Icici Prudential S&P Bse 500 Etf Overview
Category ETF
BMSMONEY Rank 39
BMSMONEY Rating
Growth Option As On: 15-04-2024
NAV ₹34.33 (R) -1.25% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 37.84% -44.59% -26.16% -% -%
LumpSum Dir. P
SIP Reg. P 33.25% 4.92% -11.92% -% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.8 0.43 0.9 -0.33% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.2% -13.9% -10.48% 1.0 9.12%

NAV Date: 15-04-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential S&P BSE 500 ETF 34.33
-0.4300
-1.2500%

Review Date: Feb. 29, 2024

The ETFs category has 84 funds. Performance of the ICICI Prudential S&P Bse 500 Etf has been analyzed on 20 performance parameters. Out of eight return parameters, the fund has zero return parameters in first quartile; whereas one risk parameter (out of five) in first quartile. Similarly two risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved 39 (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 500 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 500 Etf has given return of 2.8% in last one month which is good as it is above average in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the ICICI Prudential S&P Bse 500 Etf has given return of 11.08% in last three month which is good as it is above average in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the ICICI Prudential S&P Bse 500 Etf has given return of 18.66% in last six month which is good as it is above average in ETFs.
  4. 1 Year Return%: The ICICI Prudential S&P Bse 500 Etf has given return of 38.36% in last one year which is good as it is above average in ETFs. The one year return rank of ICICI Prudential S&P Bse 500 Etf is 49 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 13836.0 in one year.
  5. 3 Year Return%: The ICICI Prudential S&P Bse 500 Etf has given return of -45.0% in last three year which is very poor as it is in the fourth quartile with rank of 72 in 83 funds. in ETFs.
  6. 5 Year Return%: The ICICI Prudential S&P Bse 500 Etf has given return of -25.28% in last five year which is very poor as it is in the fourth quartile with rank of 48 in 62 funds. in ETFs.
  7. 1 Year SIP Return%: The ICICI Prudential S&P Bse 500 Etf has given return of 40.71% in last one year which is good as it is above average with return rank of 52 in 125 funds. in ETFs.
  8. 3 Year SIP Return%: The ICICI Prudential S&P Bse 500 Etf has given return of 0.92% in last three year which is very poor as it is in the fourth quartile with rank of 71 in 78 funds. in ETFs.
    9. '
'

The ICICI Prudential S&P Bse 500 Etf has average risk performance, as more than 25% risk parameters 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 S&P Bse 500 Etf has standard deviation of 13.2 which is good as it is above average with risk rank of 22 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 500 Etf has semi deviation of 9.12 which is good as it is above average with risk rank of 24 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 500 Etf has max drawdown of -10.48% which is good as it is above average with risk rank of 25 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 500 Etf has 1Y VaR at 95% of -13.9% which is good as it is above average with risk rank of 28 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 500 Etf has average drawdown of -4.43% which is very good as it is in the top quartile with risk rank of 11 in 47 funds. in ETFs.
    6. '
'

