Icici Prudential S&P Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 38
BMSMONEY Rating
Growth Option As On: 19-04-2024
NAV ₹816.15 (R) +0.83% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 24.16% 16.64% 14.89% 15.19% 12.54%
LumpSum Dir. P
SIP Reg. P 19.33% 15.02% 17.19% 15.27% 14.18%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.53 0.31 0.74 -0.03% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.89% -12.59% -9.86% 1.0 8.34%

NAV Date: 19-04-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential S&P BSE Sensex ETF 816.15
6.6900
0.8300%

Review Date: Feb. 29, 2024

The ETFs category has 84 funds. Performance of the ICICI Prudential S&P Bse Sensex Etf has been analyzed on 21 performance parameters. Out of nine return parameters, the fund has zero return parameters in first quartile; whereas five risk parameters (out of five) in first quartile. Similarly two risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved 38 (out of 84 funds), which is ok rank in the ETFs category.
Using a composite performance score, our ranking methodology takes into account the fund's return, the risk it carries, and its risk-adjusted performance during the last three years. This composite performance score then becomes the basis for ranking funds within the category.

The ICICI Prudential S&P Bse Sensex Etf has below average return performance, as more than 25% 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 S&P Bse Sensex Etf has given return of 2.03% in last one month which is poor as it is in the below average in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the ICICI Prudential S&P Bse Sensex Etf has given return of 7.6% in last three month which is poor as it is in the below average in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the ICICI Prudential S&P Bse Sensex Etf has given return of 12.23% in last six month which is poor as it is in the below average in ETFs.
  4. 1 Year Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 24.71% in last one year which is poor as it is in the below average in ETFs. The one year return rank of ICICI Prudential S&P Bse Sensex Etf is 85 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 12471.0 in one year.
  5. 3 Year Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 14.64% in last three year which is good as it is above average with return rank of 44 in 83 funds. in ETFs.
  6. 5 Year Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 16.31% in last five year which is good as it is above average with return rank of 24 in 62 funds. in ETFs.
  7. 1 Year SIP Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 24.68% in last one year which is poor as it is in the below average with return rank of 84 in 125 funds. in ETFs.
  8. 3 Year SIP Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 15.58% in last three year which is poor as it is in the below average with return rank of 45 in 78 funds. in ETFs.
  9. 5 Year SIP Return%: The ICICI Prudential S&P Bse Sensex Etf has given return of 17.53% in last five year which is good as it is above average with return rank of 33 in 56 funds. in ETFs.
    10. '
'

The ICICI Prudential S&P Bse Sensex Etf has excellent risk performance, as all risk parameters are in the top quartile in 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 S&P Bse Sensex Etf has standard deviation of 12.89 which is very good as it is in the top quartile with risk rank of 8 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 S&P Bse Sensex Etf has semi deviation of 8.34 which is very good as it is in the top quartile with risk rank of 6 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 S&P Bse Sensex Etf has max drawdown of -9.86% which is very good as it is in the top quartile with risk rank of 3 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 S&P Bse Sensex Etf has 1Y VaR at 95% of -12.59% which is very good as it is in the top quartile with risk rank of 6 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The ICICI Prudential S&P Bse Sensex Etf has average drawdown of -4.37% which is very good as it is in the top quartile with risk rank of 9 in 47 funds. in ETFs.
    6. '
'

The ICICI Prudential 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 ICICI Prudential S&P Bse Sensex Etf has Sterling Ratio of 0.74 which is poor as it is in the below average with risk rank of 33 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse Sensex Etf has Sortino Ratio of 0.31 which is poor as it is in the below average with risk rank of 35 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse Sensex Etf has Jensen Alpha of -0.03% which is very good as it is in the top quartile with risk rank of 7 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse Sensex Etf has Treynor Ratio of 0.07 which is poor as it is in the below average with risk rank of 33 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse Sensex Etf has Modigliani Square Measure of 14.65% which is poor as it is in the below average with risk rank of 34 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse Sensex Etf has Alpha of -0.04% which is very good as it is in the top quartile with risk rank of 2 in 47 funds. in ETFs.
    7. '
'


Not able to see in mobile!!! save the chart by clicking on camera icon.

KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % 1.37
1.97
-7.36 | 12.00 77 | 129
No
No
No
6M Return % 12.12
10.84
-89.57 | 55.01 76 | 129
Yes
No
No
1Y Return % 24.16
25.24
-88.77 | 102.55 82 | 129
No
No
No
3Y Return % 16.64
6.95
-48.61 | 56.23 40 | 87
Yes
No
No
5Y Return % 14.89
1.48
-54.28 | 25.22 27 | 63
Yes
No
No
7Y Return % 15.19
3.72
-40.32 | 19.01 8 | 48
Yes
Yes
No
10Y Return % 12.54
7.86
-10.28 | 18.84 10 | 16
Yes
No
No
15Y Return % 14.01
8.60
-2.26 | 14.01 1 | 4
Yes
Yes
No
1Y SIP Return % 19.33
26.13
-21.66 | 116.04 75 | 121
No
No
No
3Y SIP Return % 15.02
15.35
-21.73 | 61.38 41 | 80
No
No
No
5Y SIP Return % 17.19
15.09
-13.52 | 45.49 30 | 56
Yes
No
No
7Y SIP Return % 15.27
14.02
-1.90 | 30.69 20 | 39
Yes
No
No
10Y SIP Return % 14.18
13.91
3.97 | 19.15 7 | 12
Yes
No
No
15Y SIP Return % 12.83
12.01
10.51 | 12.83 1 | 3
Yes
Yes
No
Standard Deviation 12.89
38.19
12.38 | 563.83 8 | 47
Yes
Yes
No
Semi Deviation 8.34
14.88
8.11 | 106.95 6 | 47
Yes
Yes
No
Max Drawdown % -9.86
-16.88
-90.23 | -8.96 3 | 47
Yes
Yes
No
VaR 1 Y % -12.59
-16.10
-32.78 | -10.27 6 | 47
Yes
Yes
No
Average Drawdown % -4.37
-6.61
-24.75 | -3.35 9 | 47
Yes
Yes
No
Sharpe Ratio 0.53
0.60
-0.95 | 1.37 33 | 47
No
No
No
Sterling Ratio 0.74
0.77
-0.47 | 1.62 33 | 47
No
No
No
Sortino Ratio 0.31
0.42
-0.13 | 1.60 35 | 47
No
No
No
Jensen Alpha % -0.03
-1.92
-73.22 | 62.57 7 | 47
Yes
Yes
No
Treynor Ratio 0.07
0.08
-0.51 | 0.34 33 | 47
No
No
No
Modigliani Square Measure % 14.65
16.73
-10.70 | 43.53 34 | 47
No
No
No
Alpha % -0.04
-1.82
-61.48 | -0.01 2 | 47
Yes
Yes
No
Return data last Updated On : April 19, 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

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
Standard Deviation 12.89 38.19 12.38 | 563.83 8 | 47
Yes
Yes
No
Semi Deviation 8.34 14.88 8.11 | 106.95 6 | 47
Yes
Yes
No
Max Drawdown % -9.86 -16.88 -90.23 | -8.96 3 | 47
Yes
Yes
No
VaR 1 Y % -12.59 -16.10 -32.78 | -10.27 6 | 47
Yes
Yes
No
Average Drawdown % -4.37 -6.61 -24.75 | -3.35 9 | 47
Yes
Yes
No
Sharpe Ratio 0.53 0.60 -0.95 | 1.37 33 | 47
No
No
No
Sterling Ratio 0.74 0.77 -0.47 | 1.62 33 | 47
No
No
No
Sortino Ratio 0.31 0.42 -0.13 | 1.60 35 | 47
No
No
No
Jensen Alpha % -0.03 -1.92 -73.22 | 62.57 7 | 47
Yes
Yes
No
Treynor Ratio 0.07 0.08 -0.51 | 0.34 33 | 47
No
No
No
Modigliani Square Measure % 14.65 16.73 -10.70 | 43.53 34 | 47
No
No
No
Alpha % -0.04 -1.82 -61.48 | -0.01 2 | 47
Yes
Yes
No
Return data last Updated On : April 19, 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 0.83 ₹ 10083.0 ₹
1W -0.42 ₹ 9958.0 ₹
1M 1.37 ₹ 10137.0 ₹
3M - ₹ - ₹
6M 12.12 ₹ 11212.0 ₹
1Y 24.16 ₹ 12416.0 ₹
3Y 16.64 ₹ 15870.0 ₹
5Y 14.89 ₹ 20014.0 ₹
7Y 15.19 ₹ 26910.0 ₹
10Y 12.54 ₹ 32588.0 ₹
15Y 14.01 ₹ 71494.0 ₹

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 19.3258 ₹ 13223.22 ₹
3Y ₹ 36000 15.015 ₹ 44991.792 ₹
5Y ₹ 60000 17.1904 ₹ 92174.16 ₹
7Y ₹ 84000 15.269 ₹ 144777.192 ₹
10Y ₹ 120000 14.1752 ₹ 251741.52 ₹
15Y ₹ 180000 12.8276 ₹ 511220.34 ₹


