Hdfc S&P Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 82
BMSMONEY Rating
Growth Option As On: 16-04-2024
NAV ₹80.41 (R) -0.62% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P -87.63% -46.0% -54.41% -40.36% -%
LumpSum Dir. P
SIP Reg. P -% -% -% -% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.95 -0.13 -0.47 -61.57% -0.51
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
54.14% -13.64% -89.95% 1.01 51.24%

NAV Date: 16-04-2024

Scheme Name NAV Rupee Change Percent Change
HDFC S&P BSE Sensex Exchange Traded Fund - Growth Plan 80.41
-0.5000
-0.6200%

Review Date: Feb. 29, 2024

The ETFs category has 84 funds. Performance of the HDFC S&P Bse Sensex Etf has been analyzed on 18 performance parameters. Out of six return parameters, the fund has zero return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly zero risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved 82 (out of 84 funds), which is ok rank in the ETFs category.
Our ranking methodology employs a composite performance score, taking into account the fund's return, risk, and risk-adjusted performance from the past three years. This composite performance score is then crucial in ranking the funds within the respective category.

The HDFC S&P Bse Sensex Etf has poor return performance, as all 1 year and above return parameters are below average in ETFs category. The details are provided below.'
    '
  1. 1 Month Return%: One month return shows funds performance in very short period of time, the HDFC S&P Bse Sensex Etf has given return of -89.8% in last one month which is very poor as it is in the fourth quartile in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the HDFC S&P Bse Sensex Etf has given return of -89.24% in last three month which is very poor as it is in the fourth quartile in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the HDFC S&P Bse Sensex Etf has given return of -88.78% in last six month which is very poor as it is in the fourth quartile in ETFs.
  4. 1 Year Return%: The HDFC S&P Bse Sensex Etf has given return of -87.53% in last one year which is very poor as it is in the fourth quartile in ETFs. The one year return rank of HDFC S&P Bse Sensex Etf is 127 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 1247.0 in one year.
  5. 3 Year Return%: The HDFC S&P Bse Sensex Etf has given return of -46.8% in last three year which is very poor as it is in the fourth quartile with rank of 77 in 83 funds. in ETFs.
  6. 5 Year Return%: The HDFC S&P Bse Sensex Etf has given return of -53.71% in last five year which is very poor as it is in the fourth quartile with rank of 60 in 62 funds. in ETFs.
    7. '
'

The HDFC S&P Bse Sensex Etf has poor risk performance, as non of above risk paramerters are above average ETFs category. The details are provided below. '
    '
  1. Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The HDFC S&P Bse Sensex Etf has standard deviation of 54.14 which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  2. Semi Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. It uses only negative returns for calculation. The HDFC S&P Bse Sensex Etf has semi deviation of 51.24 which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  3. Max Drawdown %: It is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The HDFC S&P Bse Sensex Etf has max drawdown of -89.95% which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  4. 1Y VaR at 95%: It is the maximum expected loss of an investment over a given time period with a given probability of confidence. The HDFC S&P Bse Sensex Etf has 1Y VaR at 95% of -13.64% which is good as it is above average with risk rank of 26 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The HDFC S&P Bse Sensex Etf has average drawdown of -19.25% which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
    6. '
'

The HDFC S&P Bse Sensex Etf has poor risk adjusted performance, as non of above risk adjusted paramerters are above average in ETFs category. The details are provided below. '
    '
  1. Sterling Ratio: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Sterling Ratio of -0.47 which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Sortino Ratio of -0.13 which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Jensen Alpha of -61.57% which is very poor as it is in the fourth quartile with risk rank of 46 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Treynor Ratio of -0.51 which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Modigliani Square Measure of -10.7% which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The HDFC S&P Bse Sensex Etf has Alpha of -61.48% which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
    7. '
'


