Icici Prudential Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 42
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹880.23(R) -1.5% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 11.97% 13.23% 14.69% 13.99% 12.2%
LumpSum (D)
SIP (R) -39.97% 9.09% 14.72% 14.66% 14.23%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.46 0.25 0.68 -0.1% 0.06
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.25% -13.17% -8.91% 0.97 8.32%
Top ETF
Fund Name Rank Rating
bharat 22 etf 1
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Nippon India ETF Nifty Dividend Opportunities 50 3
Uti Nifty Next 50 Exchange Traded Fund 4
Aditya Birla Sun Life Nifty Healthcare ETF 5
UTI BSE Sensex Next 50 Exchange Traded Fund 6
Nippon India Etf Nifty Midcap 150 7
SBI BSE Sensex Next 50 ETF 8
Motilal Oswal Nifty Midcap 100 ETF 9
Icici Prudential Nifty Next 50 Etf 10
mirae asset nifty next 50 etf 11
kotak nifty 50 value 20 etf 12
Nippon India Nifty Pharma ETF 13
ICICI Prudential Nifty Healthcare ETF 14
SBI Nifty Next 50 ETF 15
Mirae Asset NYSE FANG+ ETF 16
Nippon India ETF BSE Sensex Next 50 17

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential BSE Sensex ETF 880.23
-13.3600
-1.5000%

Review Date: 20-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It reflects the surge in the investment's value throughout the investment period, communicated as a percentage or a specific monetary sum. Our analysis encompassed six return parameters of this fund. We have organized the return parameters into three performance groups for evaluation: the top 25%, parameters that rank below the top 25% but above average, and parameters that are below average. Below, you'll find a breakdown of how each parameter has performed.
    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%: Three return parameters of the ICICI Prudential BSE Sensex ETF are above average but below the top 25% in the category, as shown below:
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: ICICI Prudential BSE Sensex ETF has three return parameters that are below average in the category, which are listed below:
      • 6M Return %
      • 1M Return %
      • 3M 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 12.25 %.
      • 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 8.32 %.
    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: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated four risk-adjusted performance parameters of the fund.
    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 three risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: ICICI Prudential BSE Sensex ETF has a Sharpe Ratio of 0.46 compared to the category average of 0.45.
      • Sterling Ratio: ICICI Prudential BSE Sensex ETF has a Sterling Ratio of 0.68 compared to the category average of 0.68.
      • Sortino Ratio: ICICI Prudential BSE Sensex ETF has a Sortino Ratio of 0.25 compared to the category average of 0.21.
    3. Below Average Risk Adjusted Performance Parameters: ICICI Prudential BSE Sensex ETF has one risk-adjusted performance parameter of the fund that is below average in the category.
      • Treynor Ratio: ICICI Prudential BSE Sensex ETF has a Treynor Ratio of 0.06 compared to the category average of 0.09.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.14
1.46
-5.44 | 8.69 93 | 185 Good
3M Return % -7.54
-5.44
-15.38 | 22.24 90 | 181 Good
6M Return % 1.21
1.83
-12.05 | 26.10 72 | 181 Good
1Y Return % 11.97
10.54
-89.90 | 56.82 110 | 166 Average
3Y Return % 13.23
7.11
-49.56 | 44.12 57 | 102 Average
5Y Return % 14.69
0.10
-54.36 | 30.12 29 | 68 Good
7Y Return % 13.99
1.31
-40.96 | 18.03 6 | 52 Very Good
10Y Return % 12.20
5.94
-11.26 | 16.88 5 | 18 Very Good
15Y Return % 11.49
5.79
-4.48 | 11.50 2 | 4 Good
1Y SIP Return % -39.97
-34.86
-40.30 | -11.04 98 | 117 Poor
3Y SIP Return % 9.09
11.80
-14.52 | 35.46 36 | 68 Average
5Y SIP Return % 14.72
11.59
-11.52 | 29.93 15 | 37 Good
7Y SIP Return % 14.66
10.81
-8.54 | 24.96 9 | 25 Good
10Y SIP Return % 14.23
15.45
12.22 | 20.29 5 | 7 Average
15Y SIP Return % 12.86
12.86
12.86 | 12.86 1 | 1 Very Good
Standard Deviation 12.25
13.63
0.00 | 28.07 19 | 82 Very Good
Semi Deviation 8.32
9.40
0.00 | 18.70 19 | 82 Very Good
Max Drawdown % -8.91
-11.90
-35.55 | 0.00 16 | 82 Very Good
VaR 1 Y % -13.17
-15.87
-34.01 | 0.00 21 | 82 Very Good
Average Drawdown % -4.06
-5.73
-16.35 | 0.00 19 | 82 Very Good
Sharpe Ratio 0.46
0.45
-0.79 | 1.91 47 | 79 Average
Sterling Ratio 0.68
0.68
0.00 | 2.26 44 | 82 Average
Sortino Ratio 0.25
0.21
-1.00 | 1.24 47 | 82 Average
Jensen Alpha % -0.10
-0.20
-1.30 | 3.13 9 | 33 Very Good
Treynor Ratio 0.06
0.09
0.01 | 0.30 27 | 33 Average
Modigliani Square Measure % 13.19
16.76
7.60 | 38.38 27 | 33 Average
Alpha % -0.52
-0.46
-2.50 | 1.08 22 | 33 Average
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 12.25 13.63 0.00 | 28.07 19 | 82
Semi Deviation 8.32 9.40 0.00 | 18.70 19 | 82
Max Drawdown % -8.91 -11.90 -35.55 | 0.00 16 | 82
VaR 1 Y % -13.17 -15.87 -34.01 | 0.00 21 | 82
Average Drawdown % -4.06 -5.73 -16.35 | 0.00 19 | 82
Sharpe Ratio 0.46 0.45 -0.79 | 1.91 47 | 79
Sterling Ratio 0.68 0.68 0.00 | 2.26 44 | 82
Sortino Ratio 0.25 0.21 -1.00 | 1.24 47 | 82
Jensen Alpha % -0.10 -0.20 -1.30 | 3.13 9 | 33
Treynor Ratio 0.06 0.09 0.01 | 0.30 27 | 33
Modigliani Square Measure % 13.19 16.76 7.60 | 38.38 27 | 33
Alpha % -0.52 -0.46 -2.50 | 1.08 22 | 33
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 -1.50 ₹ 9,850.00 ₹
1W -4.99 ₹ 9,501.00 ₹
1M 1.14 ₹ 10,114.00 ₹
3M -7.54 ₹ 9,246.00 ₹
6M 1.21 ₹ 10,121.00 ₹
1Y 11.97 ₹ 11,197.00 ₹
3Y 13.23 ₹ 14,519.00 ₹
5Y 14.69 ₹ 19,840.00 ₹
7Y 13.99 ₹ 25,002.00 ₹
10Y 12.20 ₹ 31,605.00 ₹
15Y 11.49 ₹ 51,125.00 ₹

