Kotak Nifty Psu Bank Etf Overview
Category ETF
BMSMONEY Rank 7
BMSMONEY Rating
Growth Option As On: 23-04-2024
NAV ₹710.12 (R) +0.05% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 77.46% 53.62% 17.69% 10.54% 8.53%
LumpSum Dir. P
SIP Reg. P 90.78% 56.67% 43.16% 27.66% 17.58%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.22 0.74 1.77 -0.86% 0.37
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
30.7% -30.81% -16.88% 1.0 20.69%

NAV Date: 23-04-2024

Scheme Name NAV Rupee Change Percent Change
Kotak Nifty PSU Bank ETF 710.12
0.3700
0.0500%

Review Date: March 28, 2024

The ETFs category has 87 funds. Performance of the Kotak Nifty Psu Bank Etf has been analyzed on 21 performance parameters. Out of nine return parameters, the fund has eight return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly five risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved seventh (out of 87 funds), which is very good rank in the ETFs category.
We use a composite performance score in our ranking process that considers factors like the fund's returns, risk, and risk-adjusted performance over a period of three years. This composite performance score subsequently guides the ranking of funds within a category.

The Kotak Nifty Psu Bank Etf has exellent return performance, as all 1 year and above return parameters are in top quartile of ETFs category. The details are provided below.'
    '
  1. 1 Month Return%: One month return shows funds performance in very short period of time, the Kotak Nifty Psu Bank Etf has given return of 0.05% 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 Kotak Nifty Psu Bank Etf has given return of 22.5% in last three month which is very good as it is in the top quartile in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the Kotak Nifty Psu Bank Etf has given return of 35.11% in last six month which is very good as it is in the top quartile in ETFs.
  4. 1 Year Return%: The Kotak Nifty Psu Bank Etf has given return of 90.64% in last one year which is very good as it is in the top quartile in ETFs. The one year return rank of Kotak Nifty Psu Bank Etf is 2 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 19064.0 in one year.
  5. 3 Year Return%: The Kotak Nifty Psu Bank Etf has given return of 49.46% in last three year which is very good as it is in the top quartile with return rank of 3 in 85 funds. in ETFs.
  6. 5 Year Return%: The Kotak Nifty Psu Bank Etf has given return of 16.0% in last five year which is very good as it is in the top quartile with return rank of 14 in 63 funds. in ETFs.
  7. 1 Year SIP Return%: The Kotak Nifty Psu Bank Etf has given return of 98.38% in last one year which is very good as it is in the top quartile with return rank of 2 in 121 funds. in ETFs.
  8. 3 Year SIP Return%: The Kotak Nifty Psu Bank Etf has given return of 59.0% in last three year which is very good as it is in the top quartile with return rank of 2 in 77 funds. in ETFs.
  9. 5 Year SIP Return%: The Kotak Nifty Psu Bank Etf has given return of 42.98% in last five year which is very good as it is in the top quartile with return rank of 2 in 56 funds. in ETFs.
    10. '
'

