Iti Value Fund Overview
Category Value Fund
BMSMONEY Rank 15
Rating
Growth Option 21-02-2025
NAV ₹14.69(R) -0.49% ₹15.85(D) -0.48%
Returns 1Y 3Y 5Y 7Y 10Y
Lumpsum Regular -2.21% 15.77% -% -% -%
Direct -0.37% 18.1% -% -% -%
Nifty 500 TRI 3.79% 13.47% 16.97% 13.57% 12.47%
SIP (XIRR) Regular -18.73% 13.77% -% -% -%
Direct -17.14% 16.08% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.63 0.33 0.7 3.12% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.15% -19.34% -13.44% 0.96 9.97%
Top Value Fund
Fund Name Rank Rating
Quantum Long Term Equity Value Fund 1
Axis Value Fund 2
Icici Prudential Value Discovery Fund 3
UTI Value Fund 4

NAV Date: 21-02-2025

Scheme Name NAV Rupee Change Percent Change
ITI Value Fund - Regular Plan - IDCW Option 14.69
-0.0700
-0.4900%
ITI Value Fund - Regular Plan - Growth Option 14.69
-0.0700
-0.4900%
ITI Value Fund - Direct Plan - IDCW Option 15.85
-0.0800
-0.4800%
ITI Value Fund - Direct Plan - Growth Option 15.85
-0.0800
-0.4800%

Review Date: 21-02-2025

ITI Value Fund has exhibited poor performance in the Value Fund category. The fund has rank of 15 out of 16 funds in the category. The fund has delivered return of -2.21% in 1 year and 15.77% in 3 years. The category average for the same periods is 3.14% and 17.3% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 14.15, VaR of -19.34, Average Drawdown of -6.9, Semi Deviation of 9.97 and Max Drawdown of -13.44. The category average for the same parameters is 14.41, -18.02, -6.17, 10.1 and -12.49 respectively. The fund has average risk in the category.
  • standard deviation of 14.15 and based on VaR one can expect to lose more than -19.34% of current value of fund in one year.
  • Sharpe ratio of the fund is 0.63 which shows average performance of fund in the value fund category.
  • The fund has R-square of 0.9, Beta of 0.96 and Jensen's Alpha of 3.12% which exhibit average performance in the value fund category .


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    KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -6.99 -3.35
    -4.66
    		-10.74 | -1.20 16 | 20 Poor
    3M Return % -8.88 -5.00
    -6.71
    		-9.72 | -2.34 17 | 20 Poor
    6M Return % -17.09 -11.16
    -12.59
    		-19.32 | -5.87 17 | 20 Poor
    1Y Return % -2.21 3.79
    3.14
    		-4.79 | 13.10 17 | 20 Poor
    3Y Return % 15.77 13.47
    17.30
    		12.08 | 21.49 13 | 16 Poor
    1Y SIP Return % -18.73
    -10.47
    		-21.10 | -0.50 18 | 19 Poor
    3Y SIP Return % 13.77
    17.03
    		12.83 | 20.71 15 | 16 Poor
    Standard Deviation 14.15
    14.41
    		11.68 | 20.20 10 | 16 Average
    Semi Deviation 9.97
    10.10
    		8.12 | 14.03 9 | 16 Average
    Max Drawdown % -13.44
    -12.49
    		-16.24 | -7.96 12 | 16 Average
    VaR 1 Y % -19.34
    -18.02
    		-25.47 | -12.98 12 | 16 Average
    Average Drawdown % -6.90
    -6.17
    		-7.91 | -3.32 11 | 16 Average
    Sharpe Ratio 0.63
    0.69
    		0.34 | 1.01 10 | 16 Average
    Sterling Ratio 0.70
    0.78
    		0.53 | 1.08 12 | 16 Average
    Sortino Ratio 0.33
    0.37
    		0.19 | 0.56 10 | 16 Average
    Jensen Alpha % 3.12
    3.87
    		-1.38 | 8.56 10 | 16 Average
    Treynor Ratio 0.09
    0.10
    		0.05 | 0.15 10 | 16 Average
    Modigliani Square Measure % 16.16
    16.97
    		11.90 | 23.16 10 | 16 Average
    Alpha % 2.57
    3.63
    		-1.95 | 7.48 11 | 16 Average
    Return data last Updated On : Feb. 21, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
    KPIs: Key Performance Indicators

