Sbi Bse Sensex Etf Overview | ||||||
---|---|---|---|---|---|---|
Category | ETF | |||||
BMSMONEY Rank | 47 | |||||
BMSMONEY Rating | ||||||
Gro. Opt. | As On: | 29-10-2024 | ||||
NAV | ₹878.64(R) | +0.54% | (D) | % | ||
Returns | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum (R) | 26.78% | 11.98% | 15.77% | 14.03% | 12.26% | |
LumpSum (D) | ||||||
SIP (R) | 16.73% | 17.08% | 17.75% | 16.07% | 14.47% | |
SIP (D) | ||||||
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
0.57 | 0.31 | 0.71 | -0.61% | 0.07 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
11.94% | -12.6% | -9.9% | 0.97 | 8.06% |
NAV Date: 29-10-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
SBI BSE SENSEX ETF | 878.64 |
4.6900
|
0.5400%
|
Review Date: 29-10-2024
A review of the different performance parameters of the fund is as follows:KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
1M Return % | -4.56 |
-3.47
|
-12.73 | 9.78 | 85 | 186 | Good | |
3M Return % | -0.93 |
0.29
|
-10.60 | 34.51 | 74 | 186 | Good | |
6M Return % | 8.64 |
6.84
|
-89.22 | 27.00 | 106 | 178 | Average | |
1Y Return % | 26.78 |
24.62
|
-88.47 | 72.98 | 111 | 166 | Average | |
3Y Return % | 11.98 |
2.90
|
-49.52 | 45.99 | 50 | 98 | Good | |
5Y Return % | 15.77 |
1.15
|
-53.68 | 29.92 | 35 | 68 | Average | |
7Y Return % | 14.03 |
1.59
|
-40.58 | 18.97 | 18 | 51 | Good | |
10Y Return % | 12.26 |
6.28
|
-11.00 | 17.42 | 10 | 17 | Good | |
1Y SIP Return % | 16.73 |
19.57
|
-35.14 | 47.71 | 113 | 154 | Average | |
3Y SIP Return % | 17.08 |
19.17
|
-9.58 | 52.72 | 58 | 88 | Average | |
5Y SIP Return % | 17.75 |
16.55
|
-8.06 | 45.93 | 34 | 59 | Average | |
7Y SIP Return % | 16.07 |
13.47
|
-7.44 | 32.24 | 27 | 42 | Average | |
10Y SIP Return % | 14.47 |
15.03
|
6.91 | 20.18 | 11 | 13 | Average | |
Standard Deviation | 11.94 |
13.08
|
0.00 | 29.31 | 19 | 79 | Very Good | |
Semi Deviation | 8.06 |
8.97
|
0.00 | 19.36 | 18 | 79 | Very Good | |
Max Drawdown % | -9.90 |
-12.20
|
-37.64 | 0.00 | 24 | 79 | Good | |
VaR 1 Y % | -12.60 |
-14.77
|
-34.01 | 0.00 | 26 | 79 | Good | |
Average Drawdown % | -4.08 |
-5.76
|
-34.88 | 0.00 | 27 | 79 | Good | |
Sharpe Ratio | 0.57 |
0.51
|
-1.15 | 2.19 | 46 | 76 | Average | |
Sterling Ratio | 0.71 |
0.72
|
0.00 | 2.91 | 42 | 79 | Average | |
Sortino Ratio | 0.31 |
0.26
|
-1.00 | 1.59 | 45 | 79 | Average | |
Jensen Alpha % | -0.61 |
-0.21
|
-1.31 | 3.50 | 27 | 33 | Average | |
Treynor Ratio | 0.07 |
0.11
|
0.03 | 0.31 | 27 | 33 | Average | |
Modigliani Square Measure % | 14.43 |
18.63
|
10.12 | 40.29 | 27 | 33 | Average | |
Alpha % | -0.98 |
-0.50
|
-2.21 | 1.01 | 27 | 33 | Average |
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Performance |
---|---|---|---|---|---|---|