The Kotak Nifty Psu Bank 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 Kotak Nifty Psu Bank Etf has standard deviation of 30.7 which is very poor as it is in the fourth quartile with risk rank of 36 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 Kotak Nifty Psu Bank Etf has semi deviation of 20.69 which is poor as it is in the below average with risk rank of 35 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 Kotak Nifty Psu Bank Etf has max drawdown of -16.88% which is good as it is above average with risk rank of 35 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 Kotak Nifty Psu Bank Etf has 1Y VaR at 95% of -30.81% which is very poor as it is in the fourth quartile with risk rank of 46 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The Kotak Nifty Psu Bank Etf has average drawdown of -8.4% which is good as it is above average with risk rank of 33 in 47 funds. in ETFs.
    6. '
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The Kotak Nifty Psu Bank 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 Kotak Nifty Psu Bank Etf has Sterling Ratio of 1.77 which is very good as it is in the top quartile with risk rank of 2 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The Kotak Nifty Psu Bank Etf has Sortino Ratio of 0.74 which is very good as it is in the top quartile with risk rank of 2 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The Kotak Nifty Psu Bank Etf has Jensen Alpha of -0.86% which is good as it is above average with risk rank of 34 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The Kotak Nifty Psu Bank Etf has Treynor Ratio of 0.37 which is very good as it is in the top quartile with risk rank of 3 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The Kotak Nifty Psu Bank Etf has Modigliani Square Measure of 47.61% which is very good as it is in the top quartile with risk rank of 2 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The Kotak Nifty Psu Bank Etf has Alpha of -0.92% which is good as it is above average with risk rank of 34 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 % 3.65
1.62
-5.45 | 7.28 24 | 129
Yes
Yes
No
3M Return % 20.59
1.69
-89.72 | 20.59 1 | 129
Yes
Yes
No
6M Return % 49.72
15.66
-89.33 | 59.33 3 | 127
Yes
Yes
No
1Y Return % 77.46
25.93
-88.81 | 104.05 3 | 129
Yes
Yes
No
3Y Return % 53.62
6.94
-48.31 | 55.27 3 | 87
Yes
Yes
No
5Y Return % 17.69
1.54
-54.29 | 24.94 12 | 63
Yes
Yes
No
7Y Return % 10.54
3.74
-40.33 | 19.19 30 | 48
Yes
No
No
10Y Return % 8.53
8.02
-10.17 | 19.08 12 | 16
Yes
No
Yes
15Y Return % 8.90
8.51
-2.40 | 13.86 3 | 4
Yes
No
Yes
1Y SIP Return % 90.78
30.74
-34.68 | 118.49 2 | 121
Yes
Yes
No
3Y SIP Return % 56.67
14.60
-21.13 | 59.68 2 | 80
Yes
Yes
No
5Y SIP Return % 43.16
15.76
-12.58 | 45.22 2 | 55
Yes
Yes
No
7Y SIP Return % 27.66
14.72
-1.47 | 31.02 2 | 39
Yes
Yes
No
10Y SIP Return % 17.58
14.31
4.29 | 19.34 2 | 13
Yes
Yes
No
15Y SIP Return % 10.87
12.18
10.87 | 12.89 3 | 3
No
No
Yes
Standard Deviation 30.70
24.27
12.87 | 55.65 36 | 47
No
No
Yes
Semi Deviation 20.69
19.82
8.24 | 52.10 35 | 47
No
No
No
Max Drawdown % -16.88
-30.26
-91.42 | -8.96 35 | 47
Yes
No
No
VaR 1 Y % -30.81
-16.34
-30.81 | -10.27 46 | 47
No
No
Yes
Average Drawdown % -8.40
-13.05
-91.31 | -3.15 33 | 47
Yes
No
No
Sharpe Ratio 1.22
0.31
-0.98 | 1.22 3 | 47
Yes
Yes
No
Sterling Ratio 1.77
0.56
-0.49 | 1.77 2 | 47
Yes
Yes
No
Sortino Ratio 0.74
0.27
-0.15 | 0.74 2 | 47
Yes
Yes
No
Jensen Alpha % -0.86
-15.84
-77.69 | 1.23 34 | 47
Yes
No
No
Treynor Ratio 0.37
0.03
-0.61 | 1.02 3 | 47
Yes
Yes
No
Modigliani Square Measure % 47.61
12.04
-14.28 | 47.68 2 | 47
Yes
Yes
No
Alpha % -0.92
-14.89
-65.16 | -0.04 34 | 47
Yes
No
No
Return data last Updated On : April 23, 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 30.70 24.27 12.87 | 55.65 36 | 47
No
No
Yes
Semi Deviation 20.69 19.82 8.24 | 52.10 35 | 47
No
No
No
Max Drawdown % -16.88 -30.26 -91.42 | -8.96 35 | 47
Yes
No
No
VaR 1 Y % -30.81 -16.34 -30.81 | -10.27 46 | 47
No
No
Yes
Average Drawdown % -8.40 -13.05 -91.31 | -3.15 33 | 47
Yes
No
No
Sharpe Ratio 1.22 0.31 -0.98 | 1.22 3 | 47
Yes
Yes
No
Sterling Ratio 1.77 0.56 -0.49 | 1.77 2 | 47
Yes
Yes
No
Sortino Ratio 0.74 0.27 -0.15 | 0.74 2 | 47
Yes
Yes
No
Jensen Alpha % -0.86 -15.84 -77.69 | 1.23 34 | 47
Yes
No
No
Treynor Ratio 0.37 0.03 -0.61 | 1.02 3 | 47
Yes
Yes
No
Modigliani Square Measure % 47.61 12.04 -14.28 | 47.68 2 | 47
Yes
Yes
No
Alpha % -0.92 -14.89 -65.16 | -0.04 34 | 47
Yes
No
No
Return data last Updated On : April 23, 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 0.05 ₹ 10005.0 ₹
1W 2.82 ₹ 10282.0 ₹
1M 3.65 ₹ 10365.0 ₹
3M 20.59 ₹ 12059.0 ₹
6M 49.72 ₹ 14972.0 ₹
1Y 77.46 ₹ 17746.0 ₹
3Y 53.62 ₹ 36255.0 ₹
5Y 17.69 ₹ 22581.0 ₹
7Y 10.54 ₹ 20168.0 ₹
10Y 8.53 ₹ 22679.0 ₹
15Y 8.9 ₹ 35925.0 ₹

