Sbi Esg Exclusionary Strategy Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 13
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹231.12(R) -1.53% ₹252.37(D) -1.52%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 15.99% 13.01% 15.13% 13.49% 12.36%
LumpSum (D) 16.71% 13.74% 15.95% 14.35% 13.23%
SIP (R) -37.49% 11.81% 16.0% 15.29% 14.07%
SIP (D) -37.05% 12.56% 16.82% 16.11% 14.91%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.42 0.22 0.54 1.98% 0.06
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.74% -14.92% -12.94% 0.86 8.69%
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 ESG Exclusionary Strategy Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 72.28
-1.1200
-1.5300%
SBI ESG Exclusionary Strategy Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 90.6
-1.4000
-1.5200%
SBI ESG Exclusionary Strategy Fund - Regular Plan - Growth 231.12
-3.5800
-1.5300%
SBI ESG Exclusionary Strategy Fund - Direct Plan -Growth 252.37
-3.9000
-1.5200%

Review Date: 20-12-2024

SBI ESG Exclusionary Strategy Fund has exhibited poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 13 out of 19 funds in the category. The fund has delivered return of 15.99% in 1 year, 13.01% in 3 years, 15.13% in 5 years and 12.36% in 10 years. The category average for the same periods is 25.16%, 18.2%, 21.65% and 14.08% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 12.74, VaR of -14.92, Average Drawdown of -4.88, Semi Deviation of 8.69 and Max Drawdown of -12.94. 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.

Key Points:

  1. An investment of ₹10,000 in SBI ESG Exclusionary Strategy Fund direct growth option would have grown to ₹11671.0 in 1 year, ₹14714.0 in 3 years and ₹20954.0 in 5 years as of today (20-12-2024).
  2. An SIP of ₹1,000 per month in SBI ESG Exclusionary Strategy Fund direct growth option would have grown to ₹9424.0 in 1 year, ₹43441.0 in 3 years and ₹91356.0 in 5 years as of today (20-12-2024).
  3. standard deviation of 12.74 and based on VaR one can expect to lose more than -14.92% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.42 which shows poor performance of fund in the sectoral/ thematic fund category.
  5. The fund has R-square of 0.9, Beta of 0.86 and Jensen's Alpha of 1.98% 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 % 0.87
2.79
-3.13 | 8.71 27 | 30 Poor
3M Return % -6.86
-6.29
-15.75 | 2.79 14 | 28 Good
6M Return % 0.57
1.46
-10.41 | 22.09 17 | 29 Average
1Y Return % 15.99
25.16
11.27 | 48.83 23 | 25 Poor
3Y Return % 13.01
18.20
12.64 | 29.36 17 | 20 Poor
5Y Return % 15.13
21.65
15.13 | 30.67 13 | 13 Poor
7Y Return % 13.49
14.29
12.08 | 18.46 4 | 7 Good
10Y Return % 12.36
14.08
12.36 | 16.68 6 | 6 Average
15Y Return % 12.90
13.80
10.30 | 16.64 5 | 6 Average
1Y SIP Return % -37.49
-33.44
-39.93 | -18.88 14 | 20 Average
3Y SIP Return % 11.81
18.42
11.30 | 34.99 15 | 16 Poor
5Y SIP Return % 16.00
21.53
16.00 | 32.00 10 | 10 Poor
7Y SIP Return % 15.29
18.90
15.29 | 26.32 6 | 6 Average
10Y SIP Return % 14.07
16.49
14.07 | 21.12 5 | 5 Average
15Y SIP Return % 13.79
15.12
13.79 | 18.49 5 | 5 Average
Standard Deviation 12.74
14.03
11.13 | 17.21 4 | 19 Very Good
Semi Deviation 8.69
9.92
8.02 | 12.48 2 | 19 Very Good
Max Drawdown % -12.94
-13.51
-26.15 | -6.01 9 | 19 Good
VaR 1 Y % -14.92
-17.39
-27.36 | -12.54 7 | 19 Good
Average Drawdown % -4.88
-5.79
-9.24 | -3.55 7 | 19 Good
Sharpe Ratio 0.42
0.74
0.15 | 1.49 16 | 19 Poor
Sterling Ratio 0.54
0.80
0.27 | 1.64 15 | 19 Average
Sortino Ratio 0.22
0.40
0.10 | 0.82 15 | 19 Average
Jensen Alpha % 1.98
4.64
-3.75 | 19.60 11 | 18 Average
Treynor Ratio 0.06
0.32
0.05 | 3.84 17 | 18 Poor
Modigliani Square Measure % 13.71
20.28
10.99 | 48.11 17 | 18 Poor
Alpha % 0.36
1.00
-19.54 | 11.00 12 | 18 Average
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 % 0.92 2.89 -3.04 | 8.82 27 | 30
3M Return % -6.71 -6.00 -15.50 | 3.14 17 | 28
6M Return % 0.88 2.06 -9.85 | 23.23 17 | 29
1Y Return % 16.71 26.61 11.63 | 50.62 23 | 25
3Y Return % 13.74 19.56 13.74 | 30.60 20 | 20
5Y Return % 15.95 22.78 15.95 | 32.46 13 | 13
7Y Return % 14.35 15.31 13.23 | 19.47 5 | 7
10Y Return % 13.23 15.03 13.23 | 17.66 6 | 6
1Y SIP Return % -37.05 -32.53 -39.53 | -17.20 15 | 20
3Y SIP Return % 12.56 19.92 12.56 | 36.51 16 | 16
5Y SIP Return % 16.82 22.82 16.82 | 33.27 10 | 10
7Y SIP Return % 16.11 19.97 16.11 | 27.42 6 | 6
10Y SIP Return % 14.91 17.49 14.91 | 22.10 5 | 5
Standard Deviation 12.74 14.03 11.13 | 17.21 4 | 19
Semi Deviation 8.69 9.92 8.02 | 12.48 2 | 19
Max Drawdown % -12.94 -13.51 -26.15 | -6.01 9 | 19
VaR 1 Y % -14.92 -17.39 -27.36 | -12.54 7 | 19
Average Drawdown % -4.88 -5.79 -9.24 | -3.55 7 | 19
Sharpe Ratio 0.42 0.74 0.15 | 1.49 16 | 19
Sterling Ratio 0.54 0.80 0.27 | 1.64 15 | 19
Sortino Ratio 0.22 0.40 0.10 | 0.82 15 | 19
Jensen Alpha % 1.98 4.64 -3.75 | 19.60 11 | 18
Treynor Ratio 0.06 0.32 0.05 | 3.84 17 | 18
Modigliani Square Measure % 13.71 20.28 10.99 | 48.11 17 | 18
Alpha % 0.36 1.00 -19.54 | 11.00 12 | 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 -1.53 ₹ 9,847.00 -1.52 ₹ 9,848.00
1W -4.67 ₹ 9,533.00 -4.66 ₹ 9,534.00
1M 0.87 ₹ 10,087.00 0.92 ₹ 10,092.00
3M -6.86 ₹ 9,314.00 -6.71 ₹ 9,329.00
6M 0.57 ₹ 10,057.00 0.88 ₹ 10,088.00
1Y 15.99 ₹ 11,599.00 16.71 ₹ 11,671.00
3Y 13.01 ₹ 14,433.00 13.74 ₹ 14,714.00
5Y 15.13 ₹ 20,231.00 15.95 ₹ 20,954.00
7Y 13.49 ₹ 24,245.00 14.35 ₹ 25,572.00
10Y 12.36 ₹ 32,084.00 13.23 ₹ 34,632.00
15Y 12.90 ₹ 61,748.00 ₹

