Iti Value Fund Overview
Category Value Fund
BMSMONEY Rank 13
BMSMONEY Rating
Gro. Opt. As On: 14-01-2025
NAV ₹15.9(R) +1.68% ₹17.12(D) +1.69%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 8.52% 15.96% -% -% -%
LumpSum (D) 10.56% 18.32% -% -% -%
SIP (R) -4.11% 20.19% -% -% -%
SIP (D) -2.24% 22.59% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.85 0.47 0.83 -0.77% 0.19
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.27% -16.24% -12.77% 0.59 9.11%
Top Value Fund
Fund Name Rank Rating
Axis Value Fund 1
Jm Value Fund 2
Icici Prudential Value Discovery Fund 3
Tata Equity P/E Fund 4

NAV Date: 14-01-2025

Scheme Name NAV Rupee Change Percent Change
ITI Value Fund - Regular Plan - IDCW Option 15.9
0.2600
1.6800%
ITI Value Fund - Regular Plan - Growth Option 15.9
0.2600
1.6800%
ITI Value Fund - Direct Plan - IDCW Option 17.12
0.2800
1.6900%
ITI Value Fund - Direct Plan - Growth Option 17.12
0.2800
1.6900%

Review Date: 14-01-2025

ITI Value Fund has shown poor performance in the Value Fund category. The fund has rank of 13 out of 17 funds in the category. The fund has delivered return of 8.52% in 1 year and 15.96% in 3 years. The category average for the same periods is 12.05% and 16.48% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 13.27, VaR of -16.24, Average Drawdown of -5.73, Semi Deviation of 9.11 and Max Drawdown of -12.77. The category average for the same parameters is 13.74, -16.42, -5.44, 9.52 and -11.54 respectively. The fund has low risk in the category.
  • standard deviation of 13.27 and based on VaR one can expect to lose more than -16.24% of current value of fund in one year.
  • Sharpe ratio of the fund is 0.85 which shows good performance of fund in the value fund category.
  • The fund has R-square of 0.76, Beta of 0.59 and Jensen's Alpha of -0.77% which exhibit average performance in the value fund category .


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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -9.21
    -7.83
    		-10.41 | -4.51 18 | 20 Poor
    3M Return % -8.84
    -9.06
    		-11.10 | -4.91 6 | 20 Good
    6M Return % -10.98
    -6.96
    		-12.25 | -1.01 16 | 20 Poor
    1Y Return % 8.52
    12.05
    		4.65 | 20.63 16 | 20 Poor
    3Y Return % 15.96
    16.48
    		11.03 | 21.08 10 | 16 Average
    1Y SIP Return % -4.11
    0.66
    		-7.26 | 11.16 16 | 19 Poor
    3Y SIP Return % 20.19
    21.29
    		15.25 | 26.68 10 | 16 Average
    Standard Deviation 13.27
    13.74
    		11.54 | 19.46 6 | 17 Good
    Semi Deviation 9.11
    9.52
    		8.15 | 13.45 7 | 17 Good
    Max Drawdown % -12.77
    -11.54
    		-14.97 | -7.51 11 | 17 Average
    VaR 1 Y % -16.24
    -16.42
    		-24.41 | -10.88 10 | 17 Good
    Average Drawdown % -5.73
    -5.44
    		-6.90 | -3.08 10 | 17 Good
    Sharpe Ratio 0.85
    0.85
    		0.49 | 1.20 8 | 17 Good
    Sterling Ratio 0.83
    0.90
    		0.64 | 1.23 11 | 17 Average
    Sortino Ratio 0.47
    0.46
    		0.27 | 0.67 8 | 17 Good
    Jensen Alpha % -0.77
    3.10
    		-5.10 | 11.30 14 | 17 Average
    Treynor Ratio 0.19
    0.15
    		0.07 | 0.27 3 | 17 Very Good
    Modigliani Square Measure % 27.89
    22.23
    		14.10 | 36.57 3 | 17 Very Good
    Alpha % -14.25
    -1.83
    		-18.93 | 12.10 16 | 17 Poor
    Return data last Updated On : Jan. 14, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
    KPIs: Key Performance Indicators

