Sbi Esg Exclusionary Strategy Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 15
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹229.87(R) +0.41% ₹250.88(D) +0.41%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 22.93% 10.14% 15.51% 13.54% 12.4%
LumpSum (D) 23.7% 10.86% 16.33% 14.41% 13.26%
SIP (R) -4.25% 15.41% 17.3% 15.89% 14.14%
SIP (D) -3.62% 16.16% 18.1% 16.7% 14.96%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.3 0.17 0.45 1.32% 0.04
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.0% -14.92% -14.46% 0.86 8.82%
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 ESG Exclusionary Strategy Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 71.89
0.2900
0.4100%
SBI ESG Exclusionary Strategy Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 90.07
0.3700
0.4100%
SBI ESG Exclusionary Strategy Fund - Regular Plan - Growth 229.87
0.9400
0.4100%
SBI ESG Exclusionary Strategy Fund - Direct Plan -Growth 250.88
1.0300
0.4100%

Review Date: 19-11-2024

SBI ESG Exclusionary Strategy Fund has exhibited poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 15 out of 18 funds in the category. The fund has delivered return of 22.93% in 1 year, 10.14% in 3 years, 15.51% in 5 years and 12.4% in 10 years. The category average for the same periods is 28.98%, 15.18%, 21.44% and 13.79% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 13.0, VaR of -14.92, Average Drawdown of -4.81, Semi Deviation of 8.82 and Max Drawdown of -14.46. 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 ESG Exclusionary Strategy Fund direct growth option would have grown to ₹12370.0 in 1 year, ₹13624.0 in 3 years and ₹21300.0 in 5 years as of today (19-11-2024).
  2. An SIP of ₹1,000 per month in SBI ESG Exclusionary Strategy Fund direct growth option would have grown to ₹11762.0 in 1 year, ₹45748.0 in 3 years and ₹94289.0 in 5 years as of today (19-11-2024).
  3. standard deviation of 13.0 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 0.3 which shows poor performance of fund in the sectoral/ thematic fund category.
  5. The fund has R-square of 0.91, Beta of 0.86 and Jensen's Alpha of 1.32% 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 % -4.35
-5.28
-8.31 | -1.24 7 | 30 Very Good
3M Return % -2.80
-4.30
-10.11 | 3.77 11 | 30 Good
6M Return % 5.74
4.94
-5.38 | 20.82 11 | 26 Good
1Y Return % 22.93
28.98
17.31 | 54.62 19 | 24 Poor
3Y Return % 10.14
15.18
7.44 | 23.97 17 | 19 Poor
5Y Return % 15.51
21.44
15.51 | 30.87 13 | 13 Poor
7Y Return % 13.54
14.94
13.54 | 18.18 6 | 6 Average
10Y Return % 12.40
13.79
12.40 | 16.33 6 | 6 Average
15Y Return % 12.98
13.93
10.65 | 16.67 5 | 6 Average
1Y SIP Return % -4.25
-2.88
-13.00 | 17.45 15 | 24 Average
3Y SIP Return % 15.41
20.85
14.65 | 36.41 17 | 19 Poor
5Y SIP Return % 17.30
22.52
17.30 | 32.03 13 | 13 Poor
7Y SIP Return % 15.89
19.36
15.89 | 25.93 6 | 6 Average
10Y SIP Return % 14.14
16.42
14.14 | 20.57 6 | 6 Average
15Y SIP Return % 13.60
15.40
13.60 | 18.15 6 | 6 Average
Standard Deviation 13.00
14.31
11.32 | 18.29 4 | 18 Very Good
Semi Deviation 8.82
10.16
8.20 | 13.75 2 | 18 Very Good
Max Drawdown % -14.46
-13.96
-25.78 | -6.01 11 | 18 Average
VaR 1 Y % -14.92
-17.93
-30.12 | -13.41 5 | 18 Very Good
Average Drawdown % -4.81
-5.92
-12.34 | -3.35 6 | 18 Good
Sharpe Ratio 0.30
0.63
0.14 | 1.28 16 | 18 Poor
Sterling Ratio 0.45
0.73
0.26 | 1.52 15 | 18 Average
Sortino Ratio 0.17
0.34
0.09 | 0.67 15 | 18 Average
Jensen Alpha % 1.32
4.29
-2.89 | 17.82 12 | 17 Average
Treynor Ratio 0.04
0.25
0.04 | 2.60 16 | 17 Poor
Modigliani Square Measure % 11.97
18.64
10.43 | 43.64 16 | 17 Poor
Alpha % -0.12
0.81
-19.49 | 10.50 12 | 17 Average
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 % -4.30 -5.19 -8.16 | -1.15 7 | 30
3M Return % -2.65 -4.02 -9.82 | 4.25 12 | 30
6M Return % 6.07 5.54 -4.88 | 21.94 13 | 26
1Y Return % 23.70 30.45 17.68 | 56.50 20 | 24
3Y Return % 10.86 16.50 8.89 | 25.22 17 | 19
5Y Return % 16.33 22.57 16.33 | 32.69 13 | 13
7Y Return % 14.41 15.93 14.35 | 19.19 5 | 6
10Y Return % 13.26 14.74 13.26 | 17.28 6 | 6
1Y SIP Return % -3.62 -1.70 -12.70 | 19.76 16 | 24
3Y SIP Return % 16.16 22.22 15.04 | 37.87 18 | 19
5Y SIP Return % 18.10 23.72 18.09 | 33.26 12 | 13
7Y SIP Return % 16.70 20.35 16.70 | 27.00 6 | 6
10Y SIP Return % 14.96 17.36 14.96 | 21.53 6 | 6
Standard Deviation 13.00 14.31 11.32 | 18.29 4 | 18
Semi Deviation 8.82 10.16 8.20 | 13.75 2 | 18
Max Drawdown % -14.46 -13.96 -25.78 | -6.01 11 | 18
VaR 1 Y % -14.92 -17.93 -30.12 | -13.41 5 | 18
Average Drawdown % -4.81 -5.92 -12.34 | -3.35 6 | 18
Sharpe Ratio 0.30 0.63 0.14 | 1.28 16 | 18
Sterling Ratio 0.45 0.73 0.26 | 1.52 15 | 18
Sortino Ratio 0.17 0.34 0.09 | 0.67 15 | 18
Jensen Alpha % 1.32 4.29 -2.89 | 17.82 12 | 17
Treynor Ratio 0.04 0.25 0.04 | 2.60 16 | 17
Modigliani Square Measure % 11.97 18.64 10.43 | 43.64 16 | 17
Alpha % -0.12 0.81 -19.49 | 10.50 12 | 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 0.41 ₹ 10,041.00 0.41 ₹ 10,041.00
1W -1.70 ₹ 9,830.00 -1.69 ₹ 9,831.00
1M -4.35 ₹ 9,565.00 -4.30 ₹ 9,570.00
3M -2.80 ₹ 9,720.00 -2.65 ₹ 9,735.00
6M 5.74 ₹ 10,574.00 6.07 ₹ 10,607.00
1Y 22.93 ₹ 12,293.00 23.70 ₹ 12,370.00
3Y 10.14 ₹ 13,362.00 10.86 ₹ 13,624.00
5Y 15.51 ₹ 20,562.00 16.33 ₹ 21,300.00
7Y 13.54 ₹ 24,321.00 14.41 ₹ 25,654.00
10Y 12.40 ₹ 32,185.00 13.26 ₹ 34,740.00
15Y 12.98 ₹ 62,381.00 ₹