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 0.26
1.47
-9.11 | 12.40 90 | 129
No
No
No
3M Return % -89.78
1.43
-90.02 | 22.15 126 | 129
No
No
Yes
6M Return % -88.98
9.85
-89.73 | 54.82 126 | 129
No
No
Yes
1Y Return % -87.63
25.33
-88.83 | 105.09 126 | 129
No
No
Yes
3Y Return % -46.00
6.96
-48.74 | 57.20 78 | 87
No
No
Yes
5Y Return % -54.41
1.28
-54.41 | 25.22 61 | 63
No
No
Yes
7Y Return % -40.36
4.37
-40.36 | 18.96 47 | 47
No
No
Yes
Standard Deviation 54.14
38.19
12.38 | 563.83 45 | 47
No
No
Yes
Semi Deviation 51.24
14.88
8.11 | 106.95 45 | 47
No
No
Yes
Max Drawdown % -89.95
-16.88
-90.23 | -8.96 45 | 47
No
No
Yes
VaR 1 Y % -13.64
-16.10
-32.78 | -10.27 26 | 47
Yes
No
No
Average Drawdown % -19.25
-6.61
-24.75 | -3.35 45 | 47
No
No
Yes
Sharpe Ratio -0.95
0.60
-0.95 | 1.37 47 | 47
No
No
Yes
Sterling Ratio -0.47
0.77
-0.47 | 1.62 47 | 47
No
No
Yes
Sortino Ratio -0.13
0.42
-0.13 | 1.60 47 | 47
No
No
Yes
Jensen Alpha % -61.57
-1.92
-73.22 | 62.57 46 | 47
No
No
Yes
Treynor Ratio -0.51
0.08
-0.51 | 0.34 47 | 47
No
No
Yes
Modigliani Square Measure % -10.70
16.73
-10.70 | 43.53 47 | 47
No
No
Yes
Alpha % -61.48
-1.82
-61.48 | -0.01 47 | 47
No
No
Yes
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
Standard Deviation 54.14 38.19 12.38 | 563.83 45 | 47
No
No
Yes
Semi Deviation 51.24 14.88 8.11 | 106.95 45 | 47
No
No
Yes
Max Drawdown % -89.95 -16.88 -90.23 | -8.96 45 | 47
No
No
Yes
VaR 1 Y % -13.64 -16.10 -32.78 | -10.27 26 | 47
Yes
No
No
Average Drawdown % -19.25 -6.61 -24.75 | -3.35 45 | 47
No
No
Yes
Sharpe Ratio -0.95 0.60 -0.95 | 1.37 47 | 47
No
No
Yes
Sterling Ratio -0.47 0.77 -0.47 | 1.62 47 | 47
No
No
Yes
Sortino Ratio -0.13 0.42 -0.13 | 1.60 47 | 47
No
No
Yes
Jensen Alpha % -61.57 -1.92 -73.22 | 62.57 46 | 47
No
No
Yes
Treynor Ratio -0.51 0.08 -0.51 | 0.34 47 | 47
No
No
Yes
Modigliani Square Measure % -10.70 16.73 -10.70 | 43.53 47 | 47
No
No
Yes
Alpha % -61.48 -1.82 -61.48 | -0.01 47 | 47
No
No
Yes
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.62 ₹ 9938.0 ₹
1W - ₹ - ₹
1M 0.26 ₹ 10026.0 ₹
3M -89.78 ₹ 1022.0 ₹
6M -88.98 ₹ 1102.0 ₹
1Y -87.63 ₹ 1237.0 ₹
3Y -46.0 ₹ 1575.0 ₹
5Y -54.41 ₹ 197.0 ₹
7Y -40.36 ₹ 268.0 ₹
10Y - ₹ - ₹
15Y - ₹ - ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 - ₹ - ₹
3Y ₹ 36000 - ₹ - ₹
5Y ₹ 60000 - ₹ - ₹
7Y ₹ 84000 - ₹ - ₹
10Y ₹ 120000 - ₹ - ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
16-04-2024 80.4095 None
15-04-2024 80.9124 None
12-04-2024 81.8443 None
09-04-2024 82.3284 None
08-04-2024 82.3933 None
05-04-2024 81.8488 None
04-04-2024 81.8262 None
03-04-2024 81.4396 None
02-04-2024 81.4695 None
01-04-2024 81.5916 None
28-03-2024 81.1917 None
27-03-2024 80.4697 None
26-03-2024 79.8899 None
22-03-2024 80.289 None
21-03-2024 80.0794 None
20-03-2024 79.4848 None
19-03-2024 79.3861 None
18-03-2024 80.1979 None
15-03-2024 80.0825 None
14-03-2024 80.5831 None
13-03-2024 80.2135 None
12-03-2024 81.2125 None
11-03-2024 81.0303 None
07-03-2024 81.7107 None
06-03-2024 81.674 None
05-03-2024 81.2234 None