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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -9.08 -7.75 -10.34 | -4.48 18 | 20
    3M Return % -8.42 -8.80 -10.85 | -4.65 5 | 20
    6M Return % -10.15 -6.45 -11.57 | -0.38 16 | 20
    1Y Return % 10.56 13.31 6.06 | 22.27 16 | 20
    3Y Return % 18.32 17.77 12.73 | 23.08 8 | 16
    1Y SIP Return % -2.24 1.81 -5.98 | 12.69 16 | 19
    3Y SIP Return % 22.59 22.65 16.92 | 28.06 8 | 16
    Standard Deviation 13.27 13.74 11.54 | 19.46 6 | 17
    Semi Deviation 9.11 9.52 8.15 | 13.45 7 | 17
    Max Drawdown % -12.77 -11.54 -14.97 | -7.51 11 | 17
    VaR 1 Y % -16.24 -16.42 -24.41 | -10.88 10 | 17
    Average Drawdown % -5.73 -5.44 -6.90 | -3.08 10 | 17
    Sharpe Ratio 0.85 0.85 0.49 | 1.20 8 | 17
    Sterling Ratio 0.83 0.90 0.64 | 1.23 11 | 17
    Sortino Ratio 0.47 0.46 0.27 | 0.67 8 | 17
    Jensen Alpha % -0.77 3.10 -5.10 | 11.30 14 | 17
    Treynor Ratio 0.19 0.15 0.07 | 0.27 3 | 17
    Modigliani Square Measure % 27.89 22.23 14.10 | 36.57 3 | 17
    Alpha % -14.25 -1.83 -18.93 | 12.10 16 | 17
    Return data last Updated On : Jan. 14, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
    KPIs: Key Performance Indicators

    Investment Period Regular Direct
    Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
    1D 1.68 ₹ 10,168.00 1.69 ₹ 10,169.00
    1W -5.36 ₹ 9,464.00 -5.32 ₹ 9,468.00
    1M -9.21 ₹ 9,079.00 -9.08 ₹ 9,092.00
    3M -8.84 ₹ 9,116.00 -8.42 ₹ 9,158.00
    6M -10.98 ₹ 8,902.00 -10.15 ₹ 8,985.00
    1Y 8.52 ₹ 10,852.00 10.56 ₹ 11,056.00
    3Y 15.96 ₹ 15,594.00 18.32 ₹ 16,563.00
    5Y ₹ ₹
    7Y ₹ ₹
    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 -4.11 ₹ 11,730.43 -2.24 ₹ 11,853.32
    3Y ₹ 36000 20.19 ₹ 48,430.51 22.59 ₹ 50,071.75
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Iti Value Fund NAV Regular Growth Iti Value Fund NAV Direct Growth
    14-01-2025 15.9023 17.1202
    13-01-2025 15.6395 16.8364
    10-01-2025 16.1764 17.4118
    09-01-2025 16.5008 17.7601
    08-01-2025 16.6733 17.9449
    07-01-2025 16.8022 18.0827
    06-01-2025 16.5772 17.8397
    03-01-2025 17.0592 18.3556
    02-01-2025 17.0783 18.3754
    01-01-2025 16.8926 18.1747
    31-12-2024 16.7655 18.037
    30-12-2024 16.6785 17.9425
    27-12-2024 16.8678 18.1435
    26-12-2024 16.7014 17.9636
    24-12-2024 16.7222 17.9842
    23-12-2024 16.7275 17.989
    20-12-2024 16.6476 17.9005
    19-12-2024 17.0292 18.3098
    18-12-2024 17.1526 18.4415
    17-12-2024 17.3075 18.6072
    16-12-2024 17.5164 18.8308

    Fund Launch Date: 14/Jun/2021
    Fund Category: Value Fund
    Investment Objective: The investment objective of the scheme is to seek to generate long term capital appreciation by investing substantially in a portfolio of equity and equity related instruments by following value investing strategy. However, there can be no assurance or guarantee that the investment objective of the scheme would be achieved.
    Fund Description: An open-ended equity scheme following a value investment strategy
    Fund Benchmark: Nifty 500 Value 50 Total Returns Index
    Source: Fund FactSheet

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