Hdfc Nifty Bank Etf Overview
Category Other ETFs
BMSMONEY Rank N/A
BMSMONEY Rating N/A
Gro. Opt. As On: 19-11-2024
NAV ₹38.78(R) +0.28% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 16.17% 13.59% 15.42% 11.39% 11.13%
LumpSum (D)
SIP (R) -% -% -% -% -%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
1.01 1.01 0.53 0.53 0.94 0.94 10.69% 10.69% 0.2 0.2
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
6.87% 6.87% -7.66% -7.66% -5.0% -5.0% 0.35 0.35 4.86% 4.86%
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NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
HDFC Dynamic PE Ratio Fund of Funds - IDCW Option 33.98
0.0900
0.2800%
HDFC Dynamic PE Ratio Fund of Funds - IDCW Option - Direct Plan 37.42
0.1000
0.2800%
HDFC Dynamic PE Ratio Fund of Funds - Growth Option 38.78
0.1100
0.2800%
HDFC Dynamic PE Ratio Fund of Funds - Growth Option 38.78
0.1100
0.2800%
HDFC Dynamic PE Ratio Fund of Funds - Growth Option - Direct Plan 42.6
0.1200
0.2800%
HDFC Dynamic PE Ratio Fund of Funds - Growth Option - Direct Plan 42.6
0.1200
0.2800%

