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%
Top ETF
Fund Name Rank Rating
cpse etf 1
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SBI Nifty Consumption ETF 3
Axis NIFTY India Consumption ETF 4
Nippon India ETF Nifty Dividend Opportunities 50 5
Uti Nifty Next 50 Exchange Traded Fund 6
Icici Prudential Nifty Next 50 Etf 7
Nippon India Etf Nifty Midcap 150 8
Motilal Oswal Nifty Midcap 100 ETF 9
Nippon India ETF Nifty India Consumption 10
Nippon India ETF BSE Sensex Next 50 11
UTI BSE Sensex Next 50 Exchange Traded Fund 12
SBI Nifty Next 50 ETF 13
SBI BSE Sensex Next 50 ETF 14
mirae asset nifty next 50 etf 15
Nippon India ETF Nifty Next 50 Junior BeES 16

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:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on six return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: The SBI BSE Sensex ETF has four return parameters in the category, which are above average but below the top 25%, as listed below:
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 3M Return %
      • 1M Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For SBI BSE Sensex ETF, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: two risk parameters in the lowest 25% in the category, which are listed below.
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 11.94 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 8.06 %.
    2. Below Average but Above the Lowest 25%: SBI BSE Sensex ETF does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: SBI BSE Sensex ETF does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For SBI BSE Sensex ETF, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: SBI BSE Sensex ETF has two risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: SBI BSE Sensex ETF has a Sharpe Ratio of 0.57 compared to the category average of 0.51.
      • Sortino Ratio: SBI BSE Sensex ETF has a Sortino Ratio of 0.31 compared to the category average of 0.26.
    3. Below Average Risk Adjusted Performance Parameters: SBI BSE Sensex ETF has two risk-adjusted performance parameters of the fund that are below average in the category.
      • Sterling Ratio: SBI BSE Sensex ETF has a Sterling Ratio of 0.71 compared to the category average of 0.72.
      • Treynor Ratio: SBI BSE Sensex ETF has a Treynor Ratio of 0.07 compared to the category average of 0.11.


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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
Return data last Updated On : Oct. 29, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2024
KPIs: Key Performance Indicators

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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
Return data last Updated On : Oct. 29, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2024
KPIs: Key Performance Indicators

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
Source: Fund FactSheet

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