average of 4.62%, showing poor performance. The fund has a Sharpe Ratio of -0.37 which is lower than the category average of -0.0.
The past performance of the Hdfc Credit Risk Debt Fund may or may not be sustained in the future. The review is not investment advice nor is it a recommendation to buy or sell funds.
Credit Risk Mutual Funds are designed for investors seeking higher returns by taking on higher credit risk. While they offer the potential for attractive yields, they come with significant risks, including the possibility of default and higher volatility. Investors should carefully assess their risk tolerance, investment horizon, and financial goals before investing in these funds. Additionally, it is crucial to choose funds managed by experienced fund managers with a proven track record in managing credit risk.

Hdfc Credit Risk Debt Fund Return Analysis

The fund has given a return of 0.82%, 2.01 and 3.73 in last one, three and six months respectively. In the same period the category average return was 1.82%, 3.44% and 5.36% respectively. The fund has given a return of 8.52% in last one year, 7.11% in last three years, 8.23% in last five years and 8.4% in last ten years. In the same period the category average return was 10.23%, 10.81%, 8.87% and 7.11% respectively. The fund has Good performance in last ten years in Credit Risk Fund.

The fund has given a SIP return of 8.53% in last one year. In the same period the category average SIP return was 11.4%. The fund has SIP return of 8.11% in last three years whereas category average SIP return is 9.7%. The category average SIP return is 9.38% and the fund has given a SIP return of 6.79% in last five years.

Hdfc Credit Risk Debt Fund Risk Analysis

The fund has a standard deviation of 1.16 and semi deviation of 0.94. The category average standard deviation is 7.15 and semi deviation is 1.85. The fund has a Value at Risk (VaR) of -0.18 and a maximum drawdown of -0.9. The category average VaR is -0.22 and the maximum drawdown is -0.72. The fund has a beta of 0.59 which shows that fund is less volatile than the benchmark.

Standard deviation measures the fund's return volatility and Semi deviation focuses on downside volatility. Value at Risk (VaR) is a measure of the risk of investments. Maximum Drawdown is the maximum loss from a peak to a trough of a portfolio. Beta measures the volatility of the fund compared to the benchmark. A beta of 1 indicates that the fund will move in line with the benchmark. A beta of more than 1 indicates that the fund will be more volatile than the benchmark and vice versa.