Cpse Etf Overview
Category Other ETFs
BMSMONEY Rank 2
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹85.58(R) -2.19% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 35.13% 44.12% 30.12% 16.01% -%
LumpSum (D)
SIP (R) -% -% -% -% -%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.91 1.18 2.06 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
19.19% -19.81% -12.15% - 13.17%
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NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
CPSE ETF 85.58
-1.9200
-2.1900%

Review Date: 20-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It denotes the rise in the investment's worth during the investment period, expressed as a percentage or a monetary value. As part of our analysis, we evaluated six return parameters of this fund. We have classified the return parameters into three performance groups: the top 25%, parameters that fall below the top 25% but remain above average, and parameters that are below average. The performance of each parameter is outlined below.
    1. Top 25%: The cpse etf has three return parameters in the top 25% in the category, as shown below:
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: cpse etf has three return parameters that are below average in the category, which are listed below:
      • 1M Return %
      • 6M Return %
      • 3M Return %
  2. Risk: It signifies the potential for financial loss or the failure to achieve anticipated returns due to diverse elements. We have analyzed two risk parameters of cpse etf, and divided it into three groups the lowest 25%, below average but above the lowest 25%, and above average. More details are provided below.
    1. Lowest 25%: cpse etf does not have any risk parameters in the lowest 25% of the category. It means high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: cpse etf does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: cpse etf has two parameters that are above average which are listed below:
      • 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 standard deviation of the fund is 19.19 %.
      • 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. The semi-deviation of the fund is 13.17 %.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For cpse etf, we have evaluated three risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: cpse etf has three risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: cpse etf has a Sharpe Ratio of 1.91 compared to the category average of 0.45.
      • Sterling Ratio: cpse etf has a Sterling Ratio of 2.06 compared to the category average of 0.68.
      • Sortino Ratio: cpse etf has a Sortino Ratio of 1.18 compared to the category average of 0.21.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.37
1.46
-5.44 | 8.69 168 | 185 Poor
3M Return % -12.84
-5.44
-15.38 | 22.24 172 | 181 Poor
6M Return % -8.48
1.83
-12.05 | 26.10 169 | 181 Poor
1Y Return % 35.13
10.54
-89.90 | 56.82 17 | 166 Very Good
3Y Return % 44.12
7.11
-49.56 | 44.12 1 | 102 Very Good
5Y Return % 30.12
0.10
-54.36 | 30.12 1 | 68 Very Good
7Y Return % 16.01
1.31
-40.96 | 18.03 5 | 52 Very Good
Standard Deviation 19.19
13.63
0.00 | 28.07 73 | 82 Poor
Semi Deviation 13.17
9.40
0.00 | 18.70 72 | 82 Poor
Max Drawdown % -12.15
-11.90
-35.55 | 0.00 54 | 82 Average
VaR 1 Y % -19.81
-15.87
-34.01 | 0.00 62 | 82 Average
Average Drawdown % -4.18
-5.73
-16.35 | 0.00 24 | 82 Good
Sharpe Ratio 1.91
0.45
-0.79 | 1.91 1 | 79 Very Good
Sterling Ratio 2.06
0.68
0.00 | 2.26 2 | 82 Very Good
Sortino Ratio 1.18
0.21
-1.00 | 1.24 2 | 82 Very Good
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
Standard Deviation 19.19 13.63 0.00 | 28.07 73 | 82
Semi Deviation 13.17 9.40 0.00 | 18.70 72 | 82
Max Drawdown % -12.15 -11.90 -35.55 | 0.00 54 | 82
VaR 1 Y % -19.81 -15.87 -34.01 | 0.00 62 | 82
Average Drawdown % -4.18 -5.73 -16.35 | 0.00 24 | 82
Sharpe Ratio 1.91 0.45 -0.79 | 1.91 1 | 79
Sterling Ratio 2.06 0.68 0.00 | 2.26 2 | 82
Sortino Ratio 1.18 0.21 -1.00 | 1.24 2 | 82
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -2.19 ₹ 9,781.00 ₹
1W -6.58 ₹ 9,342.00 ₹
1M -2.37 ₹ 9,763.00 ₹
3M -12.84 ₹ 8,716.00 ₹
6M -8.48 ₹ 9,152.00 ₹
1Y 35.13 ₹ 13,513.00 ₹
3Y 44.12 ₹ 29,936.00 ₹
5Y 30.12 ₹ 37,295.00 ₹
7Y 16.01 ₹ 28,283.00 ₹
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 Cpse Etf NAV Regular Growth Cpse Etf NAV Direct Growth
20-12-2024 85.5786 None
19-12-2024 87.4955 None
18-12-2024 88.2955 None
17-12-2024 90.0462 None
16-12-2024 91.4393 None
13-12-2024 91.6063 None
12-12-2024 91.2392 None
11-12-2024 92.1674 None
10-12-2024 92.3233 None
09-12-2024 92.6482 None
06-12-2024 92.7016 None
05-12-2024 92.606 None
04-12-2024 92.4972 None
03-12-2024 92.7218 None
02-12-2024 91.4597 None
29-11-2024 91.6549 None
28-11-2024 91.6474 None
27-11-2024 92.3841 None
26-11-2024 91.1574 None
25-11-2024 91.9115 None
22-11-2024 89.6681 None
21-11-2024 87.6568 None

Fund Launch Date: 28/Mar/2014
Fund Category: Other ETFs
Investment Objective: The Scheme employs a passive investment approach designed to track the performance of Nifty CPSE TRI. The Scheme seeks to achieve this goal by investing in securities constituting the Nifty CPSE Index in same proportion as in the Index.
Fund Description: An Open-ended Index Exchange Traded Fund
Fund Benchmark: Nifty CPSE Total Return Index
Source: Fund FactSheet

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