Kotak S&P Bse Sensex Etf Overview | ||||||
---|---|---|---|---|---|---|
Category | ETF | |||||
BMSMONEY Rank | 56 | |||||
BMSMONEY Rating | ||||||
Growth Option | As On: | 06-05-2024 | ||||
NAV | ₹79.01 (R) | +0.02% | (D) | % | ||
Returns Gro. Opt. | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum Reg. P | 20.82% | -46.36% | -27.4% | -17.36% | -10.0% | |
LumpSum Dir. P | ||||||
SIP Reg. P | 17.97% | -19.19% | -% | -% | -% | |
SIP Dir. P | ||||||
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
-0.96 | -0.14 | -0.47 | -40.05% | 1.02 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
53.44% | -13.76% | -90.23% | -0.5 | 50.7% |
NAV Date: 06-05-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
Kotak S&P BSE Sensex ETF | 79.01 |
0.0200
|
0.0200%
|
Review Date: March 28, 2024
Performance of the Kotak S&P Bse Sensex Etf has been analyzed on 20 performance parameters. Out of eight return parameters, the fund has zero return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly one risk-adjusted performance parameter is in first quartile. Based on this performance Kotak S&P Bse Sensex Etf has achieved 56 (out of 87 funds), which is poor rank in the ETFs category. Essentially, among its peer group of similar types of funds, it stands in the very good position, a testament to its successful track record. The ETFs category has 87 funds.KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
1M Return % | -1.15 |
0.39
|
-5.29 | 16.79 | 113 | 129 |
No
|
No
|
Yes
|
|
3M Return % | 2.41 |
1.61
|
-89.91 | 24.42 | 90 | 129 |
Yes
|
No
|
No
|
|
6M Return % | 13.80 |
15.38
|
-89.25 | 60.15 | 84 | 129 |
No
|
No
|
No
|
|
1Y Return % | 20.82 |
24.43
|
-88.76 | 103.96 | 83 | 129 |
No
|
No
|
No
|
|
3Y Return % | -46.36 |
6.73
|
-48.98 | 53.97 | 81 | 88 |
No
|
No
|
Yes
|
|
5Y Return % | -27.40 |
2.26
|
-54.09 | 26.16 | 57 | 63 |
No
|
No
|
Yes
|
|
7Y Return % | -17.36 |
3.70
|
-40.39 | 19.25 | 38 | 48 |
No
|
No
|
Yes
|
|
10Y Return % | -10.00 |
8.32
|
-10.00 | 19.43 | 16 | 16 |
No
|
No
|
Yes
|
|
15Y Return % | -2.83 |
8.17
|
-2.83 | 13.40 | 4 | 4 |
No
|
No
|
Yes
|
|
1Y SIP Return % | 17.97 |
30.52
|
0.00 | 117.84 | 84 | 121 |
No
|
No
|
No
|
|
3Y SIP Return % | -19.19 |
16.48
|
-19.19 | 62.58 | 80 | 80 |
No
|
No
|
Yes
|
|
Standard Deviation | 53.44 |
24.27
|
12.87 | 55.65 | 37 | 47 |
No
|
No
|
Yes
|
|
Semi Deviation | 50.70 |
19.82
|
8.24 | 52.10 | 37 | 47 |
No
|
No
|
Yes
|
|
Max Drawdown % | -90.23 |
-30.26
|
-91.42 | -8.96 | 41 | 47 |
No
|
No
|
Yes
|
|
VaR 1 Y % | -13.76 |
-16.34
|
-30.81 | -10.27 | 24 | 47 |
Yes
|
No
|
No
|
|
Average Drawdown % | -46.36 |
-13.05
|
-91.31 | -3.15 | 45 | 47 |
No
|
No
|
Yes
|
|
Sharpe Ratio | -0.96 |
0.31
|
-0.98 | 1.22 | 46 | 47 |
No
|
No
|
Yes
|
|
Sterling Ratio | -0.47 |
0.56
|
-0.49 | 1.77 | 43 | 47 |
No
|
No
|
Yes
|
|
Sortino Ratio | -0.14 |
0.27
|
-0.15 | 0.74 | 46 | 47 |
No
|
No
|
Yes
|
|
Jensen Alpha % | -40.05 |
-15.84
|
-77.69 | 1.23 | 37 | 47 |
No
|
No
|
Yes
|
|
Treynor Ratio | 1.02 |
0.03
|
-0.61 | 1.02 | 1 | 47 |
Yes
|
Yes
|
No
|
|
Modigliani Square Measure % | -10.85 |
12.04
|
-14.28 | 47.68 | 44 | 47 |
No
|
No
|
Yes
|
|
Alpha % | -61.85 |
-14.89
|
-65.16 | -0.04 | 41 | 47 |
No
|
No
