Icici Prudential Bse Sensex Index Fund Overview
Category Index Fund
BMSMONEY Rank 37
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹25.19(R) +0.31% ₹25.5(D) +0.31%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 19.26% 10.15% 14.87% 13.59% -%
LumpSum (D) 19.3% 10.26% 15.03% 13.79% -%
SIP (R) -8.4% 12.44% 15.6% 14.84% -%
SIP (D) -8.37% 12.54% 15.73% 15.0% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.28 0.16 0.5 -0.83% 0.04
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.77% -16.06% -11.38% 0.97 8.78%
Top Index Fund
Fund Name Rank Rating
Motilal Oswal Nifty Smallcap 250 Index Fund 1
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 2
Nippon India Nifty Smallcap 250 Index Fund 3
Nippon India Nifty 50 Value 20 Index Fund 4
Motilal Oswal Nifty Midcap 150 Index Fund 5
Dsp Nifty Next 50 Index Fund 6
Nippon India Nifty Midcap 150 Index Fund 7
Kotak Nifty Next 50 Index Fund 8
motilal oswal nifty next 50 index fund 9
Icici Prudential Nifty Next 50 Index Fund 10

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential BSE Sensex Index Fund - Cumulative Option 25.19
0.0800
0.3100%
ICICI Prudential BSE Sensex Index Fund - IDCW Option 25.19
0.0800
0.3100%
ICICI Prudential BSE Sensex Index Fund - Direct Plan - Cumulative Option 25.5
0.0800
0.3100%
ICICI Prudential BSE Sensex Index Fund - Direct Plan - IDCW Option 25.5
0.0800
0.3100%

Review Date: 19-11-2024

ICICI Prudential BSE Sensex Index Fund has exhibited poor performance in the Index Funds category. The fund has rank of 37 out of 50 funds in the category. The fund has delivered return of 19.26% in 1 year, 10.15% in 3 years and 14.87% in 5 years. The category average for the same periods is 24.74%, 12.47% and 16.39% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 12.77, VaR of -16.06, Average Drawdown of -4.74, Semi Deviation of 8.78 and Max Drawdown of -11.38. The category average for the same parameters is 13.41, -17.57, -5.35, 9.49 and -12.16 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in ICICI Prudential BSE Sensex Index Fund direct growth option would have grown to ₹11930.0 in 1 year, ₹13405.0 in 3 years and ₹20139.0 in 5 years as of today (19-11-2024).
  2. An SIP of ₹1,000 per month in ICICI Prudential BSE Sensex Index Fund direct growth option would have grown to ₹11447.0 in 1 year, ₹43430.0 in 3 years and ₹88965.0 in 5 years as of today (19-11-2024).
  3. standard deviation of 12.77 and based on VaR one can expect to lose more than -16.06% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.28 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 -0.83% which exhibit good performance in the index funds category .