The ICICI Prudential S&P Bse 500 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 500 Etf has Sterling Ratio of 0.9 which is very good as it is in the top quartile with risk rank of 10 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse 500 Etf has Sortino Ratio of 0.43 which is good as it is above average with risk rank of 15 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse 500 Etf has Jensen Alpha of -0.33% which is good as it is above average with risk rank of 33 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse 500 Etf has Treynor Ratio of 0.11 which is good as it is above average with risk rank of 17 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse 500 Etf has Modigliani Square Measure of 18.52% which is good as it is above average with risk rank of 17 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential S&P Bse 500 Etf has Alpha of -0.36% which is good as it is above average with risk rank of 28 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 % 3.11
1.89
-6.71 | 12.12 35 | 129
Yes
No
No
3M Return % 3.37
0.47
-90.38 | 21.16 53 | 129
Yes
No
No
6M Return % 17.76
10.64
-89.63 | 56.07 46 | 129
Yes
No
No
1Y Return % 37.84
26.00
-88.74 | 104.16 45 | 129
Yes
No
No
3Y Return % -44.59
6.58
-48.35 | 55.20 74 | 87
No
No
Yes
5Y Return % -26.16
1.28
-54.39 | 25.07 49 | 63
No
No
Yes
1Y SIP Return % 33.25
28.06
-18.09 | 121.05 44 | 121
Yes
No
No
3Y SIP Return % 4.92
14.96
-21.69 | 61.68 62 | 80
No
No
Yes
5Y SIP Return % -11.92
15.21
-13.61 | 45.81 55 | 56
No
No
Yes
Standard Deviation 13.20
38.19
12.38 | 563.83 22 | 47
Yes
No
No
Semi Deviation 9.12
14.88
8.11 | 106.95 24 | 47
Yes
No
No
Max Drawdown % -10.48
-16.88
-90.23 | -8.96 25 | 47
Yes
No
No
VaR 1 Y % -13.90
-16.10
-32.78 | -10.27 28 | 47
Yes
No
No
Average Drawdown % -4.43
-6.61
-24.75 | -3.35 11 | 47
Yes
Yes
No
Sharpe Ratio 0.80
0.60
-0.95 | 1.37 12 | 47
Yes
Yes
No
Sterling Ratio 0.90
0.77
-0.47 | 1.62 10 | 47
Yes
Yes
No
Sortino Ratio 0.43
0.42
-0.13 | 1.60 15 | 47
Yes
No
No
Jensen Alpha % -0.33
-1.92
-73.22 | 62.57 33 | 47
Yes
No
No
Treynor Ratio 0.11
0.08
-0.51 | 0.34 17 | 47
Yes
No
No
Modigliani Square Measure % 18.52
16.73
-10.70 | 43.53 17 | 47
Yes
No
No
Alpha % -0.36
-1.82
-61.48 | -0.01 28 | 47
Yes
No
No
Return data last Updated On : April 15, 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 13.20 38.19 12.38 | 563.83 22 | 47
Yes
No
No
Semi Deviation 9.12 14.88 8.11 | 106.95 24 | 47
Yes
No
No
Max Drawdown % -10.48 -16.88 -90.23 | -8.96 25 | 47
Yes
No
No
VaR 1 Y % -13.90 -16.10 -32.78 | -10.27 28 | 47
Yes
No
No
Average Drawdown % -4.43 -6.61 -24.75 | -3.35 11 | 47
Yes
Yes
No
Sharpe Ratio 0.80 0.60 -0.95 | 1.37 12 | 47
Yes
Yes
No
Sterling Ratio 0.90 0.77 -0.47 | 1.62 10 | 47
Yes
Yes
No
Sortino Ratio 0.43 0.42 -0.13 | 1.60 15 | 47
Yes
No
No
Jensen Alpha % -0.33 -1.92 -73.22 | 62.57 33 | 47
Yes
No
No
Treynor Ratio 0.11 0.08 -0.51 | 0.34 17 | 47
Yes
No
No
Modigliani Square Measure % 18.52 16.73 -10.70 | 43.53 17 | 47
Yes
No
No
Alpha % -0.36 -1.82 -61.48 | -0.01 28 | 47
Yes
No
No
Return data last Updated On : April 15, 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 -1.25 ₹ 9875.0 ₹
1W -1.48 ₹ 9852.0 ₹
1M 3.11 ₹ 10311.0 ₹
3M 3.37 ₹ 10337.0 ₹
6M 17.76 ₹ 11776.0 ₹
1Y 37.84 ₹ 13784.0 ₹
3Y -44.59 ₹ 1701.0 ₹
5Y -26.16 ₹ 2196.0 ₹
7Y - ₹ - ₹