Date NAV Regular Growth NAV Direct Growth
19-04-2024 816.1527 None
18-04-2024 809.4602 None
16-04-2024 814.5372 None
15-04-2024 819.6305 None
12-04-2024 829.0681 None
09-04-2024 833.9678 None
08-04-2024 834.6243 None
05-04-2024 829.1056 None
04-04-2024 828.8756 None
03-04-2024 824.9587 None
02-04-2024 825.2615 None
01-04-2024 826.4975 None
28-03-2024 822.4438 None
27-03-2024 815.1214 None
26-03-2024 809.2465 None
22-03-2024 813.2813 None
21-03-2024 811.1608 None
20-03-2024 805.1333 None
19-03-2024 804.1321 None
18-03-2024 812.3546 None
15-03-2024 811.1814 None
14-03-2024 816.2511 None
13-03-2024 812.5057 None
12-03-2024 822.6226 None
11-03-2024 820.7762 None
07-03-2024 827.6628 None
06-03-2024 827.2898 None
05-03-2024 822.7242 None
04-03-2024 824.9026 None
01-03-2024 823.4841 None
29-02-2024 809.5837 None
28-02-2024 807.4016 None
27-02-2024 816.2249 None
26-02-2024 812.821 None
23-02-2024 816.7546 None
22-02-2024 816.9265 None
21-02-2024 810.9561 None
20-02-2024 815.8009 None
19-02-2024 811.9045 None
16-02-2024 808.7631 None
15-02-2024 804.5665 None
14-02-2024 801.8029 None
13-02-2024 798.8176 None
12-02-2024 793.4331 None
09-02-2024 799.266 None
08-02-2024 797.3127 None
07-02-2024 804.8424 None
06-02-2024 805.2226 None
05-02-2024 800.049 None
02-02-2024 803.9971 None
01-02-2024 799.087 None
31-01-2024 800.2784 None
30-01-2024 793.4528 None
29-01-2024 802.3896 None
25-01-2024 788.5541 None
24-01-2024 792.5636 None
23-01-2024 784.8594 None
20-01-2024 796.599 None
19-01-2024 799.4924 None
18-01-2024 793.7466 None
17-01-2024 797.2443 None
16-01-2024 815.3979 None
15-01-2024 817.6201 None
12-01-2024 809.1504 None
11-01-2024 799.7011 None
10-01-2024 798.9934 None
09-01-2024 795.9657 None
08-01-2024 795.6193 None
05-01-2024 803.0977 None
04-01-2024 801.1058 None
03-01-2024 795.6313 None
02-01-2024 801.6053 None
01-01-2024 805.8362 None
29-12-2023 805.4822 None
28-12-2023 807.3791 None
27-12-2023 803.2313 None
26-12-2023 795.408 None
22-12-2023 792.8432 None
21-12-2023 790.1469 None
20-12-2023 786.1456 None
19-12-2023 796.5235 None
18-12-2023 795.1623 None
15-12-2023 797.041 None
14-12-2023 786.2294 None
13-12-2023 775.8626 None
12-12-2023 775.4884 None
11-12-2023 779.6968 None
08-12-2023 778.5484 None
07-12-2023 775.1592 None
06-12-2023 776.6313 None
05-12-2023 772.6446 None
04-12-2023 767.8402 None
01-12-2023 752.4094 None
30-11-2023 746.9159 None
29-11-2023 745.951 None
28-11-2023 737.8372 None
24-11-2023 735.5597 None
23-11-2023 736.0918 None
22-11-2023 736.152 None
21-11-2023 735.1212 None
20-11-2023 732.0489 None
17-11-2023 733.6045 None
16-11-2023 735.6971 None
15-11-2023 732.1041 None
13-11-2023 723.8352 None
10-11-2023 723.5088 None
09-11-2023 722.7008 None
08-11-2023 724.298 None
07-11-2023 723.9276 None
06-11-2023 724.1089 None
03-11-2023 717.4862 None
02-11-2023 714.2098 None
01-11-2023 708.5298 None
31-10-2023 711.6372 None
30-10-2023 714.2825 None
27-10-2023 710.6107 None
26-10-2023 703.5474 None
25-10-2023 713.5725 None
23-10-2023 718.7619 None
20-10-2023 727.9487 None
19-10-2023 730.4015 None
18-10-2023 733.0691 None
17-10-2023 739.2004 None
16-10-2023 736.2944 None
13-10-2023 737.5763 None
12-10-2023 738.9744 None
11-10-2023 739.6926 None
10-10-2023 735.3111 None
09-10-2023 729.0005 None
06-10-2023 734.3715 None
05-10-2023 730.3182 None
04-10-2023 725.8041 None
03-10-2023 728.986 None
29-09-2023 732.4965 None
28-09-2023 728.9328 None
27-09-2023 735.7247 None
