Sbi Equity Minimum Variance Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 11
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹22.98(R) +0.15% ₹23.46(D) +0.15%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 17.31% 13.57% 17.75% -% -%
LumpSum (D) 17.68% 13.95% 18.17% -% -%
SIP (R) -13.0% 14.65% 17.67% -% -%
SIP (D) -12.7% 15.04% 18.09% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.59 0.3 0.8 3.93% 0.08
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.16% -13.5% -8.89% 0.94 9.43%
Top Sectoral/ Thematic
Fund Name Rank Rating
Franklin India Opportunities Fund 1
Icici Prudential India Opportunities Fund 2
Tata Business Cycle Fund 3
ICICI Prudential Business Cycle Fund 4

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
SBI Equity Minimum Variance Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 22.98
0.0300
0.1500%
SBI Equity Minimum Variance Fund - Regular Plan - Growth 22.98
0.0300
0.1500%
SBI Equity Minimum Variance Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 23.46
0.0300
0.1500%
SBI Equity Minimum Variance Fund - Direct Plan - Growth 23.46
0.0300
0.1500%

Review Date: 19-11-2024

Sbi Equity Minimum Variance Fund has exhibited poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 11 out of 18 funds in the category. The fund has delivered return of 17.31% in 1 year, 13.57% in 3 years and 17.75% in 5 years. The category average for the same periods is 28.98%, 15.18% and 21.44% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 13.16, VaR of -13.5, Average Drawdown of -4.24, Semi Deviation of 9.43 and Max Drawdown of -8.89. The category average for the same parameters is 14.31, -17.93, -5.92, 10.16 and -13.96 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in Sbi Equity Minimum Variance Fund direct growth option would have grown to ₹11768.0 in 1 year, ₹14795.0 in 3 years and ₹23046.0 in 5 years as of today (19-11-2024).
  2. An SIP of ₹1,000 per month in Sbi Equity Minimum Variance Fund direct growth option would have grown to ₹11155.0 in 1 year, ₹45023.0 in 3 years and ₹94264.0 in 5 years as of today (19-11-2024).
  3. standard deviation of 13.16 and based on VaR one can expect to lose more than -13.5% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.59 which shows good performance of fund in the sectoral/ thematic fund category.
  5. The fund has R-square of 0.87, Beta of 0.94 and Jensen's Alpha of 3.93% which exhibit good performance in the sectoral/ thematic fund category .


