Tata Bse Sensex Index Fund Overview
Category Index Fund
BMSMONEY Rank 39
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹195.02(R) -1.5% ₹206.05(D) -1.5%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 11.25% 12.5% 13.65% 13.12% 11.28%
LumpSum (D) 11.6% 12.85% 14.22% 13.62% 11.8%
SIP (R) -% -% -% -% -%
SIP (D) -40.18% 8.69% 14.21% 14.21% 13.83%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.41 0.22 0.64 -0.78% 0.05
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.2% -13.21% -8.95% 0.96 8.29%
Top Index Fund
Fund Name Rank Rating
Motilal Oswal Nifty Smallcap 250 Index Fund 1
ICICI Prudential Nifty Smallcap 250 Index Fund 2
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 3
Nippon India Nifty Smallcap 250 Index Fund 4
Motilal Oswal Nifty Midcap 150 Index Fund 5
Nippon India Nifty Midcap 150 Index Fund 6
Nippon India Nifty 50 Value 20 Index Fund 7
Dsp Nifty Next 50 Index Fund 8
Aditya Birla Sun Life Nifty Smallcap 50 Index Fund 9
Kotak Nifty Next 50 Index Fund 10
Icici Prudential Nifty Next 50 Index Fund 11

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
Tata S&P BSE Sensex Index Fund -Regular Plan 195.02
-2.9600
-1.5000%
Tata S&P BSE Sensex Index Fund - Direct Plan 206.05
-3.1300
-1.5000%

Review Date: 20-12-2024

Tata BSE Sensex Index Fund has shown poor performance in the Index Funds category. The fund has rank of 39 out of 52 funds in the category. The fund has delivered return of 11.25% in 1 year, 12.5% in 3 years, 13.65% in 5 years and 11.28% in 10 years. The category average for the same periods is 19.82%, 15.12%, 16.05% and 11.55% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 12.2, VaR of -13.21, Average Drawdown of -4.13, Semi Deviation of 8.29 and Max Drawdown of -8.95. The category average for the same parameters is 13.26, -16.31, -5.13, 9.35 and -11.11 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in Tata BSE Sensex Index Fund direct growth option would have grown to ₹11160.0 in 1 year, ₹14373.0 in 3 years and ₹19437.0 in 5 years as of today (20-12-2024).
  2. An SIP of ₹1,000 per month in Tata BSE Sensex Index Fund direct growth option would have grown to ₹9186.0 in 1 year, ₹41047.0 in 3 years and ₹85674.0 in 5 years as of today (20-12-2024).
  3. standard deviation of 12.2 and based on VaR one can expect to lose more than -13.21% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.41 which shows poor performance of fund in the index funds category.
  5. The fund has R-square of 0.99, Beta of 0.96 and Jensen's Alpha of -0.78% which exhibit good performance in the index funds category .


Not able to see in mobile!!! save the chart by clicking on camera icon.

KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.09
2.28
-2.55 | 9.59 86 | 145 Average
3M Return % -7.69
-6.03
-14.59 | 4.05 75 | 143 Average
6M Return % 0.90
1.16
-10.55 | 25.65 63 | 140 Good
1Y Return % 11.25
19.82
6.86 | 39.20 96 | 122 Poor
3Y Return % 12.50
15.12
5.34 | 24.13 45 | 54 Poor
5Y Return % 13.65
16.05
8.83 | 29.39 24 | 26 Poor
7Y Return % 13.12
12.92
12.24 | 13.50 7 | 18 Good
10Y Return % 11.28
11.55
10.85 | 14.14 11 | 16 Average
15Y Return % 11.05
11.25
10.90 | 11.62 8 | 11 Average
Standard Deviation 12.20
13.26
1.88 | 20.88 6 | 51 Very Good
Semi Deviation 8.29
9.35
1.57 | 15.05 6 | 51 Very Good
Max Drawdown % -8.95
-11.11
-27.81 | -2.14 7 | 51 Very Good
VaR 1 Y % -13.21
-16.31
-31.22 | -2.13 6 | 51 Very Good
Average Drawdown % -4.13
-5.13
-9.34 | -0.62 9 | 51 Very Good
Sharpe Ratio 0.41
0.44
-0.76 | 0.94 41 | 51 Poor
Sterling Ratio 0.64
0.68
0.41 | 0.98 39 | 51 Average
Sortino Ratio 0.22
0.24
-0.23 | 0.50 41 | 51 Poor
Jensen Alpha % -0.78
-0.76
-2.83 | 3.31 18 | 39 Good
Treynor Ratio 0.05
0.09
0.05 | 0.15 36 | 39 Poor
Modigliani Square Measure % 12.48
15.96
12.12 | 23.09 35 | 39 Poor
Alpha % -1.24
-1.11
-3.48 | 0.01 26 | 39 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