|
Yes
|
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
Standard Deviation | 53.44 | 24.27 | 12.87 | 55.65 | 37 | 47 |
No
|
No
|
Yes
|
|
Semi Deviation | 50.70 | 19.82 | 8.24 | 52.10 | 37 | 47 |
No
|
No
|
Yes
|
|
Max Drawdown % | -90.23 | -30.26 | -91.42 | -8.96 | 41 | 47 |
No
|
No
|
Yes
|
|
VaR 1 Y % | -13.76 | -16.34 | -30.81 | -10.27 | 24 | 47 |
Yes
|
No
|
No
|
|
Average Drawdown % | -46.36 | -13.05 | -91.31 | -3.15 | 45 | 47 |
No
|
No
|
Yes
|
|
Sharpe Ratio | -0.96 | 0.31 | -0.98 | 1.22 | 46 | 47 |
No
|
No
|
Yes
|
|
Sterling Ratio | -0.47 | 0.56 | -0.49 | 1.77 | 43 | 47 |
No
|
No
|
Yes
|
|
Sortino Ratio | -0.14 | 0.27 | -0.15 | 0.74 | 46 | 47 |
No
|
No
|
Yes
|
|
Jensen Alpha % | -40.05 | -15.84 | -77.69 | 1.23 | 37 | 47 |
No
|
No
|
Yes
|
|
Treynor Ratio | 1.02 | 0.03 | -0.61 | 1.02 | 1 | 47 |
Yes
|
Yes
|
No
|
|
Modigliani Square Measure % | -10.85 | 12.04 | -14.28 | 47.68 | 44 | 47 |
No
|
No
|
Yes
|
|
Alpha % | -61.85 | -14.89 | -65.16 | -0.04 | 41 | 47 |
No
|
No
|
Yes
|
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.02 | ₹ 10002.0 | ₹ | |
1W | -0.79 | ₹ 9921.0 | ₹ | |
1M | -1.15 | ₹ 9885.0 | ₹ | |
3M | 2.41 | ₹ 10241.0 | ₹ | |
6M | 13.8 | ₹ 11380.0 | ₹ | |
1Y | 20.82 | ₹ 12082.0 | ₹ | |
3Y | -46.36 | ₹ 1543.0 | ₹ | |
5Y | -27.4 | ₹ 2017.0 | ₹ | |
7Y | -17.36 | ₹ 2632.0 | ₹ | |
10Y | -10.0 | ₹ 3487.0 | ₹ | |
15Y | -2.83 | ₹ 6506.0 | ₹ |
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 | 17.9654 | ₹ 13134.72 | ₹ | |
3Y | ₹ 36000 | -19.1863 | ₹ 26371.476 | ₹ | |
5Y | ₹ 60000 | - | ₹ - | ₹ | |
7Y | ₹ 84000 | - | ₹ - | ₹ | |
10Y | ₹ 120000 | - | ₹ - | ₹ | |
15Y | ₹ 180000 | - | ₹ - | ₹ |
Date | NAV Regular Growth | NAV Direct Growth |
---|---|---|
06-05-2024 | 79.008 | None |
03-05-2024 | 78.9909 | None |
02-05-2024 | 79.7751 | None |
30-04-2024 | 79.6391 | None |
29-04-2024 | 79.8412 | None |
26-04-2024 | 78.8368 | None |
25-04-2024 | 79.4889 | None |
24-04-2024 | 78.9694 | None |
23-04-2024 | 78.8476 | None |
22-04-2024 | 78.7522 | None |
19-04-2024 | 78.1549 | None |
18-04-2024 | 77.5147 | None |
16-04-2024 | 78.002 | None |
15-04-2024 | 78.4902 | None |
12-04-2024 | 79.3955 | None |
09-04-2024 | 79.8664 | None |
08-04-2024 | 79.9299 | None |
05-04-2024 | 79.4032 | None |
04-04-2024 | 79.3818 | None |
03-04-2024 | 79.0074 | None |
02-04-2024 | 79.0369 | None |
01-04-2024 | 79.1559 | None |
28-03-2024 | 78.77 | None |
27-03-2024 | 78.0697 | None |
26-03-2024 | 77.5077 | None |
22-03-2024 | 77.8967 | None |
21-03-2024 | 77.6939 | None |
20-03-2024 | 77.1174 | None |
19-03-2024 | 77.0221 | None |
18-03-2024 | 77.8102 | None |
15-03-2024 | 77.6996 | None |
14-03-2024 | 78.1858 | None |
13-03-2024 | 77.8277 | None |
12-03-2024 | 78.7973 | None |
11-03-2024 | 78.621 | None |
07-03-2024 | 79.2831 | None |
06-03-2024 | 79.248 | None |
05-03-2024 | 78.8112 | None |
04-03-2024 | 79.0205 | None |
01-03-2024 | 78.8865 | None |
29-02-2024 | 77.5553 | None |
28-02-2024 | 77.3469 | None |
27-02-2024 | 78.1928 | None |
26-02-2024 | 77.8671 | None |
23-02-2024 | 78.2462 | None |
22-02-2024 | 78.2633 | None |
21-02-2024 | 77.6915 | None |
20-02-2024 | 78.1566 | None |
19-02-2024 | 77.7857 | None |
16-02-2024 | 77.4864 | None |
