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