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -7.46
-5.28
-8.31 | -1.24 29 | 30 Poor
3M Return % -8.25
-4.30
-10.11 | 3.77 27 | 30 Poor
6M Return % 2.45
4.94
-5.38 | 20.82 21 | 26 Average
1Y Return % 17.31
28.98
17.31 | 54.62 24 | 24 Poor
3Y Return % 13.57
15.18
7.44 | 23.97 10 | 19 Good
5Y Return % 17.75
21.44
15.51 | 30.87 11 | 13 Average
1Y SIP Return % -13.00
-2.88
-13.00 | 17.45 24 | 24 Poor
3Y SIP Return % 14.65
20.85
14.65 | 36.41 19 | 19 Poor
5Y SIP Return % 17.67
22.52
17.30 | 32.03 11 | 13 Average
Standard Deviation 13.16
14.31
11.32 | 18.29 6 | 18 Good
Semi Deviation 9.43
10.16
8.20 | 13.75 7 | 18 Good
Max Drawdown % -8.89
-13.96
-25.78 | -6.01 4 | 18 Very Good
VaR 1 Y % -13.50
-17.93
-30.12 | -13.41 2 | 18 Very Good
Average Drawdown % -4.24
-5.92
-12.34 | -3.35 3 | 18 Very Good
Sharpe Ratio 0.59
0.63
0.14 | 1.28 8 | 18 Good
Sterling Ratio 0.80
0.73
0.26 | 1.52 6 | 18 Good
Sortino Ratio 0.30
0.34
0.09 | 0.67 9 | 18 Good
Jensen Alpha % 3.93
4.29
-2.89 | 17.82 7 | 17 Good
Treynor Ratio 0.08
0.25
0.04 | 2.60 11 | 17 Average
Modigliani Square Measure % 15.03
18.64
10.43 | 43.64 11 | 17 Average
Alpha % 3.23
0.81
-19.49 | 10.50 6 | 17 Good
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -7.43 -5.19 -8.16 | -1.15 29 | 30
3M Return % -8.17 -4.02 -9.82 | 4.25 27 | 30
6M Return % 2.62 5.54 -4.88 | 21.94 21 | 26
1Y Return % 17.68 30.45 17.68 | 56.50 24 | 24
3Y Return % 13.95 16.50 8.89 | 25.22 13 | 19
5Y Return % 18.17 22.57 16.33 | 32.69 12 | 13
1Y SIP Return % -12.70 -1.70 -12.70 | 19.76 24 | 24
3Y SIP Return % 15.04 22.22 15.04 | 37.87 19 | 19
5Y SIP Return % 18.09 23.72 18.09 | 33.26 13 | 13
Standard Deviation 13.16 14.31 11.32 | 18.29 6 | 18
Semi Deviation 9.43 10.16 8.20 | 13.75 7 | 18
Max Drawdown % -8.89 -13.96 -25.78 | -6.01 4 | 18
VaR 1 Y % -13.50 -17.93 -30.12 | -13.41 2 | 18
Average Drawdown % -4.24 -5.92 -12.34 | -3.35 3 | 18
Sharpe Ratio 0.59 0.63 0.14 | 1.28 8 | 18
Sterling Ratio 0.80 0.73 0.26 | 1.52 6 | 18
Sortino Ratio 0.30 0.34 0.09 | 0.67 9 | 18
Jensen Alpha % 3.93 4.29 -2.89 | 17.82 7 | 17
Treynor Ratio 0.08 0.25 0.04 | 2.60 11 | 17
Modigliani Square Measure % 15.03 18.64 10.43 | 43.64 11 | 17
Alpha % 3.23 0.81 -19.49 | 10.50 6 | 17
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.15 ₹ 10,015.00 0.15 ₹ 10,015.00
1W -2.33 ₹ 9,767.00 -2.32 ₹ 9,768.00
1M -7.46 ₹ 9,254.00 -7.43 ₹ 9,257.00
3M -8.25 ₹ 9,175.00 -8.17 ₹ 9,183.00
6M 2.45 ₹ 10,245.00 2.62 ₹ 10,262.00
1Y 17.31 ₹ 11,731.00 17.68 ₹ 11,768.00
3Y 13.57 ₹ 14,650.00 13.95 ₹ 14,795.00
5Y 17.75 ₹ 22,632.00 18.17 ₹ 23,046.00
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 -13.00 ₹ 11,134.15 -12.70 ₹ 11,154.98
3Y ₹ 36000 14.65 ₹ 44,774.57 15.04 ₹ 45,023.22
5Y ₹ 60000 17.67 ₹ 93,301.20 18.09 ₹ 94,263.60
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Sbi Equity Minimum Variance Fund NAV Regular Growth Sbi Equity Minimum Variance Fund NAV Direct Growth
19-11-2024 22.9767 23.4607
18-11-2024 22.9427 23.4258
14-11-2024 23.042 23.5262
13-11-2024 23.2498 23.7382
12-11-2024 23.5248 24.0188
11-11-2024 23.9009 24.4026
08-11-2024 24.1735 24.6802
07-11-2024 24.128 24.6336
06-11-2024 24.3196 24.8289
05-11-2024 24.0402 24.5434
04-11-2024 23.9208 24.4213
31-10-2024 24.124 24.6279
30-10-2024 24.2037 24.709
29-10-2024 24.2155 24.7208
28-10-2024 24.2415 24.7471
25-10-2024 24.0295 24.5301
24-10-2024 24.2073 24.7114
23-10-2024 24.4476 24.9564
22-10-2024 24.5291 25.0393
21-10-2024 24.8276 25.3439

Fund Launch Date: 02/Mar/2019
Fund Category: Sectoral/ Thematic
Investment Objective: The investment objective of the scheme is to provide long term capital appreciation by investing in a diversified basket of companies in Nifty 50 Index while aiming for minimizing the portfolio volatility. However, there is no guarantee or assurance that the investment objective of the scheme will be achieved.
Fund Description: An Open Ended Equity Scheme following minimum variance theme
Fund Benchmark: Nifty 50 Index
Source: Fund FactSheet

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