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 33.2484 ₹ 14066.1 ₹
3Y ₹ 36000 4.9193 ₹ 38799.36 ₹
5Y ₹ 60000 -11.9212 ₹ 44185.74 ₹
7Y ₹ 84000 - ₹ - ₹
10Y ₹ 120000 - ₹ - ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
15-04-2024 34.3286 None
12-04-2024 34.7614 None
09-04-2024 34.8426 None
08-04-2024 34.8881 None
05-04-2024 34.7119 None
04-04-2024 34.6397 None
03-04-2024 34.5467 None
02-04-2024 34.4875 None
01-04-2024 34.3607 None
28-03-2024 33.9901 None
27-03-2024 33.6934 None
26-03-2024 33.5563 None
22-03-2024 33.5434 None
21-03-2024 33.38 None
20-03-2024 32.9433 None
19-03-2024 32.9064 None
18-03-2024 33.2926 None
15-03-2024 33.2645 None
14-03-2024 33.4225 None
13-03-2024 32.9603 None
12-03-2024 33.8364 None
11-03-2024 34.0276 None
07-03-2024 34.2751 None
06-03-2024 34.1792 None
05-03-2024 34.1848 None
04-03-2024 34.2618 None
01-03-2024 34.1367 None
29-02-2024 33.7094 None
28-02-2024 33.5642 None
27-02-2024 34.0303 None
26-02-2024 33.9717 None
23-02-2024 34.0684 None
22-02-2024 34.0218 None
21-02-2024 33.7527 None
20-02-2024 33.9915 None
19-02-2024 33.9346 None
16-02-2024 33.8119 None
15-02-2024 33.593 None
14-02-2024 33.3926 None
13-02-2024 33.159 None
12-02-2024 32.9722 None
09-02-2024 33.4412 None
08-02-2024 33.4913 None
07-02-2024 33.6769 None
06-02-2024 33.5528 None
05-02-2024 33.2423 None
02-02-2024 33.3457 None
01-02-2024 33.1157 None
31-01-2024 33.1671 None
30-01-2024 32.7914 None
29-01-2024 33.0318 None
25-01-2024 32.4962 None
24-01-2024 32.5889 None
23-01-2024 32.1796 None
20-01-2024 32.8394 None
19-01-2024 32.8481 None
18-01-2024 32.5181 None
17-01-2024 32.6404 None
16-01-2024 33.2106 None
15-01-2024 33.3109 None
12-01-2024 33.0733 None
11-01-2024 32.8038 None
10-01-2024 32.6954 None
09-01-2024 32.5927 None
08-01-2024 32.5219 None
05-01-2024 32.8159 None
04-01-2024 32.7322 None
03-01-2024 32.4457 None
02-01-2024 32.5314 None
01-01-2024 32.6203 None
29-12-2023 32.5515 None
28-12-2023 32.5002 None
27-12-2023 32.3209 None
26-12-2023 32.0801 None
22-12-2023 31.9183 None
21-12-2023 31.7338 None
20-12-2023 31.4542 None
19-12-2023 32.1103 None
18-12-2023 32.0849 None
15-12-2023 32.0721 None
14-12-2023 31.7889 None
13-12-2023 31.415 None
12-12-2023 31.3103 None
11-12-2023 31.4535 None
08-12-2023 31.3429 None
07-12-2023 31.3468 None
06-12-2023 31.3002 None
05-12-2023 31.1455 None
04-12-2023 30.9032 None
01-12-2023 30.347 None
30-11-2023 30.1388 None
29-11-2023 29.9939 None
28-11-2023 29.7319 None
24-11-2023 29.5696 None
23-11-2023 29.5655 None
22-11-2023 29.5441 None
21-11-2023 29.5416 None
20-11-2023 29.4491 None
17-11-2023 29.4906 None
16-11-2023 29.4778 None
15-11-2023 29.332 None
13-11-2023 29.0146 None
10-11-2023 28.9192 None
09-11-2023 28.8661 None
08-11-2023 28.9215 None
07-11-2023 28.8109 None
06-11-2023 28.7664 None
03-11-2023 28.4996 None
02-11-2023 28.3146 None
01-11-2023 28.0439 None
31-10-2023 28.1599 None
30-10-2023 28.2016 None
27-10-2023 28.1008 None
26-10-2023 27.754 None
25-10-2023 28.1019 None
23-10-2023 28.2963 None
20-10-2023 28.8421 None
19-10-2023 29.0047 None
18-10-2023 29.0669 None
17-10-2023 29.2784 None
16-10-2023 29.1505 None
13-10-2023 29.1556 None
12-10-2023 29.2008 None
11-10-2023 29.1757 None
10-10-2023 29.002 None
09-10-2023 28.7051 None
06-10-2023 28.9892 None
05-10-2023 28.8303 None
04-10-2023 28.7112 None