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 -37.49 ₹ 9,390.76 -37.05 ₹ 9,423.82
3Y ₹ 36000 11.81 ₹ 42,966.97 12.56 ₹ 43,441.24
5Y ₹ 60000 16.00 ₹ 89,546.52 16.82 ₹ 91,355.70
7Y ₹ 84000 15.29 ₹ 144,923.86 16.11 ₹ 149,212.39
10Y ₹ 120000 14.07 ₹ 250,414.92 14.91 ₹ 261,870.96
15Y ₹ 180000 13.79 ₹ 555,456.24 ₹


Date Sbi Esg Exclusionary Strategy Fund NAV Regular Growth Sbi Esg Exclusionary Strategy Fund NAV Direct Growth
20-12-2024 231.1213 252.374
19-12-2024 234.701 256.2784
18-12-2024 237.3853 259.2052
17-12-2024 239.2461 261.2326
16-12-2024 242.0403 264.2792
13-12-2024 242.4473 264.7103
12-12-2024 241.3698 263.5294
11-12-2024 242.223 264.4565
10-12-2024 241.7331 263.9172
09-12-2024 240.9437 263.051
06-12-2024 241.3098 263.4373
05-12-2024 241.3256 263.45
04-12-2024 239.8132 261.7945
03-12-2024 239.0307 260.9359
02-12-2024 237.2554 258.9935
29-11-2024 235.9497 257.5551
28-11-2024 234.7527 256.2441
27-11-2024 237.795 259.5605
26-11-2024 237.5336 259.2708
25-11-2024 237.1494 258.847
22-11-2024 233.9154 255.3041
21-11-2024 229.1267 250.0733

Fund Launch Date: 29/Oct/1993
Fund Category: Sectoral/ Thematic
Investment Objective: To provide investors with opportunitiesfor long-term growth in capital throughan active management of investments in adiversified basket of companies followingEnvironmental, Social and Governance(ESG) criteria.
Fund Description: An Open ended equity Schme investing in companies following the ESG theme
Fund Benchmark: Nifty 100 ESG Index
Source: Fund FactSheet

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