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    KPIs* Fund Nifty 500 TRI Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % -6.85 -3.35 -4.58 -10.63 | -1.12 16 | 20
    3M Return % -8.46 -5.00 -6.46 -9.45 | -2.21 15 | 20
    6M Return % -16.32 -11.16 -12.11 -18.68 | -5.45 17 | 20
    1Y Return % -0.37 3.79 4.29 -3.35 | 13.88 16 | 20
    3Y Return % 18.10 13.47 18.60 13.78 | 23.49 10 | 16
    1Y SIP Return % -17.14 -9.45 -19.81 | 0.43 18 | 19
    3Y SIP Return % 16.08 18.37 14.47 | 22.40 14 | 16
    Standard Deviation 14.15 14.41 11.68 | 20.20 10 | 16
    Semi Deviation 9.97 10.10 8.12 | 14.03 9 | 16
    Max Drawdown % -13.44 -12.49 -16.24 | -7.96 12 | 16
    VaR 1 Y % -19.34 -18.02 -25.47 | -12.98 12 | 16
    Average Drawdown % -6.90 -6.17 -7.91 | -3.32 11 | 16
    Sharpe Ratio 0.63 0.69 0.34 | 1.01 10 | 16
    Sterling Ratio 0.70 0.78 0.53 | 1.08 12 | 16
    Sortino Ratio 0.33 0.37 0.19 | 0.56 10 | 16
    Jensen Alpha % 3.12 3.87 -1.38 | 8.56 10 | 16
    Treynor Ratio 0.09 0.10 0.05 | 0.15 10 | 16
    Modigliani Square Measure % 16.16 16.97 11.90 | 23.16 10 | 16
    Alpha % 2.57 3.63 -1.95 | 7.48 11 | 16
    Return data last Updated On : Feb. 21, 2025.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Jan. 31, 2025
    KPIs: Key Performance Indicators

    Investment Period Regular Direct
    Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
    1D -0.49 ₹ 9,951.00 -0.48 ₹ 9,952.00
    1W 0.52 ₹ 10,052.00 0.56 ₹ 10,056.00
    1M -6.99 ₹ 9,301.00 -6.85 ₹ 9,315.00
    3M -8.88 ₹ 9,112.00 -8.46 ₹ 9,154.00
    6M -17.09 ₹ 8,291.00 -16.32 ₹ 8,368.00
    1Y -2.21 ₹ 9,779.00 -0.37 ₹ 9,963.00
    3Y 15.77 ₹ 15,515.00 18.10 ₹ 16,472.00
    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 -18.73 ₹ 10,738.64 -17.14 ₹ 10,848.80
    3Y ₹ 36000 13.77 ₹ 44,220.96 16.08 ₹ 45,711.65
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Iti Value Fund NAV Regular Growth Iti Value Fund NAV Direct Growth
    21-02-2025 14.6923 15.8472
    20-02-2025 14.764 15.9237
    19-02-2025 14.5847 15.7295
    18-02-2025 14.3962 15.5255
    17-02-2025 14.5211 15.6594
    14-02-2025 14.6158 15.7591
    13-02-2025 14.9981 16.1706
    12-02-2025 15.0079 16.1804
    11-02-2025 14.9883 16.1585
    10-02-2025 15.3981 16.5994
    07-02-2025 15.652 16.8706
    06-02-2025 15.7121 16.9346
    05-02-2025 15.7685 16.9945
    04-02-2025 15.6853 16.904
    03-02-2025 15.3982 16.5938
    31-01-2025 15.6149 16.8249
    30-01-2025 15.3324 16.5197
    29-01-2025 15.2874 16.4703
    28-01-2025 14.9849 16.1437
    27-01-2025 15.1007 16.2676
    24-01-2025 15.4376 16.628
    23-01-2025 15.6848 16.8935
    22-01-2025 15.5982 16.7994
    21-01-2025 15.7966 17.0122

    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.