Standard Deviation | 11.94 | 13.08 | 0.00 | 29.31 | 19 | 79 | ||
Semi Deviation | 8.06 | 8.97 | 0.00 | 19.36 | 18 | 79 | ||
Max Drawdown % | -9.90 | -12.20 | -37.64 | 0.00 | 24 | 79 | ||
VaR 1 Y % | -12.60 | -14.77 | -34.01 | 0.00 | 26 | 79 | ||
Average Drawdown % | -4.08 | -5.76 | -34.88 | 0.00 | 27 | 79 | ||
Sharpe Ratio | 0.57 | 0.51 | -1.15 | 2.19 | 46 | 76 | ||
Sterling Ratio | 0.71 | 0.72 | 0.00 | 2.91 | 42 | 79 | ||
Sortino Ratio | 0.31 | 0.26 | -1.00 | 1.59 | 45 | 79 | ||
Jensen Alpha % | -0.61 | -0.21 | -1.31 | 3.50 | 27 | 33 | ||
Treynor Ratio | 0.07 | 0.11 | 0.03 | 0.31 | 27 | 33 | ||
Modigliani Square Measure % | 14.43 | 18.63 | 10.12 | 40.29 | 27 | 33 | ||
Alpha % | -0.98 | -0.50 | -2.21 | 1.01 | 27 | 33 |
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.54 | ₹ 10,054.00 | ₹ | |
1W | 0.27 | ₹ 10,027.00 | ₹ | |
1M | -4.56 | ₹ 9,544.00 | ₹ | |
3M | -0.93 | ₹ 9,907.00 | ₹ | |
6M | 8.64 | ₹ 10,864.00 | ₹ | |
1Y | 26.78 | ₹ 12,678.00 | ₹ | |
3Y | 11.98 | ₹ 14,043.00 | ₹ | |
5Y | 15.77 | ₹ 20,795.00 | ₹ | |
7Y | 14.03 | ₹ 25,061.00 | ₹ | |
10Y | 12.26 | ₹ 31,787.00 | ₹ | |
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 | 16.73 | ₹ 13,061.28 | ₹ | |
3Y | ₹ 36000 | 17.08 | ₹ 46,345.07 | ₹ | |
5Y | ₹ 60000 | 17.75 | ₹ 93,465.06 | ₹ | |
7Y | ₹ 84000 | 16.07 | ₹ 148,990.55 | ₹ | |
10Y | ₹ 120000 | 14.47 | ₹ 255,741.48 | ₹ | |
15Y | ₹ 180000 | ₹ | ₹ |
Date | Sbi Bse Sensex Etf NAV Regular Growth | Sbi Bse Sensex Etf NAV Direct Growth |
---|---|---|
29-10-2024 | 878.6364 | None |
28-10-2024 | 873.9434 | None |
25-10-2024 | 867.3635 | None |
24-10-2024 | 874.6037 | None |
23-10-2024 | 874.7884 | None |
22-10-2024 | 876.3045 | None |
21-10-2024 | 886.3478 | None |
18-10-2024 | 887.1531 | None |
17-10-2024 | 884.6757 | None |
16-10-2024 | 890.0799 | None |
15-10-2024 | 893.562 | None |
14-10-2024 | 895.2332 | None |
11-10-2024 | 888.7742 | None |
10-10-2024 | 891.2875 | None |
09-10-2024 | 889.7123 | None |
08-10-2024 | 891.5448 | None |
07-10-2024 | 885.159 | None |
04-10-2024 | 892.1344 | None |
03-10-2024 | 900.9667 | None |
01-10-2024 | 920.2898 | None |
30-09-2024 | 920.656 | None |
Fund Launch Date: 09/Feb/2013 |
Fund Category: ETF |
Investment Objective: The investment objective of the scheme is to providereturns, before expenses, that closely correspond to thetotal returns of the securities as represented by the S&PBSE SENSEX by holding S&P BSE SENSEX stocks in the sameproportion. However, the performance of the scheme may differfrom that of the underlying index due to tracking error. |
Fund Description: An open-ended Scheme trackingS&P BSE SENSEX Index |
Fund Benchmark: BSE Sensex Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.