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.11 2.32 -2.50 | 9.66 90 | 147
3M Return % -7.62 -5.93 -14.49 | 4.22 80 | 145
6M Return % 1.06 1.43 -10.29 | 26.07 66 | 142
1Y Return % 11.60 20.39 7.47 | 40.11 97 | 123
3Y Return % 12.85 15.64 5.53 | 24.93 47 | 54
5Y Return % 14.22 16.55 9.59 | 30.28 25 | 26
7Y Return % 13.62 13.34 12.69 | 13.75 4 | 18
10Y Return % 11.80 11.99 11.48 | 14.61 10 | 15
1Y SIP Return % -40.18 -35.21 -40.33 | -21.70 82 | 87
3Y SIP Return % 8.69 16.26 1.58 | 30.88 24 | 31
5Y SIP Return % 14.21 19.00 13.50 | 31.44 12 | 13
7Y SIP Return % 14.21 15.05 14.18 | 18.71 5 | 6
10Y SIP Return % 13.83 14.35 13.65 | 16.32 4 | 5
Standard Deviation 12.20 13.26 1.88 | 20.88 6 | 51
Semi Deviation 8.29 9.35 1.57 | 15.05 6 | 51
Max Drawdown % -8.95 -11.11 -27.81 | -2.14 7 | 51
VaR 1 Y % -13.21 -16.31 -31.22 | -2.13 6 | 51
Average Drawdown % -4.13 -5.13 -9.34 | -0.62 9 | 51
Sharpe Ratio 0.41 0.44 -0.76 | 0.94 41 | 51
Sterling Ratio 0.64 0.68 0.41 | 0.98 39 | 51
Sortino Ratio 0.22 0.24 -0.23 | 0.50 41 | 51
Jensen Alpha % -0.78 -0.76 -2.83 | 3.31 18 | 39
Treynor Ratio 0.05 0.09 0.05 | 0.15 36 | 39
Modigliani Square Measure % 12.48 15.96 12.12 | 23.09 35 | 39
Alpha % -1.24 -1.11 -3.48 | 0.01 26 | 39
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 -1.50 ₹ 9,850.00 -1.50 ₹ 9,850.00
1W -5.00 ₹ 9,500.00 -5.00 ₹ 9,500.00
1M 1.09 ₹ 10,109.00 1.11 ₹ 10,111.00
3M -7.69 ₹ 9,231.00 -7.62 ₹ 9,238.00
6M 0.90 ₹ 10,090.00 1.06 ₹ 10,106.00
1Y 11.25 ₹ 11,125.00 11.60 ₹ 11,160.00
3Y 12.50 ₹ 14,239.00 12.85 ₹ 14,373.00
5Y 13.65 ₹ 18,957.00 14.22 ₹ 19,437.00
7Y 13.12 ₹ 23,695.00 13.62 ₹ 24,450.00
10Y 11.28 ₹ 29,109.00 11.80 ₹ 30,512.00
15Y 11.05 ₹ 48,196.00 ₹

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 ₹ -40.18 ₹ 9,186.14
3Y ₹ 36000 ₹ 8.69 ₹ 41,047.13
5Y ₹ 60000 ₹ 14.21 ₹ 85,673.76
7Y ₹ 84000 ₹ 14.21 ₹ 139,442.94
10Y ₹ 120000 ₹ 13.83 ₹ 247,235.88
15Y ₹ 180000 ₹ ₹


Date Tata Bse Sensex Index Fund NAV Regular Growth Tata Bse Sensex Index Fund NAV Direct Growth
20-12-2024 195.0174 206.0463
19-12-2024 197.9814 209.1762
18-12-2024 200.394 211.7233
17-12-2024 201.6522 213.0509
16-12-2024 204.3139 215.8612
13-12-2024 205.2854 216.882
12-12-2024 203.1807 214.6566
11-12-2024 203.7749 215.2825
10-12-2024 203.7381 215.2417
09-12-2024 203.7375 215.2392
06-12-2024 204.2489 215.7739
05-12-2024 204.396 215.9275
04-12-2024 202.3765 213.7921
03-12-2024 202.1036 213.502
02-12-2024 200.6157 211.9284
29-11-2024 199.5126 210.7577
28-11-2024 197.619 208.7556
27-11-2024 200.5978 211.9003
26-11-2024 200.0263 211.2948
25-11-2024 200.2938 211.5756
22-11-2024 197.8211 208.9583
21-11-2024 192.9212 203.7807

Fund Launch Date: 20/Feb/2003
Fund Category: Index Fund
Investment Objective: The investment objective of the Scheme is to reflect/mirror the market returns with a minimum tracking error.The scheme does not assure or guarantee any returns
Fund Description: A) Invests in S & P BSE Sensex index stocks with weightages equal to that in the indexb) Seeks to mirror the market returns with a minimum tracking error
Fund Benchmark: S&P BSE Sensex Total Return Index
Source: Fund FactSheet

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