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 90.7807 ₹ 17315.652 ₹
3Y ₹ 36000 56.6681 ₹ 77495.256 ₹
5Y ₹ 60000 43.1596 ₹ 170267.64 ₹
7Y ₹ 84000 27.6637 ₹ 224782.152 ₹
10Y ₹ 120000 17.58 ₹ 302321.16 ₹
15Y ₹ 180000 10.8749 ₹ 432692.28 ₹


Date NAV Regular Growth NAV Direct Growth
23-04-2024 710.1233 None
22-04-2024 709.7534 None
19-04-2024 688.6332 None
18-04-2024 690.6388 None
16-04-2024 691.9359 None
15-04-2024 700.8665 None
12-04-2024 715.0557 None
09-04-2024 713.3031 None
08-04-2024 719.3233 None
05-04-2024 725.8169 None
04-04-2024 720.5168 None
03-04-2024 725.5875 None
02-04-2024 712.8998 None
01-04-2024 706.6721 None
28-03-2024 696.1813 None
27-03-2024 678.4431 None
26-03-2024 685.108 None
22-03-2024 684.4327 None
21-03-2024 677.9013 None
20-03-2024 663.7082 None
19-03-2024 663.3975 None
18-03-2024 673.9413 None
15-03-2024 671.8277 None
14-03-2024 674.1866 None
13-03-2024 669.5064 None
12-03-2024 699.4714 None
11-03-2024 717.9566 None
07-03-2024 729.5501 None
06-03-2024 727.9249 None
05-03-2024 727.6416 None
04-03-2024 709.5222 None
01-03-2024 703.7164 None
29-02-2024 688.7297 None
28-02-2024 679.8682 None
27-02-2024 695.8582 None
26-02-2024 699.7643 None
23-02-2024 703.3142 None
22-02-2024 711.5252 None
21-02-2024 710.06 None
20-02-2024 705.8399 None
19-02-2024 705.8715 None
16-02-2024 709.2371 None
15-02-2024 711.8108 None
14-02-2024 689.2944 None
13-02-2024 667.6798 None
12-02-2024 659.7905 None
09-02-2024 690.4144 None
08-02-2024 683.8164 None
07-02-2024 670.4381 None
06-02-2024 651.8083 None
05-02-2024 654.3695 None
02-02-2024 657.1562 None
01-02-2024 642.9171 None
31-01-2024 623.5617 None
30-01-2024 609.7312 None
29-01-2024 603.9197 None
25-01-2024 589.6155 None
24-01-2024 588.8844 None
23-01-2024 577.4198 None
20-01-2024 602.1529 None
19-01-2024 591.1944 None
18-01-2024 584.4821 None
17-01-2024 579.7718 None
16-01-2024 590.0552 None
15-01-2024 588.5539 None
12-01-2024 582.8722 None
11-01-2024 567.2721 None
10-01-2024 563.6537 None
09-01-2024 565.1426 None
08-01-2024 566.0593 None
05-01-2024 580.7055 None
04-01-2024 582.9474 None
03-01-2024 577.0013 None
02-01-2024 570.4362 None
01-01-2024 572.6406 None
29-12-2023 568.3191 None
28-12-2023 572.0097 None
27-12-2023 566.1869 None
26-12-2023 554.7711 None
22-12-2023 555.6109 None
21-12-2023 559.47 None
20-12-2023 550.4426 None
19-12-2023 573.6147 None
18-12-2023 569.1068 None
15-12-2023 573.325 None
14-12-2023 559.9462 None
13-12-2023 556.6782 None
12-12-2023 552.694 None
11-12-2023 552.6138 None
08-12-2023 545.2104 None
07-12-2023 544.165 None
06-12-2023 541.4666 None
05-12-2023 538.0679 None
04-12-2023 530.6056 None
01-12-2023 510.9381 None
30-11-2023 501.6395 None
29-11-2023 507.2215 None
28-11-2023 501.9856 None
24-11-2023 495.3284 None
23-11-2023 497.0229 None
22-11-2023 497.1145 None
21-11-2023 502.8426 None
20-11-2023 504.6173 None
17-11-2023 504.1063 None
16-11-2023 516.4505 None
15-11-2023 517.6815 None
13-11-2023 515.3707 None
10-11-2023 500.2284 None
09-11-2023 498.902 None
08-11-2023 499.9015 None
07-11-2023 500.0493 None
06-11-2023 497.7634 None
03-11-2023 503.2498 None
02-11-2023 500.166 None
01-11-2023 492.7821 None
31-10-2023 491.2303 None
30-10-2023 490.5402 None
27-10-2023 489.8795 None
26-10-2023 470.5479 None
25-10-2023 475.1118 None
23-10-2023 474.3044 None
20-10-2023 492.8715 None
19-10-2023 500.7476 None
18-10-2023 500.6238 None
17-10-2023 509.1189 None
16-10-2023 506.3706 None
13-10-2023 502.7466 None
12-10-2023 509.8568 None