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 -4.25 ₹ 11,720.78 -3.62 ₹ 11,762.48
3Y ₹ 36000 15.41 ₹ 45,265.57 16.16 ₹ 45,748.08
5Y ₹ 60000 17.30 ₹ 92,449.62 18.10 ₹ 94,288.68
7Y ₹ 84000 15.89 ₹ 148,080.16 16.70 ₹ 152,423.21
10Y ₹ 120000 14.14 ₹ 251,290.80 14.96 ₹ 262,690.32
15Y ₹ 180000 13.60 ₹ 546,410.34 ₹


Date Sbi Esg Exclusionary Strategy Fund NAV Regular Growth Sbi Esg Exclusionary Strategy Fund NAV Direct Growth
19-11-2024 229.8743 250.8811
18-11-2024 228.9362 249.853
14-11-2024 230.2034 251.2189
13-11-2024 229.9655 250.955
12-11-2024 233.8541 255.1942
11-11-2024 236.1546 257.7002
08-11-2024 235.737 257.2315
07-11-2024 235.8683 257.3704
06-11-2024 237.6015 259.257
05-11-2024 234.1853 255.5252
04-11-2024 232.0937 253.2387
31-10-2024 233.2134 254.4431
30-10-2024 234.792 256.1611
29-10-2024 236.027 257.5041
28-10-2024 234.577 255.9178
25-10-2024 234.2504 255.5485
24-10-2024 235.5637 256.9768
23-10-2024 236.2314 257.7008
22-10-2024 237.2605 258.8191
21-10-2024 240.3299 262.1629

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.