Review Date: 19-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined six return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: Four return parameters of the HDFC NIFTY Bank ETF are above average but below the top 25% in the category, as listed below:
      • 1M Return %
      • 6M Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: HDFC NIFTY Bank ETF has two return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 3M Return %
  2. Risk: It is defined as the prospect of not attaining expected yields or enduring financial setbacks due to numerous causes. For HDFC NIFTY Bank ETF, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: HDFC NIFTY Bank 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%: HDFC NIFTY Bank ETF has two risk parameters that are below average but above the lowest 25% in the category. These are:
      • 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 6.87 %.
      • 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 4.86 %.
    3. Above Average: HDFC NIFTY Bank ETF does not have any risk parameters above average; which is a good sign.
  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 HDFC NIFTY Bank ETF, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: HDFC NIFTY Bank ETF has one risk-adjusted performance parameter of the fund that is in the top 25% of the category.
      • Sharpe Ratio: HDFC NIFTY Bank ETF has a Sharpe Ratio of 1.01 compared to the category average of 0.53.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: HDFC NIFTY Bank ETF has three risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sterling Ratio: HDFC NIFTY Bank ETF has a Sterling Ratio of 0.94 compared to the category average of 0.8.
      • Sortino Ratio: HDFC NIFTY Bank ETF has a Sortino Ratio of 0.53 compared to the category average of 0.31.
      • Treynor Ratio: HDFC NIFTY Bank ETF has a Treynor Ratio of 0.2 compared to the category average of 0.13.
    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 % -1.81
-2.73
-7.91 | 12.93 22 | 78 Good
3M Return % -0.74
1.76
-8.51 | 36.76 47 | 71 Average
6M Return % 4.88
4.18
-2.98 | 25.87 26 | 75 Good
1Y Return % 16.17
21.69
7.30 | 60.13 57 | 73 Average
3Y Return % 13.59
12.08
3.42 | 33.26 22 | 55 Good
5Y Return % 15.42
13.66
6.14 | 25.29 11 | 37 Good
7Y Return % 11.39
11.10
5.88 | 17.00 18 | 33 Good
10Y Return % 11.13
10.13
6.49 | 15.75 8 | 29 Very Good
Standard Deviation 6.87
8.84
1.13 | 25.88 24 | 57 Good
Semi Deviation 4.86
6.15
0.85 | 18.22 23 | 57 Good
Max Drawdown % -5.00
-7.37
-37.24 | -0.27 32 | 57 Average
VaR 1 Y % -7.66
-9.90
-35.92 | -0.04 26 | 57 Good
Average Drawdown % -1.83
-3.28
-12.35 | -0.25 19 | 57 Good
Sharpe Ratio 1.01
0.53
-0.92 | 1.66 11 | 57 Very Good
Sterling Ratio 0.94
0.80
0.09 | 2.07 20 | 57 Good
Sortino Ratio 0.53
0.31
-0.30 | 1.03 18 | 57 Good
Jensen Alpha % 10.69
3.42
-6.74 | 10.69 4 | 10 Good
Treynor Ratio 0.20
0.13
0.04 | 0.20 4 | 10 Good
Modigliani Square Measure % 30.67
21.68
11.57 | 30.67 4 | 10 Good
Alpha % 5.31
0.10
-12.06 | 5.31 4 | 10 Good
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -1.75 -2.69 -7.88 | 12.96 22 | 78
3M Return % -0.55 1.87 -8.40 | 36.91 47 | 71
6M Return % 5.28 4.41 -2.73 | 26.15 23 | 75
1Y Return % 17.05 22.22 7.41 | 60.76 55 | 73
3Y Return % 14.48 12.63 4.18 | 33.27 15 | 55
5Y Return % 16.31 14.26 6.57 | 25.32 11 | 37
7Y Return % 12.27 11.70 6.57 | 17.85 18 | 33
10Y Return % 12.06 10.53 7.06 | 15.02 8 | 31
Standard Deviation 6.87 8.84 1.13 | 25.88 24 | 57
Semi Deviation 4.86 6.15 0.85 | 18.22 23 | 57
Max Drawdown % -5.00 -7.37 -37.24 | -0.27 32 | 57
VaR 1 Y % -7.66 -9.90 -35.92 | -0.04 26 | 57
Average Drawdown % -1.83 -3.28 -12.35 | -0.25 19 | 57
Sharpe Ratio 1.01 0.53 -0.92 | 1.66 11 | 57
Sterling Ratio 0.94 0.80 0.09 | 2.07 20 | 57
Sortino Ratio 0.53 0.31 -0.30 | 1.03 18 | 57
Jensen Alpha % 10.69 3.42 -6.74 | 10.69 4 | 10
Treynor Ratio 0.20 0.13 0.04 | 0.20 4 | 10
Modigliani Square Measure % 30.67 21.68 11.57 | 30.67 4 | 10
Alpha % 5.31 0.10 -12.06 | 5.31 4 | 10
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.28 ₹ 10,028.00 0.28 ₹ 10,028.00
1W -0.79 ₹ 9,921.00 -0.77 ₹ 9,923.00
1M -1.81 ₹ 9,819.00 -1.75 ₹ 9,825.00
3M -0.74 ₹ 9,926.00 -0.55 ₹ 9,945.00
6M 4.88 ₹ 10,488.00 5.28 ₹ 10,528.00
1Y 16.17 ₹ 11,617.00 17.05 ₹ 11,705.00
3Y 13.59 ₹ 14,655.00 14.48 ₹ 15,003.00
5Y 15.42 ₹ 20,487.00 16.31 ₹ 21,283.00
7Y 11.39 ₹ 21,276.00 12.27 ₹ 22,479.00
10Y 11.13 ₹ 28,729.00 12.06 ₹ 31,227.00
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 Hdfc Nifty Bank Etf NAV Regular Growth Hdfc Nifty Bank Etf NAV Direct Growth
19-11-2024 38.7831 42.6031
19-11-2024 38.7831 42.6031
19-11-2024 38.7831 42.6031
19-11-2024 38.7831 42.6031
18-11-2024 38.676 42.4845
18-11-2024 38.676 42.4845
18-11-2024 38.676 42.4845
18-11-2024 38.676 42.4845
14-11-2024 38.7606 42.5738
14-11-2024 38.7606 42.5738
14-11-2024 38.7606 42.5738
14-11-2024 38.7606 42.5738
13-11-2024 38.7324 42.5419
13-11-2024 38.7324 42.5419
13-11-2024 38.7324 42.5419
13-11-2024 38.7324 42.5419
12-11-2024 39.0907 42.9346
12-11-2024 39.0907 42.9346
12-11-2024 39.0907 42.9346
12-11-2024 39.0907 42.9346
11-11-2024 39.2631 43.1231
11-11-2024 39.2631 43.1231
11-11-2024 39.2631 43.1231
11-11-2024 39.2631 43.1231
08-11-2024 39.334 43.1982
08-11-2024 39.334 43.1982
08-11-2024 39.334 43.1982
08-11-2024 39.334 43.1982
07-11-2024 39.4835 43.3614
07-11-2024 39.4835 43.3614
07-11-2024 39.4835 43.3614
07-11-2024 39.4835 43.3614
06-11-2024 39.5752 43.4612
06-11-2024 39.5752 43.4612
06-11-2024 39.5752 43.4612
06-11-2024 39.5752 43.4612
05-11-2024 39.3245 43.185
05-11-2024 39.3245 43.185
05-11-2024 39.3245 43.185
05-11-2024 39.3245 43.185
04-11-2024 39.2163 43.0653
04-11-2024 39.2163 43.0653
04-11-2024 39.2163 43.0653
04-11-2024 39.2163 43.0653
31-10-2024 39.3149 43.1699
31-10-2024 39.3149 43.1699
31-10-2024 39.3149 43.1699
31-10-2024 39.3149 43.1699
30-10-2024 39.2354 43.0817
30-10-2024 39.2354 43.0817
30-10-2024 39.2354 43.0817
30-10-2024 39.2354 43.0817
29-10-2024 39.1794 43.0192
29-10-2024 39.1794 43.0192
29-10-2024 39.1794 43.0192
29-10-2024 39.1794 43.0192
28-10-2024 39.0634 42.891
28-10-2024 39.0634 42.891
28-10-2024 39.0634 42.891
28-10-2024 39.0634 42.891
25-10-2024 38.9227 42.7338
25-10-2024 38.9227 42.7338
25-10-2024 38.9227 42.7338
25-10-2024 38.9227 42.7338
24-10-2024 39.1544 42.9873
24-10-2024 39.1544 42.9873
24-10-2024 39.1544 42.9873
24-10-2024 39.1544 42.9873
23-10-2024 39.193 43.0288
23-10-2024 39.193 43.0288
23-10-2024 39.193 43.0288
23-10-2024 39.193 43.0288
22-10-2024 39.1162 42.9435
22-10-2024 39.1162 42.9435
22-10-2024 39.1162 42.9435
22-10-2024 39.1162 42.9435
21-10-2024 39.4982 43.3621
21-10-2024 39.4982 43.3621
21-10-2024 39.4982 43.3621
21-10-2024 39.4982 43.3621

Fund Launch Date: 23/Jul/2020
Fund Category: Other ETFs
Investment Objective: To provide investment returns that, before expenses, closely correspond to the total returns of the Securities as represented by the NIFTY Bank 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 NIFTY Bank Index
Fund Benchmark: NIFTY 50 Total Returns Index
Source: Fund FactSheet

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