Sbi Equity Minimum Variance Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 17
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹22.91(R) -1.3% ₹23.39(D) -1.3%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 11.27% 15.1% 17.35% -% -%
LumpSum (D) 11.63% 15.48% 17.77% -% -%
SIP (R) -% -% -% -% -%
SIP (D) -% -% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.58 0.29 0.69 1.95% 0.08
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.16% -13.5% -11.66% 0.97 9.43%
Top Sectoral/ Thematic
Fund Name Rank Rating
Franklin India Opportunities Fund 1
Icici Prudential India Opportunities Fund 2
ICICI Prudential Business Cycle Fund 3
Icici Prudential Exports And Services Fund 4

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
SBI Equity Minimum Variance Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 22.91
-0.3000
-1.3000%
SBI Equity Minimum Variance Fund - Regular Plan - Growth 22.91
-0.3000
-1.3000%
SBI Equity Minimum Variance Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 23.39
-0.3100
-1.3000%
SBI Equity Minimum Variance Fund - Direct Plan - Growth 23.39
-0.3100
-1.3000%

Review Date: 20-12-2024

Sbi Equity Minimum Variance Fund has shown poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 17 out of 19 funds in the category. The fund has delivered return of 11.27% in 1 year, 15.1% in 3 years and 17.35% in 5 years. The category average for the same periods is 25.16%, 18.2% and 21.65% 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 -4.55, Semi Deviation of 9.43 and Max Drawdown of -11.66. The category average for the same parameters is 14.03, -17.39, -5.79, 9.92 and -13.51 respectively. The fund has low risk in the category.
  • 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.
  • Sharpe ratio of the fund is 0.58 which shows average performance of fund in the sectoral/ thematic fund category.
  • The fund has R-square of 0.86, Beta of 0.97 and Jensen's Alpha of 1.95% which exhibit average performance in the sectoral/ thematic fund category .


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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.63
    2.79
    		-3.13 | 8.71 29 | 30 Poor
    3M Return % -12.65
    -6.29
    		-15.75 | 2.79 27 | 28 Poor
    6M Return % -1.47
    1.46
    		-10.41 | 22.09 22 | 29 Average
    1Y Return % 11.27
    25.16
    		11.27 | 48.83 25 | 25 Poor
    3Y Return % 15.10
    18.20
    		12.64 | 29.36 14 | 20 Average
    5Y Return % 17.35
    21.65
    		15.13 | 30.67 12 | 13 Average
    Standard Deviation 13.16
    14.03
    		11.13 | 17.21 6 | 19 Good
    Semi Deviation 9.43
    9.92
    		8.02 | 12.48 8 | 19 Good
    Max Drawdown % -11.66
    -13.51
    		-26.15 | -6.01 7 | 19 Good
    VaR 1 Y % -13.50
    -17.39
    		-27.36 | -12.54 3 | 19 Very Good
    Average Drawdown % -4.55
    -5.79
    		-9.24 | -3.55 5 | 19 Very Good
    Sharpe Ratio 0.58
    0.74
    		0.15 | 1.49 12 | 19 Average
    Sterling Ratio 0.69
    0.80
    		0.27 | 1.64 12 | 19 Average
    Sortino Ratio 0.29
    0.40
    		0.10 | 0.82 12 | 19 Average
    Jensen Alpha % 1.95
    4.64
    		-3.75 | 19.60 12 | 18 Average
    Treynor Ratio 0.08
    0.32
    		0.05 | 3.84 13 | 18 Average
    Modigliani Square Measure % 14.31
    20.28
    		10.99 | 48.11 14 | 18 Average
    Alpha % 1.57
    1.00
    		-19.54 | 11.00 10 | 18 Good
    Return data last Updated On : Dec. 20, 2024.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
    KPIs: Key Performance Indicators

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    KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
    1M Return % 0.65 2.89 -3.04 | 8.82 29 | 30
    3M Return % -12.58 -6.00 -15.50 | 3.14 27 | 28
    6M Return % -1.31 2.06 -9.85 | 23.23 22 | 29
    1Y Return % 11.63 26.61 11.63 | 50.62 25 | 25
    3Y Return % 15.48 19.56 13.74 | 30.60 14 | 20
    5Y Return % 17.77 22.78 15.95 | 32.46 12 | 13
    Standard Deviation 13.16 14.03 11.13 | 17.21 6 | 19
    Semi Deviation 9.43 9.92 8.02 | 12.48 8 | 19
    Max Drawdown % -11.66 -13.51 -26.15 | -6.01 7 | 19
    VaR 1 Y % -13.50 -17.39 -27.36 | -12.54 3 | 19
    Average Drawdown % -4.55 -5.79 -9.24 | -3.55 5 | 19
    Sharpe Ratio 0.58 0.74 0.15 | 1.49 12 | 19
    Sterling Ratio 0.69 0.80 0.27 | 1.64 12 | 19
    Sortino Ratio 0.29 0.40 0.10 | 0.82 12 | 19
    Jensen Alpha % 1.95 4.64 -3.75 | 19.60 12 | 18
    Treynor Ratio 0.08 0.32 0.05 | 3.84 13 | 18
    Modigliani Square Measure % 14.31 20.28 10.99 | 48.11 14 | 18
    Alpha % 1.57 1.00 -19.54 | 11.00 10 | 18
    Return data last Updated On : Dec. 20, 2024.
    Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
    KPIs: Key Performance Indicators

    Investment Period Regular Direct
    Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
    1D -1.30 ₹ 9,870.00 -1.30 ₹ 9,870.00
    1W -3.25 ₹ 9,675.00 -3.24 ₹ 9,676.00
    1M 0.63 ₹ 10,063.00 0.65 ₹ 10,065.00
    3M -12.65 ₹ 8,735.00 -12.58 ₹ 8,742.00
    6M -1.47 ₹ 9,853.00 -1.31 ₹ 9,869.00
    1Y 11.27 ₹ 11,127.00 11.63 ₹ 11,163.00
    3Y 15.10 ₹ 15,249.00 15.48 ₹ 15,399.00
    5Y 17.35 ₹ 22,252.00 17.77 ₹ 22,658.00
    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 ₹ ₹
    3Y ₹ 36000 ₹ ₹
    5Y ₹ 60000 ₹ ₹
    7Y ₹ 84000 ₹ ₹
    10Y ₹ 120000 ₹ ₹
    15Y ₹ 180000 ₹ ₹


    Date Sbi Equity Minimum Variance Fund NAV Regular Growth Sbi Equity Minimum Variance Fund NAV Direct Growth
    20-12-2024 22.9058 23.3948
    19-12-2024 23.207 23.7022
    18-12-2024 23.2575 23.7536
    17-12-2024 23.2792 23.7756
    16-12-2024 23.585 24.0876
    13-12-2024 23.6741 24.178
    12-12-2024 23.5 23.9999
    11-12-2024 23.6554 24.1585
    10-12-2024 23.5421 24.0425
    09-12-2024 23.5853 24.0864
    06-12-2024 23.7766 24.2811
    05-12-2024 23.7919 24.2965
    04-12-2024 23.5957 24.096
    03-12-2024 23.6363 24.1372
    02-12-2024 23.5231 24.0214
    29-11-2024 23.3921 23.8869
    28-11-2024 23.1763 23.6663
    27-11-2024 23.5051 24.0019
    26-11-2024 23.4963 23.9927
    25-11-2024 23.497 23.9932
    22-11-2024 23.2704 23.7612
    21-11-2024 22.7628 23.2426

    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.