Ranked On: 29 February 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Icici Prudential Constan… | - | |
6.75% | 4.87% | 7.73% | 7.52% | % | 6.92% | 5.04% | 7.90% | 7.71% | % | 2.94% | -3.74% | -3.58% | 1.16% | 0.93 | -0.22 | -0.65 |
Sbi Magnum Constant Matu… | - | |
6.73% | 4.84% | 7.12% | 7.20% | 8.40% | 7.08% | 5.17% | 7.46% | 7.54% | 8.75% | 2.86% | -3.61% | -3.54% | 1.15% | 0.92 | -0.23 | -0.69 |
Idfc Government Securiti… | - | |
6.93% | 4.50% | 7.45% | 7.89% | 8.51% | 7.14% | 4.67% | 7.61% | 8.04% | 8.66% | 2.94% | -3.96% | -3.61% | 0.81% | 0.92 | -0.26 | -0.78 |
Dsp 10y G-Sec Fund | - | |
6.83% | 3.44% | 6.42% | 5.76% | % | 7.05% | 3.65% | 6.65% | 6.00% | % | 3.12% | -4.65% | -4.47% | -0.31% | 0.96 | -0.32 | -1.02 |
Return Calculated On: 18 April 2024
Ratios Calculated On: 29 February 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12819.6 | 11407.8 | 39841.2 | 38030.4 | 81918.0 | 66758.64 | 124345.2 | 99759.24 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12810.0 | 11401.3 | 41526.0 | 38270.48 | 87042.0 | 68348.88 | 139540.8 | 104403.26 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12831.6 | 11432.41 | 41079.6 | 38226.49 | 85932.0 | 67827.54 | 142934.4 | 104293.64 | 271620.0 | 170459.88 | 538038.0 | 334940.76 |
SBI Magnum Constant Maturity Fund | 12807.6 | 11407.19 | 41479.2 | 38279.56 | 84642.0 | 67877.64 | 136651.2 | 103069.85 | 268716.0 | 167995.08 | 560556.0 | 333672.3 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12846.0 | 11421.19 | 40089.6 | 38156.51 | 82782.0 | 67129.08 | 126268.8 | 100562.53 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12830.4 | 11411.24 | 41720.4 | 38366.86 | 87768.0 | 68641.98 | 141313.2 | 105080.47 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12856.8 | 11446.66 | 41277.6 | 38335.57 | 86568.0 | 68122.2 | 144312.0 | 104896.26 | 275268.0 | 171834.0 | ||
SBI Magnum Constant Maturity Fund | 12849.6 | 11428.96 | 41875.2 | 38476.55 | 85962.0 | 68453.76 | 139734.0 | 104326.66 | 277512.0 | 171082.44 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-4.47 | -4.65 | -1.77 | 3.12 | 2.31 |
Icici Prudential Constant Maturity Gilt Fund |
-3.58 | -3.74 | -0.83 | 2.94 | 2.19 |
Idfc Government Securities Fund - Constant Maturity Plan |
-3.61 | -3.96 | -1.07 | 2.94 | 2.18 |
Sbi Magnum Constant Maturity Fund |
-3.54 | -3.61 | -0.78 | 2.86 | 2.09 |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-1.02
|
-0.32
|
0.27
|
0.37
|
-0.31
|
0.96 |
0.99
|
|
0.32
|
-0.3175
|
Icici Prudential Constant Maturity Gilt Fund |
-0.65
|
-0.22
|
0.38
|
0.37
|
1.16
|
0.93 |
0.90
|
|
0.42
|
0.6160
|
Idfc Government Securities Fund - Constant Maturity Plan |
-0.78
|
-0.26
|
0.35
|
0.38
|
0.81
|
0.92 |
0.93
|
|
0.39
|
0.3301
|
Sbi Magnum Constant Maturity Fund |
-0.69
|
-0.23
|
0.38
|
0.36
|
1.15
|
0.92 |
0.93
|
|
0.41
|
0.3141
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.00%
|
0.21%
|
0.08%
|
1.76%
|
4.74%
|
6.83%
|
3.44%
|
6.42%
|
5.76%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
0.00%
|
0.10%
|
-0.02%
|
1.68%
|
4.69%
|
6.75%
|
4.87%
|
7.73%
|
7.52%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
0.00%
|
0.03%
|
0.04%
|
1.82%
|
5.11%
|
6.93%
|
4.50%
|
7.45%
|
7.89%
|
8.51%
|
7.57%
|
SBI Magnum Constant Maturity Fund |
0.00%
|
0.11%
|
0.06%
|
1.76%
|
4.78%
|
6.73%
|
4.84%
|
7.12%
|
7.20%
|
8.40%
|
7.87%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.00%
|
0.21%
|
0.10%
|
1.81%
|
4.85%
|
7.05%
|
3.65%
|
6.65%
|
6.00%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
0.00%
|
0.10%
|
-0.01%
|
1.71%
|
4.77%
|
6.92%
|
5.04%
|
7.90%
|
7.71%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
0.00%
|
0.04%
|
0.06%
|
1.88%
|
5.23%
|
7.14%
|
4.67%
|
7.61%
|
8.04%
|
8.66%
|
%
|
SBI Magnum Constant Maturity Fund |
0.00%
|
0.11%
|
0.09%
|
1.85%
|
4.95%
|
7.08%
|
5.17%
|
7.46%
|
7.54%
|
8.75%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-8.98%
|
3.59%
|
4.22%
|
4.84%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-9.07%
|
4.01%
|
5.15%
|
6.11%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-8.61%
|
3.93%
|
4.85%
|
6.08%
|
6.82%
|
7.82%
|
SBI Magnum Constant Maturity Fund |
-8.99%
|
4.02%
|
4.87%
|
5.75%
|
6.54%
|
7.78%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
-8.78%
|
3.81%
|
4.43%
|
5.06%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
-8.93%
|
4.17%
|
5.32%
|
6.30%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
-8.40%
|
4.12%
|
5.02%
|
6.25%
|
6.98%
|
%
|
SBI Magnum Constant Maturity Fund |
-8.66%
|
4.36%
|
5.21%
|
6.09%
|
6.89%
|
%
|