26-09-2023 733.7948 None
25-09-2023 734.6651 None
22-09-2023 734.4979 None
21-09-2023 736.9561 None
20-09-2023 743.302 None
18-09-2023 752.1498 None
15-09-2023 754.8302 None
14-09-2023 751.285 None
13-09-2023 750.7044 None
12-09-2023 747.9662 None
11-09-2023 746.9191 None
08-09-2023 741.0423 None
07-09-2023 737.3344 None
06-09-2023 733.0518 None
05-09-2023 731.935 None
04-09-2023 730.2411 None
01-09-2023 727.5565 None
31-08-2023 721.3755 None
30-08-2023 724.2288 None
29-08-2023 724.1008 None
28-08-2023 723.219 None
25-08-2023 721.9887 None
24-08-2023 726.052 None
23-08-2023 728.0602 None
22-08-2023 725.6889 None
21-08-2023 725.6409 None
18-08-2023 722.4382 None
17-08-2023 724.6844 None
16-08-2023 728.9941 None
14-08-2023 727.463 None
11-08-2023 726.5781 None
10-08-2023 730.3966 None
09-08-2023 733.8053 None
08-08-2023 731.6042 None
07-08-2023 732.6311 None
04-08-2023 730.0497 None
03-08-2023 724.699 None
02-08-2023 730.5894 None
01-08-2023 737.8108 None
31-07-2023 738.5657 None
28-07-2023 734.487 None
27-07-2023 735.5918 None
26-07-2023 740.426 None
25-07-2023 736.5286 None
24-07-2023 736.848 None
21-07-2023 740.1586 None
20-07-2023 749.7941 None
19-07-2023 744.3492 None
18-07-2023 740.9977 None
17-07-2023 738.7225 None
14-07-2023 732.8508 None
13-07-2023 727.1428 None
12-07-2023 725.0468 None
11-07-2023 727.5159 None
10-07-2023 724.4842 None
07-07-2023 723.7635 None
06-07-2023 729.3197 None
05-07-2023 725.5565 None
04-07-2023 725.9185 None
03-07-2023 722.8872 None
30-06-2023 717.5096 None
28-06-2023 708.5624 None
27-06-2023 703.0502 None
26-06-2023 698.1268 None
23-06-2023 698.2317 None
22-06-2023 701.097 None
21-06-2023 703.9539 None
20-06-2023 701.7967 None
19-06-2023 700.0375 None
16-06-2023 702.236 None
15-06-2023 697.0826 None
14-06-2023 700.2751 None
13-06-2023 699.3339 None
12-06-2023 694.7179 None
09-06-2023 693.6261 None
08-06-2023 695.9941 None
07-06-2023 699.2417 None
06-06-2023 695.3799 None
05-06-2023 695.3207 None
02-06-2023 692.6703 None
01-06-2023 690.6611 None
31-05-2023 692.7986 None
30-05-2023 696.2156 None
29-05-2023 694.2883 None
26-05-2023 690.4923 None
25-05-2023 683.5572 None
24-05-2023 682.4678 None
23-05-2023 684.7617 None
22-05-2023 684.5625 None
19-05-2023 681.984 None
18-05-2023 678.6995 None
17-05-2023 680.1211 None
16-05-2023 684.2198 None
15-05-2023 687.1857 None
12-05-2023 683.6843 None
11-05-2023 682.3249 None
10-05-2023 682.7185 None
09-05-2023 680.7476 None
08-05-2023 680.7802 None
05-05-2023 672.9571 None
04-05-2023 680.6168 None
03-05-2023 674.49 None
02-05-2023 676.2694 None
28-04-2023 673.602 None
27-04-2023 668.3163 None
26-04-2023 664.4735 None
25-04-2023 662.6024 None
24-04-2023 661.7808 None
21-04-2023 657.3633 None
20-04-2023 657.0782 None
19-04-2023 656.3675 None

Fund Launch Date: 06/Jan/2003
Fund Category: ETF
Investment Objective: The investment objective of the œSPIcE  is to provide investment returns that,before expenses, closely correspond to the total returns of the securities asrepresented by the S&P BSE SENSEX. However, the performance of Schememay differ from that of the underlying index due to tracking error. There can beno assurance or guarantee that the investment objective of the Scheme will beachieved.
Fund Description: An open ended Exchange Traded Fund tracking S&P BSE Sensex Index
Fund Benchmark: S&P BSE SENSEX Total Return Index
Source: Fund FactSheet

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