Tata Bse Sensex Index Fund Overview
Category Index Fund
BMSMONEY Rank 41
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹193.98(R) +0.31% ₹204.9(D) +0.31%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 18.77% 9.85% 14.18% 13.23% 11.07%
LumpSum (D) 19.14% 10.19% 14.76% 13.73% 11.6%
SIP (R) -8.8% 12.06% 15.05% 14.33% 13.37%
SIP (D) -8.49% 12.42% 15.52% 14.83% 13.87%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.26 0.15 0.49 -1.08% 0.03
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.72% -16.04% -11.38% 0.97 8.74%
Top Index Fund
Fund Name Rank Rating
Motilal Oswal Nifty Smallcap 250 Index Fund 1
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 2
Nippon India Nifty Smallcap 250 Index Fund 3
Nippon India Nifty 50 Value 20 Index Fund 4
Motilal Oswal Nifty Midcap 150 Index Fund 5
Dsp Nifty Next 50 Index Fund 6
Nippon India Nifty Midcap 150 Index Fund 7
Kotak Nifty Next 50 Index Fund 8
motilal oswal nifty next 50 index fund 9
Icici Prudential Nifty Next 50 Index Fund 10

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
Tata S&P BSE Sensex Index Fund -Regular Plan 193.98
0.6000
0.3100%
Tata S&P BSE Sensex Index Fund - Direct Plan 204.9
0.6300
0.3100%

Review Date: 19-11-2024

Tata BSE Sensex Index Fund has shown poor performance in the Index Funds category. The fund has rank of 41 out of 50 funds in the category. The fund has delivered return of 18.77% in 1 year, 9.85% in 3 years, 14.18% in 5 years and 11.07% in 10 years. The category average for the same periods is 24.74%, 12.47%, 16.39% and 11.41% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 12.72, VaR of -16.04, Average Drawdown of -4.76, Semi Deviation of 8.74 and Max Drawdown of -11.38. The category average for the same parameters is 13.41, -17.57, -5.35, 9.49 and -12.16 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 ₹11914.0 in 1 year, ₹13379.0 in 3 years and ₹19900.0 in 5 years as of today (19-11-2024).
  2. An SIP of ₹1,000 per month in Tata BSE Sensex Index Fund direct growth option would have grown to ₹11439.0 in 1 year, ₹43357.0 in 3 years and ₹88500.0 in 5 years as of today (19-11-2024).
  3. standard deviation of 12.72 and based on VaR one can expect to lose more than -16.04% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.26 which shows poor performance of fund in the index funds category.
  5. The fund has R-square of 0.99, Beta of 0.97 and Jensen's Alpha of -1.08% which exhibit average performance in the index funds category .