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 -39.97 ₹ 9,202.21 ₹
3Y ₹ 36000 9.09 ₹ 41,291.42 ₹
5Y ₹ 60000 14.72 ₹ 86,775.54 ₹
7Y ₹ 84000 14.66 ₹ 141,702.62 ₹
10Y ₹ 120000 14.23 ₹ 252,518.52 ₹
15Y ₹ 180000 12.86 ₹ 512,663.94 ₹


Date Icici Prudential Bse Sensex Etf NAV Regular Growth Icici Prudential Bse Sensex Etf NAV Direct Growth
20-12-2024 880.2319 None
19-12-2024 893.5915 None
18-12-2024 904.4674 None
17-12-2024 910.1331 None
16-12-2024 922.1365 None
13-12-2024 926.4753 None
12-12-2024 916.9648 None
11-12-2024 919.629 None
10-12-2024 919.4483 None
09-12-2024 919.4306 None
06-12-2024 921.6949 None
05-12-2024 922.3353 None
04-12-2024 913.2054 None
03-12-2024 911.9585 None
02-12-2024 905.2179 None
29-11-2024 900.1967 None
28-11-2024 891.6359 None
27-11-2024 905.0614 None
26-11-2024 902.4675 None
25-11-2024 903.6612 None
22-11-2024 892.4655 None
21-11-2024 870.3517 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.