11-10-2023 510.3216 None
10-10-2023 514.072 None
09-10-2023 503.587 None
06-10-2023 519.6445 None
05-10-2023 518.2553 None
04-10-2023 520.908 None
03-10-2023 536.0864 None
29-09-2023 523.6714 None
28-09-2023 515.2623 None
27-09-2023 520.9173 None
26-09-2023 516.6389 None
25-09-2023 519.9638 None
22-09-2023 519.1612 None
21-09-2023 501.5701 None
20-09-2023 513.2918 None
18-09-2023 519.4143 None
15-09-2023 502.4053 None
14-09-2023 499.7645 None
13-09-2023 491.6974 None
12-09-2023 471.7576 None
11-09-2023 483.2845 None
08-09-2023 468.6207 None
07-09-2023 467.126 None
06-09-2023 461.6432 None
05-09-2023 466.3208 None
04-09-2023 462.9122 None
01-09-2023 451.9638 None
31-08-2023 444.8523 None
30-08-2023 450.8547 None
29-08-2023 452.3569 None
28-08-2023 454.5978 None
25-08-2023 451.2314 None
24-08-2023 458.167 None
23-08-2023 461.1585 None
22-08-2023 453.3768 None
21-08-2023 455.5982 None
18-08-2023 458.5359 None
17-08-2023 457.5092 None
16-08-2023 451.0624 None
14-08-2023 450.5538 None
11-08-2023 453.7924 None
10-08-2023 448.1975 None
09-08-2023 451.8562 None
08-08-2023 452.3194 None
07-08-2023 437.6259 None
04-08-2023 440.2571 None
03-08-2023 443.356 None
02-08-2023 445.9674 None
01-08-2023 457.8877 None
31-07-2023 460.2885 None
28-07-2023 458.8487 None
27-07-2023 457.5015 None
26-07-2023 455.2474 None
25-07-2023 448.5362 None
24-07-2023 455.2068 None
21-07-2023 454.7522 None
20-07-2023 453.64 None
19-07-2023 450.421 None
18-07-2023 441.8492 None
17-07-2023 447.3239 None
14-07-2023 437.5514 None
13-07-2023 434.1363 None
12-07-2023 444.652 None
11-07-2023 441.0276 None
10-07-2023 441.8466 None
07-07-2023 444.3962 None
06-07-2023 440.1075 None
05-07-2023 436.949 None
04-07-2023 432.5509 None
03-07-2023 424.5903 None
30-06-2023 409.9978 None
28-06-2023 401.8985 None
27-06-2023 401.6897 None
26-06-2023 397.6612 None
23-06-2023 398.4073 None
22-06-2023 402.4974 None
21-06-2023 409.2676 None
20-06-2023 407.4982 None
19-06-2023 406.4923 None
16-06-2023 402.6748 None
15-06-2023 396.9471 None
14-06-2023 404.9345 None
13-06-2023 404.8106 None
12-06-2023 403.9908 None
09-06-2023 402.1008 None
08-06-2023 407.0062 None
07-06-2023 408.2079 None
06-06-2023 405.3018 None
05-06-2023 406.0932 None
02-06-2023 407.8702 None
01-06-2023 403.9567 None
31-05-2023 401.5958 None
30-05-2023 400.2794 None
29-05-2023 400.4056 None
26-05-2023 398.0999 None
25-05-2023 393.3563 None
24-05-2023 395.1496 None
23-05-2023 397.1832 None
22-05-2023 395.5825 None
19-05-2023 393.6125 None
18-05-2023 392.3908 None
17-05-2023 399.9897 None
16-05-2023 401.3714 None
15-05-2023 398.5174 None
12-05-2023 394.0802 None
11-05-2023 393.2649 None
10-05-2023 392.4481 None
09-05-2023 396.6663 None
08-05-2023 407.8966 None
05-05-2023 411.7286 None
04-05-2023 415.7742 None
03-05-2023 410.7106 None
02-05-2023 414.7694 None
28-04-2023 413.1605 None
27-04-2023 403.2888 None
26-04-2023 402.2502 None
25-04-2023 400.161 None
24-04-2023 394.9968 None

Fund Launch Date: 29/Oct/2007
Fund Category: ETF
Investment Objective: The investment objective of the scheme isto provide returns that closely correspondto the total returns of Nifty PSU Bank Index,subject to tracking errors. However, there isno assurance or guarantee that theinvestment objective of the scheme will beachieved
Fund Description: N open-ended scheme replicating/ tracking nifty PSU bank index
Fund Benchmark: Nifty PSU Bank Total Return Index
Source: Fund FactSheet

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