Icici Prudential Nifty 50 Value 20 Etf Overview
Category ETF
BMSMONEY Rank 77
BMSMONEY Rating
Growth Option As On: 24-04-2024
NAV ₹13.48 (R) +0.12% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P -86.54% -44.06% -25.31% -14.32% -%
LumpSum Dir. P
SIP Reg. P -% -% -% -% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.9 -0.1 -0.44 -71.74% -0.36
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
54.55% -14.53% -90.06% 1.38 51.65%

NAV Date: 24-04-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty50 Value 20 ETF 13.48
0.0200
0.1200%

Review Date: March 28, 2024

Performance of the ICICI Prudential Nifty 50 Value 20 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. Based on this performance ICICI Prudential Nifty 50 Value 20 Etf has achieved 77 (out of 87 funds), which is poor rank in the ETFs category. Essentially, among its peer group of similar types of funds, it stands in the very good position, a testament to its successful track record. The ETFs category has 87 funds.
Our ranking method uses a composite performance score, which includes the fund's return, risk, and risk-adjusted performance over the past three years. This composite performance score is then used to rank the funds within a category.

The ICICI Prudential Nifty 50 Value 20 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 ICICI Prudential Nifty 50 Value 20 Etf has given return of -90.14% 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 ICICI Prudential Nifty 50 Value 20 Etf has given return of -89.45% 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 ICICI Prudential Nifty 50 Value 20 Etf has given return of -88.08% in last six month which is very poor as it is in the fourth quartile in ETFs.
  4. 1 Year Return%: The ICICI Prudential Nifty 50 Value 20 Etf has given return of -86.35% in last one year which is very poor as it is in the fourth quartile in ETFs. The one year return rank of ICICI Prudential Nifty 50 Value 20 Etf is 123 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 1365.0 in one year.
  5. 3 Year Return%: The ICICI Prudential Nifty 50 Value 20 Etf has given return of -44.3% in last three year which is very poor as it is in the fourth quartile with rank of 71 in 85 funds. in ETFs.
  6. 5 Year Return%: The ICICI Prudential Nifty 50 Value 20 Etf has given return of -25.07% in last five year which is poor as it is in the below average with return rank of 45 in 63 funds. in ETFs.
    7. '
'

The ICICI Prudential Nifty 50 Value 20 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 ICICI Prudential Nifty 50 Value 20 Etf has standard deviation of 54.55 which is very poor as it is in the fourth quartile with risk rank of 42 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 ICICI Prudential Nifty 50 Value 20 Etf has semi deviation of 51.65 which is very poor as it is in the fourth quartile with risk rank of 42 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 ICICI Prudential Nifty 50 Value 20 Etf has max drawdown of -90.06% which is very poor as it is in the fourth quartile with risk rank of 39 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 ICICI Prudential Nifty 50 Value 20 Etf has 1Y VaR at 95% of -14.53% 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 ICICI Prudential Nifty 50 Value 20 Etf has average drawdown of -14.85% which is very poor as it is in the fourth quartile with risk rank of 37 in 47 funds. in ETFs.
    6. '
'