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -4.27
-4.65
-8.56 | 1.96 37 | 145 Very Good
3M Return % -3.45
-3.98
-14.58 | 6.08 40 | 144 Good
6M Return % 5.59
4.44
-5.05 | 26.10 26 | 138 Very Good
1Y Return % 19.26
24.74
7.35 | 44.92 87 | 122 Average
3Y Return % 10.15
12.47
5.28 | 19.85 40 | 52 Poor
5Y Return % 14.87
16.39
9.53 | 28.06 18 | 26 Average
7Y Return % 13.59
13.08
12.38 | 13.59 2 | 18 Very Good
1Y SIP Return % -8.40
-8.15
-38.78 | 10.23 64 | 120 Average
3Y SIP Return % 12.44
16.18
3.15 | 30.64 39 | 52 Average
5Y SIP Return % 15.60
17.88
13.92 | 30.11 19 | 26 Average
7Y SIP Return % 14.84
15.12
14.09 | 18.57 10 | 18 Good
Standard Deviation 12.77
13.41
1.89 | 21.15 9 | 49 Very Good
Semi Deviation 8.78
9.49
1.61 | 15.17 9 | 49 Very Good
Max Drawdown % -11.38
-12.16
-27.81 | -2.23 12 | 49 Very Good
VaR 1 Y % -16.06
-17.57
-31.22 | -2.13 11 | 49 Very Good
Average Drawdown % -4.74
-5.35
-10.37 | -0.72 10 | 49 Very Good
Sharpe Ratio 0.28
0.34
-0.68 | 0.88 37 | 49 Average
Sterling Ratio 0.50
0.59
0.34 | 0.93 35 | 49 Average
Sortino Ratio 0.16
0.19
-0.21 | 0.47 37 | 49 Average
Jensen Alpha % -0.83
-0.78
-1.79 | 1.92 17 | 37 Good
Treynor Ratio 0.04
0.07
0.02 | 0.15 31 | 37 Poor
Modigliani Square Measure % 10.94
14.40
8.82 | 22.64 30 | 37 Average
Alpha % -1.18
-1.16
-3.43 | -0.41 22 | 37 Average
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 % -4.26 -4.61 -8.51 | 1.99 41 | 147
3M Return % -3.43 -3.87 -14.42 | 6.22 44 | 146
6M Return % 5.63 4.72 -4.84 | 26.52 33 | 140
1Y Return % 19.30 25.33 7.50 | 45.38 90 | 123
3Y Return % 10.26 12.98 5.54 | 20.68 44 | 52
5Y Return % 15.03 16.90 10.30 | 28.94 21 | 26
7Y Return % 13.79 13.51 12.83 | 13.87 3 | 18
1Y SIP Return % -8.37 -7.67 -38.48 | 10.82 66 | 121
3Y SIP Return % 12.54 16.70 3.36 | 31.42 42 | 52
5Y SIP Return % 15.73 18.40 14.76 | 31.04 23 | 26
7Y SIP Return % 15.00 15.55 14.80 | 19.01 14 | 18
Standard Deviation 12.77 13.41 1.89 | 21.15 9 | 49
Semi Deviation 8.78 9.49 1.61 | 15.17 9 | 49
Max Drawdown % -11.38 -12.16 -27.81 | -2.23 12 | 49
VaR 1 Y % -16.06 -17.57 -31.22 | -2.13 11 | 49
Average Drawdown % -4.74 -5.35 -10.37 | -0.72 10 | 49
Sharpe Ratio 0.28 0.34 -0.68 | 0.88 37 | 49
Sterling Ratio 0.50 0.59 0.34 | 0.93 35 | 49
Sortino Ratio 0.16 0.19 -0.21 | 0.47 37 | 49
Jensen Alpha % -0.83 -0.78 -1.79 | 1.92 17 | 37
Treynor Ratio 0.04 0.07 0.02 | 0.15 31 | 37
Modigliani Square Measure % 10.94 14.40 8.82 | 22.64 30 | 37
Alpha % -1.18 -1.16 -3.43 | -0.41 22 | 37
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 0.31 ₹ 10,031.00 0.31 ₹ 10,031.00
1W -1.38 ₹ 9,862.00 -1.38 ₹ 9,862.00
1M -4.27 ₹ 9,573.00 -4.26 ₹ 9,574.00
3M -3.45 ₹ 9,655.00 -3.43 ₹ 9,657.00
6M 5.59 ₹ 10,559.00 5.63 ₹ 10,563.00
1Y 19.26 ₹ 11,926.00 19.30 ₹ 11,930.00
3Y 10.15 ₹ 13,364.00 10.26 ₹ 13,405.00
5Y 14.87 ₹ 20,002.00 15.03 ₹ 20,139.00
7Y 13.59 ₹ 24,404.00 13.79 ₹ 24,696.00
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 -8.40 ₹ 11,444.90 -8.37 ₹ 11,446.73
3Y ₹ 36000 12.44 ₹ 43,368.19 12.54 ₹ 43,430.40
5Y ₹ 60000 15.60 ₹ 88,671.24 15.73 ₹ 88,965.42
7Y ₹ 84000 14.84 ₹ 142,647.46 15.00 ₹ 143,452.85
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Icici Prudential Bse Sensex Index Fund NAV Regular Growth Icici Prudential Bse Sensex Index Fund NAV Direct Growth
19-11-2024 25.1917 25.5013
18-11-2024 25.1142 25.4228
14-11-2024 25.1934 25.5027
13-11-2024 25.2237 25.5334
12-11-2024 25.5433 25.8569
11-11-2024 25.8099 26.1267
08-11-2024 25.8073 26.1239
07-11-2024 25.8255 26.1422
06-11-2024 26.097 26.4169
05-11-2024 25.8001 26.1164
04-11-2024 25.575 25.8885
31-10-2024 25.7728 26.0885
30-10-2024 25.9464 26.2642
29-10-2024 26.0851 26.4045
28-10-2024 25.946 26.2636
25-10-2024 25.7512 26.0663
24-10-2024 25.9662 26.2838
23-10-2024 25.9721 26.2898
22-10-2024 26.0173 26.3355
21-10-2024 26.3155 26.6372

Fund Launch Date: 14/Sep/2017
Fund Category: Index Fund
Investment Objective: An open-ended index linked growth scheme seeking to track the returns of S&P BSESENSEX TRI through investments in a basket of stocks drawn from the constituents of theabove index.The objective of the Scheme is to invest in companies whose securities are included in S&PBSE SENSEX TRI and subject to tracking errors, to endeavor to achieve the returns of theabove index as closely as possible. This would be done by investing in all the stockscomprising the S&P BSE SENSEX TRI in approximately the same weightage that theyrepresent in S&P BSE SENSEX TRI. The Scheme will not seek to outperform the S&P BSESENSEX TRI or to underperform it. The objective is that the performance of the NAV of theScheme should closely track the performance of the S&P BSE SENSEX TRI over the sameperiod.However, there can be no assurance that the investment objective of the Scheme will berealized.
Fund Description: An open ended Index scheme replicating S&P BSE Sensex Index
Fund Benchmark: BSE SENSEX Total Return Index
Source: Fund FactSheet

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