Iti Value Fund Overview
Category Value Fund
BMSMONEY Rank 12
BMSMONEY Rating
Gro. Opt. As On: 02-12-2024
NAV ₹17.09(R) +0.83% ₹18.36(D) +0.85%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 28.54% 19.8% -% -% -%
LumpSum (D) 30.96% 22.25% -% -% -%
SIP (R) 12.63% 26.4% -% -% -%
SIP (D) 14.81% 28.86% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.93 0.51 0.91 -2.02% 0.21
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.14% -16.24% -11.74% 0.59 9.06%
Top Value Fund
Fund Name Rank Rating
Jm Value Fund 1
Icici Prudential Value Discovery Fund 2
Axis Value Fund 3
Tata Equity P/E Fund 4

NAV Date: 02-12-2024

Scheme Name NAV Rupee Change Percent Change
ITI Value Fund - Regular Plan - IDCW Option 17.09
0.1400
0.8300%
ITI Value Fund - Regular Plan - Growth Option 17.09
0.1400
0.8300%
ITI Value Fund - Direct Plan - IDCW Option 18.36
0.1500
0.8500%
ITI Value Fund - Direct Plan - Growth Option 18.36
0.1500
0.8500%

Review Date: 02-12-2024

ITI Value Fund has shown poor performance in the Value Fund category. The fund has rank of 12 out of 15 funds in the category. The fund has delivered return of 28.54% in 1 year and 19.8% in 3 years. The category average for the same periods is 28.99% and 21.1% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 13.14, VaR of -16.24, Average Drawdown of -4.8, Semi Deviation of 9.06 and Max Drawdown of -11.74. The category average for the same parameters is 13.34, -15.91, -4.8, 9.36 and -10.53 respectively. The fund has low risk in the category.
  • standard deviation of 13.14 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 0.93 which shows average performance of fund in the value fund category.
  • The fund has R-square of 0.77, Beta of 0.59 and Jensen's Alpha of -2.02% which exhibit poor performance in the value fund category .


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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 2.27
    1.12
    		-0.78 | 4.70 2 | 20 Very Good
    3M Return % -4.24
    -3.83
    		-7.42 | 0.27 13 | 20 Average
    6M Return % 1.19
    5.83
    		-2.00 | 14.33 17 | 20 Poor
    1Y Return % 28.54
    28.99
    		21.98 | 38.42 11 | 20 Average
    3Y Return % 19.80
    21.10
    		15.33 | 26.65 11 | 16 Average
    1Y SIP Return % 12.63
    17.24
    		7.93 | 28.90 15 | 19 Average
    3Y SIP Return % 26.40
    27.00
    		21.18 | 33.36 8 | 16 Good
    Standard Deviation 13.14
    13.34
    		11.46 | 16.20 6 | 15 Good
    Semi Deviation 9.06
    9.36
    		8.16 | 11.92 6 | 15 Good
    Max Drawdown % -11.74
    -10.53
    		-14.45 | -5.93 11 | 15 Average
    VaR 1 Y % -16.24
    -15.91
    		-21.57 | -10.88 9 | 15 Average
    Average Drawdown % -4.80
    -4.80
    		-5.73 | -2.90 7 | 15 Good
    Sharpe Ratio 0.93
    1.00
    		0.62 | 1.37 11 | 15 Average
    Sterling Ratio 0.91
    1.04
    		0.74 | 1.47 10 | 15 Average
    Sortino Ratio 0.51
    0.54
    		0.34 | 0.77 10 | 15 Average
    Jensen Alpha % -2.02
    3.95
    		-3.52 | 11.79 14 | 15 Poor
    Treynor Ratio 0.21
    0.17
    		0.09 | 0.29 3 | 15 Very Good
    Modigliani Square Measure % 28.98
    23.84
    		15.92 | 39.30 3 | 15 Very Good
    Alpha % -16.61
    -0.53
    		-16.61 | 10.57 15 | 15 Poor
    Return data last Updated On : Dec. 2, 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
    1M Return % 2.41 1.21 -0.69 | 4.77 2 | 20
    3M Return % -3.79 -3.56 -7.12 | 0.50 11 | 20
    6M Return % 2.13 6.42 -1.26 | 14.84 17 | 20
    1Y Return % 30.96 30.46 23.58 | 40.43 10 | 20
    3Y Return % 22.25 22.45 17.11 | 28.79 10 | 16
    1Y SIP Return % 14.81 18.57 9.56 | 30.09 14 | 19
    3Y SIP Return % 28.86 28.40 22.90 | 35.09 7 | 16
    Standard Deviation 13.14 13.34 11.46 | 16.20 6 | 15
    Semi Deviation 9.06 9.36 8.16 | 11.92 6 | 15
    Max Drawdown % -11.74 -10.53 -14.45 | -5.93 11 | 15
    VaR 1 Y % -16.24 -15.91 -21.57 | -10.88 9 | 15
    Average Drawdown % -4.80 -4.80 -5.73 | -2.90 7 | 15
    Sharpe Ratio 0.93 1.00 0.62 | 1.37 11 | 15
    Sterling Ratio 0.91 1.04 0.74 | 1.47 10 | 15
    Sortino Ratio 0.51 0.54 0.34 | 0.77 10 | 15
    Jensen Alpha % -2.02 3.95 -3.52 | 11.79 14 | 15
    Treynor Ratio 0.21 0.17 0.09 | 0.29 3 | 15
    Modigliani Square Measure % 28.98 23.84 15.92 | 39.30 3 | 15
    Alpha % -16.61 -0.53 -16.61 | 10.57 15 | 15
    Return data last Updated On : Dec. 2, 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 0.83 ₹ 10,083.00 0.85 ₹ 10,085.00
    1W 2.42 ₹ 10,242.00 2.46 ₹ 10,246.00
    1M 2.27 ₹ 10,227.00 2.41 ₹ 10,241.00
    3M -4.24 ₹ 9,576.00 -3.79 ₹ 9,621.00
    6M 1.19 ₹ 10,119.00 2.13 ₹ 10,213.00
    1Y 28.54 ₹ 12,854.00 30.96 ₹ 13,096.00
    3Y 19.80 ₹ 17,194.00 22.25 ₹ 18,272.00
    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 12.63 ₹ 12,805.40 14.81 ₹ 12,941.16
    3Y ₹ 36000 26.40 ₹ 52,744.75 28.86 ₹ 54,531.43
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Iti Value Fund NAV Regular Growth Iti Value Fund NAV Direct Growth
    02-12-2024 17.0903 18.3595
    29-11-2024 16.9492 18.2052
    28-11-2024 16.8566 18.1048
    27-11-2024 16.8843 18.1337
    26-11-2024 16.7159 17.9518
    25-11-2024 16.6859 17.9187
    22-11-2024 16.4492 17.6618
    21-11-2024 16.1249 17.3127
    19-11-2024 16.294 17.4924
    18-11-2024 16.1789 17.368
    14-11-2024 16.2067 17.3943
    13-11-2024 16.1686 17.3525
    12-11-2024 16.4629 17.6675
    11-11-2024 16.6687 17.8874
    08-11-2024 16.7395 17.9606
    07-11-2024 16.9295 18.1635
    06-11-2024 17.0883 18.333
    05-11-2024 16.8156 18.0395
    04-11-2024 16.711 17.9266

    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.