The ICICI Prudential Nifty 50 Value 20 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 ICICI Prudential Nifty 50 Value 20 Etf has Sterling Ratio of -0.44 which is very poor as it is in the fourth quartile with risk rank of 38 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 50 Value 20 Etf has Sortino Ratio of -0.1 which is very poor as it is in the fourth quartile with risk rank of 38 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 50 Value 20 Etf has Jensen Alpha of -71.74% which is very poor as it is in the fourth quartile with risk rank of 43 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 50 Value 20 Etf has Treynor Ratio of -0.36 which is very poor as it is in the fourth quartile with risk rank of 42 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 50 Value 20 Etf has Modigliani Square Measure of -10.34% which is very poor as it is in the fourth quartile with risk rank of 38 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 50 Value 20 Etf has Alpha of -64.42% which is very poor as it is in the fourth quartile with risk rank of 46 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 % 0.40
1.97
-5.84 | 8.45 96 | 129
No
No
No
3M Return % -89.67
2.37
-89.67 | 20.17 127 | 129
No
No
Yes
6M Return % -87.89
16.47
-89.18 | 61.92 124 | 129
No
No
Yes
1Y Return % -86.54
26.04
-88.81 | 104.87 123 | 129
No
No
Yes
3Y Return % -44.06
7.03
-48.45 | 55.86 73 | 87
No
No
Yes
5Y Return % -25.31
1.73
-54.20 | 25.40 48 | 63
No
No
Yes
7Y Return % -14.32
3.78
-40.32 | 19.21 37 | 48
No
No
Yes
Standard Deviation 54.55
24.27
12.87 | 55.65 42 | 47
No
No
Yes
Semi Deviation 51.65
19.82
8.24 | 52.10 42 | 47
No
No
Yes
Max Drawdown % -90.06
-30.26
-91.42 | -8.96 39 | 47
No
No
Yes
VaR 1 Y % -14.53
-16.34
-30.81 | -10.27 26 | 47
Yes
No
No
Average Drawdown % -14.85
-13.05
-91.31 | -3.15 37 | 47
No
No
Yes
Sharpe Ratio -0.90
0.31
-0.98 | 1.22 38 | 47
No
No
Yes
Sterling Ratio -0.44
0.56
-0.49 | 1.77 38 | 47
No
No
Yes
Sortino Ratio -0.10
0.27
-0.15 | 0.74 38 | 47
No
No
Yes
Jensen Alpha % -71.74
-15.84
-77.69 | 1.23 43 | 47
No
No
Yes
Treynor Ratio -0.36
0.03
-0.61 | 1.02 42 | 47
No
No
Yes
Modigliani Square Measure % -10.34
12.04
-14.28 | 47.68 38 | 47
No
No
Yes
Alpha % -64.42
-14.89
-65.16 | -0.04 46 | 47
No
No
Yes
Return data last Updated On : April 24, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 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 54.55 24.27 12.87 | 55.65 42 | 47
No
No
Yes
Semi Deviation 51.65 19.82 8.24 | 52.10 42 | 47
No
No
Yes
Max Drawdown % -90.06 -30.26 -91.42 | -8.96 39 | 47
No
No
Yes
VaR 1 Y % -14.53 -16.34 -30.81 | -10.27 26 | 47
Yes
No
No
Average Drawdown % -14.85 -13.05 -91.31 | -3.15 37 | 47
No
No
Yes
Sharpe Ratio -0.90 0.31 -0.98 | 1.22 38 | 47
No
No
Yes
Sterling Ratio -0.44 0.56 -0.49 | 1.77 38 | 47
No
No
Yes
Sortino Ratio -0.10 0.27 -0.15 | 0.74 38 | 47
No
No
Yes
Jensen Alpha % -71.74 -15.84 -77.69 | 1.23 43 | 47
No
No
Yes
Treynor Ratio -0.36 0.03 -0.61 | 1.02 42 | 47
No
No
Yes
Modigliani Square Measure % -10.34 12.04 -14.28 | 47.68 38 | 47
No
No
Yes
Alpha % -64.42 -14.89 -65.16 | -0.04 46 | 47
No
No
Yes
Return data last Updated On : April 24, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.12 ₹ 10012.0 ₹
1W 1.82 ₹ 10182.0 ₹
1M 0.4 ₹ 10040.0 ₹
3M -89.67 ₹ 1033.0 ₹
6M -87.89 ₹ 1211.0 ₹
1Y -86.54 ₹ 1346.0 ₹
3Y -44.06 ₹ 1751.0 ₹
5Y -25.31 ₹ 2324.0 ₹