04-03-2024 81.4387 None
01-03-2024 81.2991 None
29-02-2024 79.9269 None
28-02-2024 79.7116 None
27-02-2024 80.5828 None
26-02-2024 80.2469 None
23-02-2024 80.6356 None
22-02-2024 80.6528 None
21-02-2024 80.0635 None
20-02-2024 80.5419 None
19-02-2024 80.1574 None
16-02-2024 79.8476 None
15-02-2024 79.4334 None
14-02-2024 79.1607 None
13-02-2024 78.8661 None
12-02-2024 78.3347 None
09-02-2024 78.9109 None
08-02-2024 78.7182 None
07-02-2024 79.4617 None
06-02-2024 79.4993 None
05-02-2024 78.9885 None
02-02-2024 793.7872 None
01-02-2024 788.9409 None
31-01-2024 790.1177 None
30-01-2024 783.3803 None
29-01-2024 792.205 None
25-01-2024 778.5511 None
24-01-2024 782.5104 None
23-01-2024 774.9051 None
20-01-2024 786.5016 None
19-01-2024 789.3566 None
18-01-2024 783.6849 None
17-01-2024 787.1426 None
16-01-2024 805.0661 None
15-01-2024 807.2598 None
12-01-2024 798.9019 None
11-01-2024 789.5754 None
10-01-2024 788.8777 None
09-01-2024 785.8898 None
08-01-2024 785.5496 None
05-01-2024 792.939 None
04-01-2024 790.9742 None
03-01-2024 785.5701 None
02-01-2024 791.4705 None
01-01-2024 795.6489 None
29-12-2023 795.3028 None
28-12-2023 797.1765 None
27-12-2023 793.0826 None
26-12-2023 785.3593 None
22-12-2023 782.8325 None
21-12-2023 780.1707 None
20-12-2023 776.2217 None
19-12-2023 786.4706 None
18-12-2023 785.1273 None
15-12-2023 786.9867 None
14-12-2023 776.3151 None
13-12-2023 766.0819 None
12-12-2023 765.7131 None
11-12-2023 769.87 None
08-12-2023 768.7394 None
07-12-2023 765.3944 None
06-12-2023 766.849 None
05-12-2023 762.9137 None
04-12-2023 758.1701 None
01-12-2023 742.9398 None
30-11-2023 737.5171 None
29-11-2023 736.5654 None
28-11-2023 728.5562 None
24-11-2023 726.3127 None
23-11-2023 726.8395 None
22-11-2023 726.9004 None
21-11-2023 725.8839 None
20-11-2023 722.8517 None
17-11-2023 724.3904 None
16-11-2023 726.4458 None
15-11-2023 722.8981 None
13-11-2023 714.7364 None
10-11-2023 714.418 None
09-11-2023 713.6215 None
08-11-2023 715.2002 None
07-11-2023 714.8358 None
06-11-2023 715.0159 None
03-11-2023 708.4805 None
02-11-2023 705.2468 None
01-11-2023 699.6396 None
31-10-2023 702.7094 None
30-10-2023 705.3232 None
27-10-2023 701.7017 None
26-10-2023 694.7287 None
25-10-2023 704.6293 None
23-10-2023 709.7567 None
20-10-2023 718.8328 None
19-10-2023 721.2566 None
18-10-2023 723.8913 None
17-10-2023 729.9478 None
16-10-2023 727.079 None
13-10-2023 728.3545 None
12-10-2023 729.7362 None
11-10-2023 730.4477 None
10-10-2023 726.1226 None
09-10-2023 719.8934 None
06-10-2023 725.2066 None
05-10-2023 721.2068 None
04-10-2023 716.7515 None
03-10-2023 719.896 None
29-09-2023 723.3758 None
28-09-2023 719.8594 None
27-09-2023 726.5676 None
26-09-2023 724.665 None
25-09-2023 725.5256 None
22-09-2023 725.3688 None
21-09-2023 727.7992 None
20-09-2023 734.0705 None
18-09-2023 742.8187 None
15-09-2023 745.4783 None
14-09-2023 741.9813 None
13-09-2023 741.4108 None
12-09-2023 738.7105 None
11-09-2023 737.6786 None
08-09-2023 731.8795 None
07-09-2023 728.2187 None