15-02-2024 | 77.0847 | None |
14-02-2024 | 76.8204 | None |
13-02-2024 | 76.5348 | None |
12-02-2024 | 76.0192 | None |
09-02-2024 | 76.5799 | None |
08-02-2024 | 76.3933 | None |
07-02-2024 | 77.1153 | None |
06-02-2024 | 77.1522 | None |
05-02-2024 | 76.657 | None |
02-02-2024 | 77.0373 | None |
01-02-2024 | 76.5673 | None |
31-01-2024 | 76.6821 | None |
30-01-2024 | 76.0285 | None |
29-01-2024 | 76.8858 | None |
25-01-2024 | 75.5621 | None |
24-01-2024 | 75.9469 | None |
23-01-2024 | 75.2091 | None |
20-01-2024 | 76.3362 | None |
19-01-2024 | 76.6141 | None |
18-01-2024 | 76.0639 | None |
17-01-2024 | 76.3999 | None |
16-01-2024 | 78.1399 | None |
15-01-2024 | 78.3533 | None |
12-01-2024 | 77.5435 | None |
11-01-2024 | 76.6388 | None |
10-01-2024 | 76.5715 | None |
09-01-2024 | 76.282 | None |
08-01-2024 | 76.2495 | None |
05-01-2024 | 76.968 | None |
04-01-2024 | 76.7778 | None |
03-01-2024 | 76.2538 | None |
02-01-2024 | 76.8269 | None |
01-01-2024 | 77.2329 | None |
29-12-2023 | 77.2008 | None |
28-12-2023 | 77.3832 | None |
27-12-2023 | 76.9864 | None |
26-12-2023 | 76.2373 | None |
22-12-2023 | 75.9921 | None |
21-12-2023 | 75.7343 | None |
20-12-2023 | 75.3515 | None |
19-12-2023 | 76.3466 | None |
18-12-2023 | 76.217 | None |
15-12-2023 | 76.3987 | None |
14-12-2023 | 75.3644 | None |
13-12-2023 | 74.3726 | None |
12-12-2023 | 74.3373 | None |
11-12-2023 | 74.7414 | None |
08-12-2023 | 74.6332 | None |
07-12-2023 | 74.309 | None |
06-12-2023 | 74.4506 | None |
05-12-2023 | 74.0643 | None |
04-12-2023 | 73.6043 | None |
01-12-2023 | 72.1269 | None |
30-11-2023 | 71.6009 | None |
29-11-2023 | 71.509 | None |
28-11-2023 | 70.7318 | None |
24-11-2023 | 70.5157 | None |
23-11-2023 | 70.5672 | None |
22-11-2023 | 70.5735 | None |
21-11-2023 | 70.4752 | None |
20-11-2023 | 70.1812 | None |
17-11-2023 | 70.332 | None |
16-11-2023 | 70.5331 | None |
15-11-2023 | 70.1892 | None |
13-11-2023 | 69.3974 | None |
10-11-2023 | 69.3678 | None |
09-11-2023 | 69.2909 | None |
08-11-2023 | 69.4446 | None |
07-11-2023 | 69.4097 | None |
06-11-2023 | 69.4277 | None |
03-11-2023 | 68.7946 | None |
02-11-2023 | 68.4811 | None |
01-11-2023 | 67.9373 | None |
31-10-2023 | 68.2357 | None |
30-10-2023 | 68.4898 | None |
27-10-2023 | 68.1395 | None |
26-10-2023 | 67.463 | None |
25-10-2023 | 68.4246 | None |
23-10-2023 | 68.9232 | None |
20-10-2023 | 69.8057 | None |
19-10-2023 | 70.0413 | None |
18-10-2023 | 70.2976 | None |
17-10-2023 | 70.8861 | None |
16-10-2023 | 70.608 | None |
13-10-2023 | 70.7331 | None |
12-10-2023 | 70.8677 | None |
11-10-2023 | 70.9372 | None |
10-10-2023 | 70.5179 | None |
09-10-2023 | 69.9135 | None |
06-10-2023 | 70.4306 | None |
05-10-2023 | 70.0427 | None |
04-10-2023 | 69.6106 | None |
03-10-2023 | 69.9164 | None |
29-09-2023 | 70.2556 | None |
28-09-2023 | 69.9151 | None |
27-09-2023 | 70.566 | None |
26-09-2023 | 70.382 | None |
25-09-2023 | 70.4659 | None |
22-09-2023 | 70.452 | None |
21-09-2023 | 70.6823 | None |
20-09-2023 | 71.2916 | None |
18-09-2023 | 72.1417 | None |
15-09-2023 | 72.3859 | None |
14-09-2023 | 72.046 | None |
13-09-2023 | 71.9911 | None |
12-09-2023 | 71.7293 | None |