7Y -14.32 ₹ 3390.0 ₹
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
24-04-2024 13.4828 None
23-04-2024 13.4667 None
22-04-2024 13.3994 None
19-04-2024 13.2698 None
18-04-2024 13.2413 None
16-04-2024 13.3432 None
15-04-2024 13.5091 None
12-04-2024 13.6483 None
09-04-2024 13.6612 None
08-04-2024 13.6398 None
05-04-2024 13.5837 None
04-04-2024 13.5877 None
03-04-2024 13.578 None
02-04-2024 13.554 None
01-04-2024 13.5998 None
28-03-2024 13.5181 None
27-03-2024 13.3684 None
26-03-2024 13.4294 None
22-03-2024 13.4772 None
21-03-2024 13.4993 None
20-03-2024 13.3816 None
19-03-2024 13.3558 None
18-03-2024 13.5818 None
15-03-2024 13.6176 None
14-03-2024 13.7042 None
13-03-2024 13.5677 None
12-03-2024 13.7313 None
11-03-2024 13.7758 None
07-03-2024 13.8913 None
06-03-2024 13.8341 None
05-03-2024 13.7667 None
04-03-2024 13.8284 None
01-03-2024 137.643 None
29-02-2024 136.0269 None
28-02-2024 135.8959 None
27-02-2024 137.0927 None
26-02-2024 136.4663 None
23-02-2024 137.3743 None
22-02-2024 137.9972 None
21-02-2024 135.9867 None
20-02-2024 137.0528 None
19-02-2024 137.492 None
16-02-2024 136.918 None
15-02-2024 136.1813 None
14-02-2024 135.4656 None
13-02-2024 134.6241 None
12-02-2024 133.9564 None
09-02-2024 135.251 None
08-02-2024 134.8707 None
07-02-2024 135.2398 None
06-02-2024 135.7427 None
05-02-2024 134.0323 None
02-02-2024 134.0843 None
01-02-2024 132.1498 None
31-01-2024 132.1723 None
30-01-2024 130.7058 None
29-01-2024 131.4629 None
25-01-2024 130.5415 None
24-01-2024 130.988 None
23-01-2024 129.58 None
20-01-2024 130.958 None
19-01-2024 131.2695 None
18-01-2024 129.5554 None
17-01-2024 129.7618 None
16-01-2024 130.9823 None
15-01-2024 131.6027 None
12-01-2024 130.0711 None
11-01-2024 126.7885 None
10-01-2024 126.8576 None
09-01-2024 126.7854 None
08-01-2024 126.5067 None
05-01-2024 127.8045 None
04-01-2024 127.2312 None
03-01-2024 126.8312 None
02-01-2024 128.0007 None
01-01-2024 128.6986 None
29-12-2023 128.1381 None
28-12-2023 128.9577 None
27-12-2023 127.9525 None
26-12-2023 126.9418 None
22-12-2023 126.5411 None
21-12-2023 124.8828 None
20-12-2023 124.481 None
19-12-2023 126.6181 None
18-12-2023 126.4417 None
15-12-2023 126.987 None
14-12-2023 123.7866 None
13-12-2023 122.0189 None
12-12-2023 122.168 None
11-12-2023 122.2174 None
08-12-2023 121.7552 None
07-12-2023 121.6273 None
06-12-2023 122.0484 None
05-12-2023 120.9195 None
04-12-2023 120.7842 None
01-12-2023 119.5395 None
30-11-2023 118.4823 None
29-11-2023 118.3378 None
28-11-2023 117.2504 None
24-11-2023 116.6039 None
23-11-2023 117.355 None
22-11-2023 117.2956 None
21-11-2023 116.5852 None
20-11-2023 116.4373 None
17-11-2023 116.4357 None
16-11-2023 116.3583 None
15-11-2023 115.1035 None
13-11-2023 113.2621 None
10-11-2023 112.7485 None
09-11-2023 112.6194 None
08-11-2023 113.2138 None
07-11-2023 113.0132 None
06-11-2023 113.049 None
03-11-2023 112.1004 None
02-11-2023 111.4625 None
01-11-2023 110.3771 None
31-10-2023 111.1894 None
30-10-2023 111.3119 None
27-10-2023 111.366 None
26-10-2023 110.4392 None
25-10-2023 111.3407 None
23-10-2023 112.0121 None
20-10-2023 113.7777 None
19-10-2023 114.7844 None
18-10-2023 115.0734 None
17-10-2023 115.5823 None
16-10-2023 115.0419 None
13-10-2023 114.8773 None
12-10-2023 115.1663 None
11-10-2023 115.6372 None
10-10-2023 115.0862 None
09-10-2023 114.0487 None
06-10-2023 114.2773 None