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -4.30
-4.65
-8.56 | 1.96 41 | 145 Good
3M Return % -3.52
-3.98
-14.58 | 6.08 45 | 144 Good
6M Return % 5.40
4.44
-5.05 | 26.10 35 | 138 Very Good
1Y Return % 18.77
24.74
7.35 | 44.92 94 | 122 Poor
3Y Return % 9.85
12.47
5.28 | 19.85 44 | 52 Poor
5Y Return % 14.18
16.39
9.53 | 28.06 24 | 26 Poor
7Y Return % 13.23
13.08
12.38 | 13.59 7 | 18 Good
10Y Return % 11.07
11.41
10.66 | 13.90 10 | 16 Average
15Y Return % 10.92
11.15
10.77 | 11.54 9 | 11 Average
1Y SIP Return % -8.80
-8.15
-38.78 | 10.23 80 | 120 Average
3Y SIP Return % 12.06
16.18
3.15 | 30.64 44 | 52 Poor
5Y SIP Return % 15.05
17.88
13.92 | 30.11 24 | 26 Poor
7Y SIP Return % 14.33
15.12
14.09 | 18.57 17 | 18 Poor
10Y SIP Return % 13.37
13.62
12.82 | 15.83 11 | 16 Average
15Y SIP Return % 12.43
12.49
11.66 | 13.05 7 | 11 Average
Standard Deviation 12.72
13.41
1.89 | 21.15 6 | 49 Very Good
Semi Deviation 8.74
9.49
1.61 | 15.17 6 | 49 Very Good
Max Drawdown % -11.38
-12.16
-27.81 | -2.23 13 | 49 Very Good
VaR 1 Y % -16.04
-17.57
-31.22 | -2.13 10 | 49 Very Good
Average Drawdown % -4.76
-5.35
-10.37 | -0.72 12 | 49 Very Good
Sharpe Ratio 0.26
0.34
-0.68 | 0.88 41 | 49 Poor
Sterling Ratio 0.49
0.59
0.34 | 0.93 40 | 49 Poor
Sortino Ratio 0.15
0.19
-0.21 | 0.47 41 | 49 Poor
Jensen Alpha % -1.08
-0.78
-1.79 | 1.92 25 | 37 Average
Treynor Ratio 0.03
0.07
0.02 | 0.15 35 | 37 Poor
Modigliani Square Measure % 10.68
14.40
8.82 | 22.64 33 | 37 Poor
Alpha % -1.47
-1.16
-3.43 | -0.41 31 | 37 Poor
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 % -4.27 -4.61 -8.51 | 1.99 44 | 147
3M Return % -3.45 -3.87 -14.42 | 6.22 48 | 146
6M Return % 5.56 4.72 -4.84 | 26.52 40 | 140
1Y Return % 19.14 25.33 7.50 | 45.38 96 | 123
3Y Return % 10.19 12.98 5.54 | 20.68 45 | 52
5Y Return % 14.76 16.90 10.30 | 28.94 25 | 26
7Y Return % 13.73 13.51 12.83 | 13.87 4 | 18
10Y Return % 11.60 11.85 11.28 | 14.37 11 | 15
1Y SIP Return % -8.49 -7.67 -38.48 | 10.82 81 | 121
3Y SIP Return % 12.42 16.70 3.36 | 31.42 44 | 52
5Y SIP Return % 15.52 18.40 14.76 | 31.04 25 | 26
7Y SIP Return % 14.83 15.55 14.80 | 19.01 17 | 18
10Y SIP Return % 13.87 14.05 13.48 | 16.27 10 | 15
Standard Deviation 12.72 13.41 1.89 | 21.15 6 | 49
Semi Deviation 8.74 9.49 1.61 | 15.17 6 | 49
Max Drawdown % -11.38 -12.16 -27.81 | -2.23 13 | 49
VaR 1 Y % -16.04 -17.57 -31.22 | -2.13 10 | 49
Average Drawdown % -4.76 -5.35 -10.37 | -0.72 12 | 49
Sharpe Ratio 0.26 0.34 -0.68 | 0.88 41 | 49
Sterling Ratio 0.49 0.59 0.34 | 0.93 40 | 49
Sortino Ratio 0.15 0.19 -0.21 | 0.47 41 | 49
Jensen Alpha % -1.08 -0.78 -1.79 | 1.92 25 | 37
Treynor Ratio 0.03 0.07 0.02 | 0.15 35 | 37
Modigliani Square Measure % 10.68 14.40 8.82 | 22.64 33 | 37
Alpha % -1.47 -1.16 -3.43 | -0.41 31 | 37
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 0.31 ₹ 10,031.00 0.31 ₹ 10,031.00
1W -1.38 ₹ 9,862.00 -1.37 ₹ 9,863.00
1M -4.30 ₹ 9,570.00 -4.27 ₹ 9,573.00
3M -3.52 ₹ 9,648.00 -3.45 ₹ 9,655.00
6M 5.40 ₹ 10,540.00 5.56 ₹ 10,556.00
1Y 18.77 ₹ 11,877.00 19.14 ₹ 11,914.00
3Y 9.85 ₹ 13,254.00 10.19 ₹ 13,379.00
5Y 14.18 ₹ 19,407.00 14.76 ₹ 19,900.00
7Y 13.23 ₹ 23,858.00 13.73 ₹ 24,617.00
10Y 11.07 ₹ 28,582.00 11.60 ₹ 29,964.00
15Y 10.92 ₹ 47,336.00 ₹

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 -8.80 ₹ 11,418.40 -8.49 ₹ 11,438.65
3Y ₹ 36000 12.06 ₹ 43,130.88 12.42 ₹ 43,356.64
5Y ₹ 60000 15.05 ₹ 87,488.52 15.52 ₹ 88,500.00
7Y ₹ 84000 14.33 ₹ 140,042.95 14.83 ₹ 142,583.11
10Y ₹ 120000 13.37 ₹ 241,148.28 13.87 ₹ 247,782.24
15Y ₹ 180000 12.43 ₹ 494,154.18 ₹


Date Tata Bse Sensex Index Fund NAV Regular Growth Tata Bse Sensex Index Fund NAV Direct Growth
19-11-2024 193.9836 204.8993
18-11-2024 193.3848 204.2651
14-11-2024 194.0002 204.9081
13-11-2024 194.2351 205.1544
12-11-2024 196.6975 207.7535
11-11-2024 198.7517 209.9212
08-11-2024 198.7365 209.8999
07-11-2024 198.8779 210.0474
06-11-2024 200.9695 212.2546
05-11-2024 198.6878 209.8429
04-11-2024 196.9686 208.0254
31-10-2024 198.4998 209.6356
30-10-2024 199.8379 211.0469
29-10-2024 200.9073 212.1744
28-10-2024 199.8378 211.0431
25-10-2024 198.3429 209.459
24-10-2024 200.0016 211.2089
23-10-2024 200.0468 211.2548
22-10-2024 200.3965 211.6222
21-10-2024 202.6952 214.0479

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.