Hdfc Index Fund - Bse Sensex Plan Overview
Category Index Fund
BMSMONEY Rank 38
BMSMONEY Rating
Gro. Opt. As On: 25-10-2024
NAV ₹730.2(R) -0.83% ₹747.05(D) -0.83%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 24.87% 10.12% 16.0% 14.12% 12.39%
LumpSum (D) 25.04% 10.32% 16.23% 14.34% 12.59%
SIP (R) 15.09% 16.15% 17.4% 15.84% 14.67%
SIP (D) 15.25% 16.34% 17.61% 16.05% 14.87%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.54 0.29 0.68 -1.02% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
11.94% -12.71% -10.13% 0.97 8.06%
Top Index Fund
Fund Name Rank Rating
HDFC NIFTY50 Equal Weight Index Fund 1
DSP Nifty 50 Equal Weight Index Fund 2
UTI Nifty200 Momentum 30 Index Fund 3
Dsp Nifty Next 50 Index Fund 4
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 5
motilal oswal nifty next 50 index fund 6
Kotak Nifty Next 50 Index Fund 7
Motilal Oswal Nifty Midcap 150 Index Fund 8
Icici Prudential Nifty Next 50 Index Fund 9
Nippon India Nifty Midcap 150 Index Fund 10

NAV Date: 25-10-2024

Scheme Name NAV Rupee Change Percent Change
HDFC Index Fund - BSE Sensex Plan - Growth Plan 730.2
-6.1100
-0.8300%
HDFC Index Fund - BSE Sensex Plan - Direct Plan 747.05
-6.2400
-0.8300%

Review Date: 25-10-2024

HDFC Index Fund - BSE SENSEX Plan has shown poor performance in the Index Funds category. The fund has rank of 38 out of 47 funds in the category. The fund has delivered return of 24.87% in 1 year, 10.12% in 3 years, 16.0% in 5 years and 12.39% in 10 years. The category average for the same periods is 33.38%, 12.97%, 17.61% and 12.24% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 11.94, VaR of -12.71, Average Drawdown of -4.17, Semi Deviation of 8.06 and Max Drawdown of -10.13. The category average for the same parameters is 12.65, -14.9, -5.01, 8.83 and -11.45 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in HDFC Index Fund - BSE SENSEX Plan direct growth option would have grown to ₹12504.0 in 1 year, ₹13426.0 in 3 years and ₹21211.0 in 5 years as of today (25-10-2024).
  2. An SIP of ₹1,000 per month in HDFC Index Fund - BSE SENSEX Plan direct growth option would have grown to ₹12968.0 in 1 year, ₹45858.0 in 3 years and ₹93144.0 in 5 years as of today (25-10-2024).
  3. standard deviation of 11.94 and based on VaR one can expect to lose more than -12.71% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.54 which shows average performance of fund in the index funds category.
  5. The fund has R-square of 0.99, Beta of 0.97 and Jensen's Alpha of -1.02% which exhibit average performance in the index funds category .