03-10-2023 28.9262 None
29-09-2023 28.9972 None
28-09-2023 28.7919 None
27-09-2023 29.0717 None
26-09-2023 28.9609 None
25-09-2023 28.9606 None
22-09-2023 28.9428 None
21-09-2023 29.0195 None
20-09-2023 29.2653 None
18-09-2023 29.537 None
15-09-2023 29.6324 None
14-09-2023 29.5229 None
13-09-2023 29.3937 None
12-09-2023 29.2838 None
11-09-2023 29.6003 None
08-09-2023 29.3283 None
07-09-2023 29.1573 None
06-09-2023 28.9918 None
05-09-2023 28.9414 None
04-09-2023 28.8182 None
01-09-2023 28.6521 None
31-08-2023 28.4079 None
30-08-2023 28.4864 None
29-08-2023 28.4199 None
28-08-2023 28.3298 None
25-08-2023 28.2421 None
24-08-2023 28.4185 None
23-08-2023 28.4548 None
22-08-2023 28.3799 None
21-08-2023 28.2887 None
18-08-2023 28.1228 None
17-08-2023 28.1938 None
16-08-2023 28.2829 None
14-08-2023 28.2324 None
11-08-2023 28.2877 None
10-08-2023 28.4141 None
09-08-2023 28.5132 None
08-08-2023 28.4152 None
07-08-2023 28.425 None
04-08-2023 28.3198 None
03-08-2023 28.1251 None
02-08-2023 28.2634 None
01-08-2023 28.5747 None
31-07-2023 28.5897 None
28-07-2023 28.4052 None
27-07-2023 28.3537 None
26-07-2023 28.439 None
25-07-2023 28.3052 None
24-07-2023 28.2526 None
21-07-2023 28.3145 None
20-07-2023 28.5471 None
19-07-2023 28.4013 None
18-07-2023 28.2702 None
17-07-2023 28.2635 None
14-07-2023 28.0877 None
13-07-2023 27.8494 None
12-07-2023 27.8603 None
11-07-2023 27.8764 None
10-07-2023 27.7211 None
07-07-2023 27.7394 None
06-07-2023 27.9489 None
05-07-2023 27.7874 None
04-07-2023 27.718 None
03-07-2023 27.6678 None
30-06-2023 27.509 None
28-06-2023 27.2509 None
27-06-2023 27.0611 None
26-06-2023 26.8992 None
23-06-2023 26.8078 None
22-06-2023 27.0201 None
21-06-2023 27.19 None
20-06-2023 27.1126 None
19-06-2023 27.0233 None
16-06-2023 27.0901 None
15-06-2023 26.8805 None
14-06-2023 26.9243 None
13-06-2023 26.8672 None
12-06-2023 26.6639 None
09-06-2023 26.5811 None
08-06-2023 26.6537 None
07-06-2023 26.7953 None
06-06-2023 26.5873 None
05-06-2023 26.5535 None
02-06-2023 26.4721 None
01-06-2023 26.3715 None
31-05-2023 26.3897 None
30-05-2023 26.4333 None
29-05-2023 26.3862 None
26-05-2023 26.2629 None
25-05-2023 26.0287 None
24-05-2023 25.9591 None
23-05-2023 26.0043 None
22-05-2023 25.9404 None
19-05-2023 25.7819 None
18-05-2023 25.7017 None
17-05-2023 25.8145 None
16-05-2023 25.9233 None
15-05-2023 25.9868 None
12-05-2023 25.8704 None
11-05-2023 25.8796 None
10-05-2023 25.8508 None
09-05-2023 25.7721 None
08-05-2023 25.7867 None
05-05-2023 25.5382 None
04-05-2023 25.7485 None
03-05-2023 25.5365 None
02-05-2023 25.5782 None
28-04-2023 25.4371 None
27-04-2023 25.1958 None
26-04-2023 25.0568 None
25-04-2023 24.9895 None
24-04-2023 24.9463 None
21-04-2023 24.8058 None
20-04-2023 24.8331 None
19-04-2023 24.8243 None
18-04-2023 24.8918 None
17-04-2023 24.9045 None

Fund Launch Date: 03/May/2018
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to provide returns before expenses that closely correspond to the total return of the underlying index subject to tracking errors. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved.
Fund Description: An Open-ended Exchange Traded Fund replicating/ tracking S&P BSE 500 Index
Fund Benchmark: S&P BSE 500 Total Return Index
Source: Fund FactSheet

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