05-10-2023 113.5752 None
04-10-2023 113.0937 None
03-10-2023 113.3951 None
29-09-2023 114.2338 None
28-09-2023 113.4181 None
27-09-2023 115.1894 None
26-09-2023 114.7718 None
25-09-2023 114.7463 None
22-09-2023 115.1881 None
21-09-2023 115.5444 None
20-09-2023 116.052 None
18-09-2023 116.4681 None
15-09-2023 116.3402 None
14-09-2023 115.9275 None
13-09-2023 115.5528 None
12-09-2023 115.1662 None
11-09-2023 115.1216 None
08-09-2023 114.0698 None
07-09-2023 113.8359 None
06-09-2023 113.491 None
05-09-2023 113.4944 None
04-09-2023 112.9149 None
01-09-2023 111.5224 None
31-08-2023 110.0208 None
30-08-2023 110.6081 None
29-08-2023 110.1301 None
28-08-2023 109.7445 None
25-08-2023 109.7903 None
24-08-2023 110.6784 None
23-08-2023 110.8179 None
22-08-2023 110.6721 None
21-08-2023 110.434 None
18-08-2023 109.3519 None
17-08-2023 110.2749 None
16-08-2023 110.9832 None
14-08-2023 110.4275 None
11-08-2023 110.2671 None
10-08-2023 110.7726 None
09-08-2023 111.2995 None
08-08-2023 110.6075 None
07-08-2023 110.9686 None
04-08-2023 110.3927 None
03-08-2023 109.8718 None
02-08-2023 110.4138 None
01-08-2023 111.4731 None
31-07-2023 111.089 None
28-07-2023 109.9235 None
27-07-2023 109.8023 None
26-07-2023 110.3664 None
25-07-2023 109.6652 None
24-07-2023 109.6024 None
21-07-2023 110.3094 None
20-07-2023 113.0836 None
19-07-2023 112.5988 None
18-07-2023 112.4166 None
17-07-2023 111.7895 None
14-07-2023 111.8329 None
13-07-2023 109.4813 None
12-07-2023 109.0216 None
11-07-2023 109.3974 None
10-07-2023 108.6821 None
07-07-2023 109.3382 None
06-07-2023 110.6291 None
05-07-2023 110.3126 None
04-07-2023 109.2714 None
03-07-2023 108.6577 None
30-06-2023 108.1516 None
28-06-2023 106.5751 None
27-06-2023 105.8154 None
26-06-2023 105.5056 None
23-06-2023 105.4086 None
22-06-2023 106.2546 None
21-06-2023 106.9815 None
20-06-2023 106.9167 None
19-06-2023 106.3773 None
16-06-2023 106.4779 None
15-06-2023 106.256 None
14-06-2023 106.4277 None
13-06-2023 105.9706 None
12-06-2023 105.216 None
09-06-2023 104.4326 None
08-06-2023 105.3856 None
07-06-2023 105.8635 None
06-06-2023 104.788 None
05-06-2023 105.3702 None
02-06-2023 105.4821 None
01-06-2023 105.0449 None
31-05-2023 105.0649 None
30-05-2023 105.5768 None
29-05-2023 105.1393 None
26-05-2023 104.9674 None
25-05-2023 103.9966 None
24-05-2023 103.725 None
23-05-2023 103.5069 None
22-05-2023 103.3444 None
19-05-2023 102.1597 None
18-05-2023 101.7454 None
17-05-2023 102.4864 None
16-05-2023 103.0781 None
15-05-2023 103.1217 None
12-05-2023 102.366 None
11-05-2023 102.9102 None
10-05-2023 102.9685 None
09-05-2023 102.8371 None
08-05-2023 103.0393 None
05-05-2023 102.2156 None
04-05-2023 102.532 None
03-05-2023 102.0727 None
02-05-2023 102.3679 None
28-04-2023 101.5368 None
27-04-2023 100.5686 None
26-04-2023 100.178 None
25-04-2023 99.8585 None
24-04-2023 99.7597 None

Fund Launch Date: 13/Jun/2016
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to provide returns before expensesthat closely correspond to the total return of the underlying index subject totracking errors. However, there can be no assurance or guarantee that theinvestment objective of the Scheme would be achieved.
Fund Description: An open ended exchange traded fund tracking Nifty50 Value 20 Index
Fund Benchmark: Nifty 50 Value 20 Index
Source: Fund FactSheet

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