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

KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.78
-6.52
-14.23 | 0.68 40 | 142 Good
3M Return % -0.68
-1.28
-17.10 | 8.99 39 | 140 Good
6M Return % 7.53
8.32
1.15 | 26.24 68 | 128 Average
1Y Return % 24.87
33.38
7.41 | 60.49 89 | 118 Average
3Y Return % 10.12
12.97
5.31 | 21.57 38 | 47 Poor
5Y Return % 16.00
17.61
10.93 | 28.81 20 | 26 Average
7Y Return % 14.12
13.56
12.92 | 14.12 1 | 18 Very Good
10Y Return % 12.39
12.24
11.41 | 15.03 5 | 16 Good
15Y Return % 11.65
11.36
10.95 | 11.75 3 | 11 Very Good
1Y SIP Return % 15.09
18.86
7.37 | 40.47 85 | 116 Average
3Y SIP Return % 16.15
19.98
6.68 | 33.65 38 | 47 Poor
5Y SIP Return % 17.40
19.85
14.93 | 31.66 22 | 26 Poor
7Y SIP Return % 15.84
16.28
15.15 | 19.77 11 | 18 Average
10Y SIP Return % 14.67
14.56
13.88 | 16.82 5 | 16 Good
15Y SIP Return % 13.41
13.06
12.49 | 13.54 3 | 11 Very Good
Standard Deviation 11.94
12.65
1.93 | 21.01 9 | 47 Very Good
Semi Deviation 8.06
8.83
1.61 | 15.09 10 | 47 Very Good
Max Drawdown % -10.13
-11.45
-27.83 | -2.23 11 | 47 Very Good
VaR 1 Y % -12.71
-14.90
-31.22 | -2.13 8 | 47 Very Good
Average Drawdown % -4.17
-5.01
-9.47 | -0.72 13 | 47 Good
Sharpe Ratio 0.54
0.54
-0.85 | 1.14 36 | 47 Average
Sterling Ratio 0.68
0.74
0.40 | 1.09 34 | 47 Average
Sortino Ratio 0.29
0.31
-0.26 | 0.63 35 | 47 Average
Jensen Alpha % -1.02
-0.71
-1.76 | 3.68 21 | 36 Average
Treynor Ratio 0.07
0.10
0.05 | 0.17 31 | 36 Poor
Modigliani Square Measure % 14.01
17.86
12.30 | 25.03 30 | 36 Poor
Alpha % -1.40
-1.21
-3.54 | -0.42 27 | 36 Average
Return data last Updated On : Oct. 25, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 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.) Performance
1M Return % -6.77 -6.49 -14.17 | 0.70 42 | 144
3M Return % -0.64 -1.17 -16.94 | 9.20 43 | 142
6M Return % 7.62 8.61 1.39 | 26.66 86 | 130
1Y Return % 25.04 34.00 7.56 | 60.97 88 | 118
3Y Return % 10.32 13.47 5.58 | 22.38 38 | 47
5Y Return % 16.23 18.13 11.70 | 29.69 23 | 26
7Y Return % 14.34 13.99 13.64 | 14.40 2 | 18
10Y Return % 12.59 12.68 12.04 | 15.50 6 | 15
1Y SIP Return % 15.25 19.42 7.53 | 41.34 86 | 116
3Y SIP Return % 16.34 20.50 6.89 | 34.43 38 | 47
5Y SIP Return % 17.61 20.37 15.75 | 32.58 22 | 26
7Y SIP Return % 16.05 16.70 15.86 | 20.20 15 | 18
10Y SIP Return % 14.87 14.99 14.53 | 17.26 8 | 15
Standard Deviation 11.94 12.65 1.93 | 21.01 9 | 47
Semi Deviation 8.06 8.83 1.61 | 15.09 10 | 47
Max Drawdown % -10.13 -11.45 -27.83 | -2.23 11 | 47
VaR 1 Y % -12.71 -14.90 -31.22 | -2.13 8 | 47
Average Drawdown % -4.17 -5.01 -9.47 | -0.72 13 | 47
Sharpe Ratio 0.54 0.54 -0.85 | 1.14 36 | 47
Sterling Ratio 0.68 0.74 0.40 | 1.09 34 | 47
Sortino Ratio 0.29 0.31 -0.26 | 0.63 35 | 47
Jensen Alpha % -1.02 -0.71 -1.76 | 3.68 21 | 36
Treynor Ratio 0.07 0.10 0.05 | 0.17 31 | 36
Modigliani Square Measure % 14.01 17.86 12.30 | 25.03 30 | 36
Alpha % -1.40 -1.21 -3.54 | -0.42 27 | 36
Return data last Updated On : Oct. 25, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.83 ₹ 9,917.00 -0.83 ₹ 9,917.00
1W -2.24 ₹ 9,776.00 -2.23 ₹ 9,777.00
1M -6.78 ₹ 9,322.00 -6.77 ₹ 9,323.00
3M -0.68 ₹ 9,932.00 -0.64 ₹ 9,936.00
6M 7.53 ₹ 10,753.00 7.62 ₹ 10,762.00
1Y 24.87 ₹ 12,487.00 25.04 ₹ 12,504.00
3Y 10.12 ₹ 13,354.00 10.32 ₹ 13,426.00
5Y 16.00 ₹ 21,002.00 16.23 ₹ 21,211.00
7Y 14.12 ₹ 25,214.00 14.34 ₹ 25,542.00
10Y 12.39 ₹ 32,160.00 12.59 ₹ 32,724.00
15Y 11.65 ₹ 52,191.00 ₹

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 15.09 ₹ 12,958.42 15.25 ₹ 12,968.46
3Y ₹ 36000 16.15 ₹ 45,732.82 16.34 ₹ 45,857.95
5Y ₹ 60000 17.40 ₹ 92,654.34 17.61 ₹ 93,143.70
7Y ₹ 84000 15.84 ₹ 147,768.94 16.05 ₹ 148,910.92
10Y ₹ 120000 14.67 ₹ 258,453.24 14.87 ₹ 261,300.12
15Y ₹ 180000 13.41 ₹ 537,682.32 ₹


Date Hdfc Index Fund - Bse Sensex Plan NAV Regular Growth Hdfc Index Fund - Bse Sensex Plan NAV Direct Growth
25-10-2024 730.1994 747.0484
24-10-2024 736.3049 753.2915
23-10-2024 736.467 753.454
22-10-2024 737.7501 754.7634
21-10-2024 746.2114 763.4165
18-10-2024 746.9087 764.1198
17-10-2024 744.8316 761.9915
16-10-2024 749.3882 766.6497
15-10-2024 752.3268 769.6527
14-10-2024 753.7401 771.0951
11-10-2024 748.3237 765.544
10-10-2024 750.4468 767.7126
09-10-2024 749.1283 766.3604
08-10-2024 750.6781 767.9424
07-10-2024 745.3129 762.4504
04-10-2024 751.205 768.4679
03-10-2024 758.645 776.0755
01-10-2024 774.921 792.7185
30-09-2024 775.2364 793.0376
27-09-2024 786.9761 805.0363
26-09-2024 789.4141 807.5267
25-09-2024 783.2982 801.267

Fund Launch Date: 03/Jul/2002
Fund Category: Index Fund
Investment Objective: The investment objective of the Scheme is to generate returnsthat are commensurate with the performance of the S&P BSESENSEX Index, subject to tracking errors. There is no assurance that the investment objective of the Scheme will be realized
Fund Description: An open ended scheme replicating / tracking S&P BSE SENSEX index
Fund Benchmark: BSE Sensex TRI
Source: Fund FactSheet

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