06-09-2023 723.9899 None
05-09-2023 722.8895 None
04-09-2023 721.2195 None
01-09-2023 718.5758 None
31-08-2023 712.4781 None
30-08-2023 715.0194 None
29-08-2023 714.8951 None
28-08-2023 714.0277 None
25-08-2023 712.8234 None
24-08-2023 716.8353 None
23-08-2023 718.8198 None
22-08-2023 716.4828 None
21-08-2023 716.4401 None
18-08-2023 713.2956 None
17-08-2023 715.5187 None
16-08-2023 719.7847 None
14-08-2023 718.2762 None
11-08-2023 717.4095 None
10-08-2023 721.1885 None
09-08-2023 724.5632 None
08-08-2023 722.3905 None
07-08-2023 723.4093 None
04-08-2023 720.8663 None
03-08-2023 715.579 None
02-08-2023 721.4079 None
01-08-2023 728.5473 None
31-07-2023 729.2978 None
28-07-2023 725.2806 None
27-07-2023 726.3714 None
26-07-2023 731.1412 None
25-07-2023 727.3025 None
24-07-2023 727.621 None
21-07-2023 730.8956 None
20-07-2023 740.3998 None
19-07-2023 735.0285 None
18-07-2023 731.7274 None
17-07-2023 729.4866 None
14-07-2023 723.7104 None
13-07-2023 718.0815 None
12-07-2023 716.0018 None
11-07-2023 718.4635 None
10-07-2023 715.4768 None
07-07-2023 714.7841 None
06-07-2023 720.2736 None
05-07-2023 716.5671 None
04-07-2023 716.9286 None
03-07-2023 713.943 None
30-06-2023 708.6422 None
28-06-2023 699.8089 None
27-06-2023 694.3667 None
26-06-2023 689.5061 None
23-06-2023 689.611 None
22-06-2023 692.4406 None
21-06-2023 695.2614 None
20-06-2023 693.1319 None
19-06-2023 691.3954 None
16-06-2023 693.5673 None
15-06-2023 688.4823 None
14-06-2023 691.6342 None
13-06-2023 690.7054 None
12-06-2023 686.1481 None
09-06-2023 685.0396 None
08-06-2023 687.3771 None
07-06-2023 690.5831 None
06-06-2023 686.7689 None
05-06-2023 686.7096 None
02-06-2023 684.0905 None
01-06-2023 682.106 None
31-05-2023 684.2155 None
30-05-2023 687.5871 None
29-05-2023 685.6843 None
26-05-2023 681.9349 None
25-05-2023 675.0882 None
24-05-2023 674.0131 None
23-05-2023 676.2783 None
22-05-2023 676.0822 None
19-05-2023 673.5377 None
18-05-2023 670.2954 None
17-05-2023 671.6994 None
16-05-2023 675.7479 None
15-05-2023 678.6777 None
12-05-2023 675.2209 None
11-05-2023 673.8788 None
10-05-2023 674.2681 None
09-05-2023 672.3221 None
08-05-2023 672.3551 None
05-05-2023 664.6319 None
04-05-2023 672.1951 None
03-05-2023 666.146 None
02-05-2023 667.9031 None
28-04-2023 665.2708 None
27-04-2023 660.0501 None
26-04-2023 656.2552 None
25-04-2023 654.4076 None
24-04-2023 653.5965 None
21-04-2023 649.235 None
20-04-2023 648.9537 None
19-04-2023 648.2524 None
18-04-2023 649.9858 None
17-04-2023 651.986 None

Fund Launch Date: 30/Nov/2015
Fund Category: ETF
Investment Objective: The investment objective of HDFC SENSEX ETF is to generatereturns that are commensurate with the performance of theS&P BSE SENSEX Index, subject to tracking errors. There is no assurance that the investment objective of the Scheme will be realized.
Fund Description: An open ended scheme replicating / tracking S&P BSE SENSEX index
Fund Benchmark: S&P BSE SENSEX (Total Returns Index)
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.