Icici Prudential Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 46
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹875.12(R) +0.31% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 19.54% 10.55% 15.23% 14.09% 12.0%
LumpSum (D)
SIP (R) -8.18% 12.82% 16.03% 15.28% 14.27%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.31 0.17 0.52 -0.43% 0.04
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.78% -16.01% -11.11% 0.97 8.79%
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NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential BSE Sensex ETF 875.12
2.7200
0.3100%

Review Date: 19-11-2024

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 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 ICICI Prudential BSE Sensex ETF are above average but below the top 25% in the category, as shown below:
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: ICICI Prudential BSE Sensex ETF has two return parameters that are below average in the category, which are listed below:
      • 3M Return %
      • 1M Return %
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: two risk parameters in the lowest 25% in the category, 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 12.78 %.
      • 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 8.79 %.
    2. Below Average but Above the Lowest 25%: ICICI Prudential BSE Sensex ETF does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: ICICI Prudential BSE Sensex 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 ICICI Prudential BSE Sensex ETF, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: ICICI Prudential BSE Sensex ETF has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Sortino Ratio: ICICI Prudential BSE Sensex ETF has a Sortino Ratio of 0.17 compared to the category average of 0.17.
    3. Below Average Risk Adjusted Performance Parameters: ICICI Prudential BSE Sensex ETF has three risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: ICICI Prudential BSE Sensex ETF has a Sharpe Ratio of 0.31 compared to the category average of 0.36.
      • Sterling Ratio: ICICI Prudential BSE Sensex ETF has a Sterling Ratio of 0.52 compared to the category average of 0.59.
      • Treynor Ratio: ICICI Prudential BSE Sensex ETF has a Treynor Ratio of 0.04 compared to the category average of 0.08.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -4.25
-4.13
-9.06 | 5.67 67 | 186 Good
3M Return % -3.38
-2.35
-14.26 | 25.71 72 | 186 Good
6M Return % 5.73
4.92
-10.18 | 26.60 54 | 178 Good
1Y Return % 19.54
15.71
-89.10 | 54.69 106 | 166 Average
3Y Return % 10.55
2.36
-50.39 | 43.66 54 | 100 Average
5Y Return % 15.23
0.26
-54.14 | 29.94 29 | 68 Good
7Y Return % 14.09
1.08
-40.91 | 18.05 5 | 51 Very Good
10Y Return % 12.00
5.50
-11.60 | 16.42 6 | 17 Good
15Y Return % 11.37
5.61
-4.59 | 11.42 2 | 4 Good
1Y SIP Return % -8.18
-6.01
-39.83 | 26.22 85 | 154 Average
3Y SIP Return % 12.82
15.24
-11.92 | 46.84 55 | 90 Average
5Y SIP Return % 16.03
14.35
-10.44 | 43.53 31 | 59 Average
7Y SIP Return % 15.28
12.15
-8.55 | 30.93 21 | 42 Good
10Y SIP Return % 14.27
14.36
5.74 | 19.68 6 | 13 Good
15Y SIP Return % 12.88
11.68
9.44 | 12.88 1 | 3 Very Good
Standard Deviation 12.78
13.85
0.00 | 28.97 19 | 80 Very Good
Semi Deviation 8.79
9.61
0.00 | 18.80 19 | 80 Very Good
Max Drawdown % -11.11
-12.90
-38.86 | 0.00 23 | 80 Good
VaR 1 Y % -16.01
-16.92
-34.01 | 0.00 23 | 80 Good
Average Drawdown % -4.48
-5.78
-19.01 | 0.00 21 | 80 Good
Sharpe Ratio 0.31
0.36
-0.74 | 1.89 46 | 77 Average
Sterling Ratio 0.52
0.59
-0.01 | 2.15 44 | 80 Average
Sortino Ratio 0.17
0.17
-1.00 | 1.16 46 | 80 Average
Jensen Alpha % -0.43
-0.28
-1.29 | 2.99 24 | 33 Average
Treynor Ratio 0.04
0.08
0.01 | 0.26 25 | 33 Average
Modigliani Square Measure % 11.35
15.00
7.57 | 33.94 26 | 33 Average
Alpha % -0.77
-0.50
-2.73 | 1.05 24 | 33 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
Standard Deviation 12.78 13.85 0.00 | 28.97 19 | 80
Semi Deviation 8.79 9.61 0.00 | 18.80 19 | 80
Max Drawdown % -11.11 -12.90 -38.86 | 0.00 23 | 80
VaR 1 Y % -16.01 -16.92 -34.01 | 0.00 23 | 80
Average Drawdown % -4.48 -5.78 -19.01 | 0.00 21 | 80
Sharpe Ratio 0.31 0.36 -0.74 | 1.89 46 | 77
Sterling Ratio 0.52 0.59 -0.01 | 2.15 44 | 80
Sortino Ratio 0.17 0.17 -1.00 | 1.16 46 | 80
Jensen Alpha % -0.43 -0.28 -1.29 | 2.99 24 | 33
Treynor Ratio 0.04 0.08 0.01 | 0.26 25 | 33
Modigliani Square Measure % 11.35 15.00 7.57 | 33.94 26 | 33
Alpha % -0.77 -0.50 -2.73 | 1.05 24 | 33
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 ₹
1W -1.37 ₹ 9,863.00 ₹
1M -4.25 ₹ 9,575.00 ₹
3M -3.38 ₹ 9,662.00 ₹
6M 5.73 ₹ 10,573.00 ₹
1Y 19.54 ₹ 11,954.00 ₹
3Y 10.55 ₹ 13,511.00 ₹
5Y 15.23 ₹ 20,315.00 ₹
7Y 14.09 ₹ 25,161.00 ₹
10Y 12.00 ₹ 31,070.00 ₹
15Y 11.37 ₹ 50,285.00 ₹

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 -8.18 ₹ 11,459.57 ₹
3Y ₹ 36000 12.82 ₹ 43,606.73 ₹
5Y ₹ 60000 16.03 ₹ 89,628.60 ₹
7Y ₹ 84000 15.28 ₹ 144,866.32 ₹
10Y ₹ 120000 14.27 ₹ 253,045.80 ₹
15Y ₹ 180000 12.88 ₹ 513,565.20 ₹


Date Icici Prudential Bse Sensex Etf NAV Regular Growth Icici Prudential Bse Sensex Etf NAV Direct Growth
19-11-2024 875.117 None
18-11-2024 872.3995 None
14-11-2024 875.1215 None
13-11-2024 876.1685 None
12-11-2024 887.2637 None
11-11-2024 896.5184 None
08-11-2024 896.4083 None
07-11-2024 897.0343 None
06-11-2024 906.4552 None
05-11-2024 896.1332 None
04-11-2024 888.3126 None
31-10-2024 895.1489 None
30-10-2024 901.1699 None
29-10-2024 905.978 None
28-10-2024 901.1373 None
25-10-2024 894.3502 None
24-10-2024 901.8156 None
23-10-2024 902.0052 None
22-10-2024 903.568 None
21-10-2024 913.9237 None

Fund Launch Date: 06/Jan/2003
Fund Category: ETF
Investment Objective: The investment objective of the œSPIcE  is to provide investment returns that,before expenses, closely correspond to the total returns of the securities asrepresented by the S&P BSE SENSEX. However, the performance of Schememay differ from that of the underlying index due to tracking error. There can beno assurance or guarantee that the investment objective of the Scheme will beachieved.
Fund Description: An open ended Exchange Traded Fund tracking S&P BSE Sensex Index
Fund Benchmark: S&P BSE SENSEX Total Return Index
Source: Fund FactSheet

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