11-09-2023 | 71.6295 | None |
08-09-2023 | 71.0676 | None |
07-09-2023 | 70.7125 | None |
06-09-2023 | 70.3021 | None |
05-09-2023 | 70.1957 | None |
04-09-2023 | 70.0339 | None |
01-09-2023 | 69.7779 | None |
31-08-2023 | 69.1862 | None |
30-08-2023 | 69.4336 | None |
29-08-2023 | 69.422 | None |
28-08-2023 | 69.3381 | None |
25-08-2023 | 69.2225 | None |
24-08-2023 | 69.6127 | None |
23-08-2023 | 69.806 | None |
22-08-2023 | 69.5793 | None |
21-08-2023 | 69.5757 | None |
18-08-2023 | 69.2637 | None |
17-08-2023 | 69.4798 | None |
16-08-2023 | 69.8931 | None |
14-08-2023 | 69.7481 | None |
11-08-2023 | 69.6656 | None |
10-08-2023 | 70.0319 | None |
09-08-2023 | 70.3591 | None |
08-08-2023 | 70.1491 | None |
07-08-2023 | 70.2482 | None |
04-08-2023 | 70.0033 | None |
03-08-2023 | 69.4917 | None |
02-08-2023 | 70.0565 | None |
01-08-2023 | 70.7482 | None |
31-07-2023 | 70.8213 | None |
28-07-2023 | 70.433 | None |
27-07-2023 | 70.5394 | None |
26-07-2023 | 71.0032 | None |
25-07-2023 | 70.6307 | None |
24-07-2023 | 70.6621 | None |
21-07-2023 | 70.9815 | None |
20-07-2023 | 71.9053 | None |
19-07-2023 | 71.384 | None |
18-07-2023 | 71.0636 | None |
17-07-2023 | 70.8471 | None |
14-07-2023 | 70.2872 | None |
13-07-2023 | 69.7406 | None |
12-07-2023 | 69.5621 | None |
11-07-2023 | 69.8478 | None |
10-07-2023 | 69.5579 | None |
07-07-2023 | 69.4919 | None |
06-07-2023 | 70.026 | None |
05-07-2023 | 69.6662 | None |
04-07-2023 | 69.7017 | None |
03-07-2023 | 69.4116 | None |
30-06-2023 | 68.8981 | None |
28-06-2023 | 68.0404 | None |
27-06-2023 | 67.5118 | None |
26-06-2023 | 67.0398 | None |
23-06-2023 | 67.0512 | None |
22-06-2023 | 67.3266 | None |
21-06-2023 | 67.5984 | None |
20-06-2023 | 67.3918 | None |
19-06-2023 | 67.2234 | None |
16-06-2023 | 67.4358 | None |
15-06-2023 | 66.9416 | None |
14-06-2023 | 67.2485 | None |
13-06-2023 | 67.1586 | None |
12-06-2023 | 66.7159 | None |
09-06-2023 | 66.6125 | None |
08-06-2023 | 66.8403 | None |
07-06-2023 | 67.1526 | None |
06-06-2023 | 66.7823 | None |
05-06-2023 | 66.7771 | None |
02-06-2023 | 66.5239 | None |
01-06-2023 | 66.3314 | None |
31-05-2023 | 66.5371 | None |
30-05-2023 | 66.8654 | None |
29-05-2023 | 66.6807 | None |
26-05-2023 | 66.3174 | None |
25-05-2023 | 65.652 | None |
24-05-2023 | 65.5478 | None |
23-05-2023 | 65.7685 | None |
22-05-2023 | 65.7498 | None |
19-05-2023 | 65.5036 | None |
18-05-2023 | 65.1887 | None |
17-05-2023 | 65.3256 | None |
16-05-2023 | 65.7197 | None |
15-05-2023 | 66.005 | None |
12-05-2023 | 65.6701 | None |
11-05-2023 | 65.54 | None |
10-05-2023 | 65.5783 | None |
09-05-2023 | 65.3896 | None |
08-05-2023 | 65.3931 | None |
Fund Launch Date: 07/May/2008 |
Fund Category: ETF |
Investment Objective: The investment objective of the scheme isto provide returns before expenses thatclosely correspond to the total returns ofthe BSE SENSEX subject to tracking errors.However, there is no assurance or..........guarantee that the investment objective ofthe scheme will be achieved |
Fund Description: An open-ended scheme replicating/ tracking S&P BSE sensex index |
Fund Benchmark: S&P BSE SENSEX Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.