Tata Ethical Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 12
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹392.42(R) +0.42% ₹444.37(D) +0.43%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 21.95% 11.61% 19.4% 14.03% 12.67%
LumpSum (D) 23.48% 13.0% 20.83% 15.39% 13.9%
SIP (R) -7.05% 14.96% 18.62% 17.35% 14.86%
SIP (D) -5.81% 16.42% 20.12% 18.76% 16.15%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.47 0.25 0.56 0.96% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.42% -16.24% -14.16% 0.88 9.32%
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
Tata Ethical Fund- Regular Plan - Payout of IDCW Option 159.94
0.6700
0.4200%
Tata Ethical Fund- Direct Plan - Payout of IDCW Option 243.94
1.0400
0.4300%
Tata Ethical Fund-Regular Plan - Growth Option 392.42
1.6500
0.4200%
Tata Ethical Fund -Direct Plan- Growth Option 444.37
1.8900
0.4300%

Review Date: 19-11-2024

Tata Ethical Fund has shown poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 12 out of 18 funds in the category. The fund has delivered return of 21.95% in 1 year, 11.61% in 3 years, 19.4% in 5 years and 12.67% in 10 years. The category average for the same periods is 28.98%, 15.18%, 21.44% and 13.79% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 13.42, VaR of -16.24, Average Drawdown of -5.13, Semi Deviation of 9.32 and Max Drawdown of -14.16. The category average for the same parameters is 14.31, -17.93, -5.92, 10.16 and -13.96 respectively. The fund has low risk in the category.

Key Points:

  1. An investment of ₹10,000 in Tata Ethical Fund direct growth option would have grown to ₹12348.0 in 1 year, ₹14427.0 in 3 years and ₹25759.0 in 5 years as of today (19-11-2024).
  2. An SIP of ₹1,000 per month in Tata Ethical Fund direct growth option would have grown to ₹11618.0 in 1 year, ₹45917.0 in 3 years and ₹99037.0 in 5 years as of today (19-11-2024).
  3. standard deviation of 13.42 and based on VaR one can expect to lose more than -16.24% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.47 which shows average performance of fund in the sectoral/ thematic fund category.
  5. The fund has R-square of 0.94, Beta of 0.88 and Jensen's Alpha of 0.96% 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 % -5.82
-5.28
-8.31 | -1.24 21 | 30 Average
3M Return % -7.28
-4.30
-10.11 | 3.77 23 | 30 Average
6M Return % 3.53
4.94
-5.38 | 20.82 17 | 26 Average
1Y Return % 21.95
28.98
17.31 | 54.62 21 | 24 Poor
3Y Return % 11.61
15.18
7.44 | 23.97 14 | 19 Average
5Y Return % 19.40
21.44
15.51 | 30.87 9 | 13 Average
7Y Return % 14.03
14.94
13.54 | 18.18 4 | 6 Good
10Y Return % 12.67
13.79
12.40 | 16.33 5 | 6 Average
15Y Return % 14.15
13.93
10.65 | 16.67 3 | 6 Good
1Y SIP Return % -7.05
-2.88
-13.00 | 17.45 18 | 24 Average
3Y SIP Return % 14.96
20.85
14.65 | 36.41 18 | 19 Poor
5Y SIP Return % 18.62
22.52
17.30 | 32.03 10 | 13 Average
7Y SIP Return % 17.35
19.36
15.89 | 25.93 5 | 6 Average
10Y SIP Return % 14.86
16.42
14.14 | 20.57 5 | 6 Average
15Y SIP Return % 14.66
15.40
13.60 | 18.15 3 | 6 Good
Standard Deviation 13.42
14.31
11.32 | 18.29 7 | 18 Good
Semi Deviation 9.32
10.16
8.20 | 13.75 6 | 18 Good
Max Drawdown % -14.16
-13.96
-25.78 | -6.01 10 | 18 Good
VaR 1 Y % -16.24
-17.93
-30.12 | -13.41 9 | 18 Good
Average Drawdown % -5.13
-5.92
-12.34 | -3.35 8 | 18 Good
Sharpe Ratio 0.47
0.63
0.14 | 1.28 12 | 18 Average
Sterling Ratio 0.56
0.73
0.26 | 1.52 12 | 18 Average
Sortino Ratio 0.25
0.34
0.09 | 0.67 11 | 18 Average
Jensen Alpha % 0.96
4.29
-2.89 | 17.82 14 | 17 Average
Treynor Ratio 0.07
0.25
0.04 | 2.60 12 | 17 Average
Modigliani Square Measure % 14.79
18.64
10.43 | 43.64 12 | 17 Average
Alpha % -0.63
0.81
-19.49 | 10.50 13 | 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 % -5.72 -5.19 -8.16 | -1.15 21 | 30
3M Return % -6.99 -4.02 -9.82 | 4.25 23 | 30
6M Return % 4.17 5.54 -4.88 | 21.94 17 | 26
1Y Return % 23.48 30.45 17.68 | 56.50 21 | 24
3Y Return % 13.00 16.50 8.89 | 25.22 14 | 19
5Y Return % 20.83 22.57 16.33 | 32.69 8 | 13
7Y Return % 15.39 15.93 14.35 | 19.19 4 | 6
10Y Return % 13.90 14.74 13.26 | 17.28 4 | 6
1Y SIP Return % -5.81 -1.70 -12.70 | 19.76 18 | 24
3Y SIP Return % 16.42 22.22 15.04 | 37.87 17 | 19
5Y SIP Return % 20.12 23.72 18.09 | 33.26 10 | 13
7Y SIP Return % 18.76 20.35 16.70 | 27.00 5 | 6
10Y SIP Return % 16.15 17.36 14.96 | 21.53 5 | 6
Standard Deviation 13.42 14.31 11.32 | 18.29 7 | 18
Semi Deviation 9.32 10.16 8.20 | 13.75 6 | 18
Max Drawdown % -14.16 -13.96 -25.78 | -6.01 10 | 18
VaR 1 Y % -16.24 -17.93 -30.12 | -13.41 9 | 18
Average Drawdown % -5.13 -5.92 -12.34 | -3.35 8 | 18
Sharpe Ratio 0.47 0.63 0.14 | 1.28 12 | 18
Sterling Ratio 0.56 0.73 0.26 | 1.52 12 | 18
Sortino Ratio 0.25 0.34 0.09 | 0.67 11 | 18
Jensen Alpha % 0.96 4.29 -2.89 | 17.82 14 | 17
Treynor Ratio 0.07 0.25 0.04 | 2.60 12 | 17
Modigliani Square Measure % 14.79 18.64 10.43 | 43.64 12 | 17
Alpha % -0.63 0.81 -19.49 | 10.50 13 | 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 0.42 ₹ 10,042.00 0.43 ₹ 10,043.00
1W -2.33 ₹ 9,767.00 -2.31 ₹ 9,769.00
1M -5.82 ₹ 9,418.00 -5.72 ₹ 9,428.00
3M -7.28 ₹ 9,272.00 -6.99 ₹ 9,301.00
6M 3.53 ₹ 10,353.00 4.17 ₹ 10,417.00
1Y 21.95 ₹ 12,195.00 23.48 ₹ 12,348.00
3Y 11.61 ₹ 13,904.00 13.00 ₹ 14,427.00
5Y 19.40 ₹ 24,264.00 20.83 ₹ 25,759.00
7Y 14.03 ₹ 25,066.00 15.39 ₹ 27,234.00
10Y 12.67 ₹ 32,969.00 13.90 ₹ 36,744.00
15Y 14.15 ₹ 72,814.00 ₹

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 -7.05 ₹ 11,535.00 -5.81 ₹ 11,617.84
3Y ₹ 36000 14.96 ₹ 44,971.49 16.42 ₹ 45,917.17
5Y ₹ 60000 18.62 ₹ 95,492.16 20.12 ₹ 99,036.72
7Y ₹ 84000 17.35 ₹ 156,017.32 18.76 ₹ 164,061.58
10Y ₹ 120000 14.86 ₹ 261,205.56 16.15 ₹ 279,940.80
15Y ₹ 180000 14.66 ₹ 599,130.36 ₹


Date Tata Ethical Fund NAV Regular Growth Tata Ethical Fund NAV Direct Growth
19-11-2024 392.4215 444.3666
18-11-2024 390.767 442.4778
14-11-2024 394.5616 446.713
13-11-2024 395.4419 447.6944
12-11-2024 401.7838 454.8585
11-11-2024 406.217 459.8615
08-11-2024 408.4081 462.2943
07-11-2024 410.2165 464.3253
06-11-2024 412.5271 466.9245
05-11-2024 404.0589 457.3239
04-11-2024 402.7781 455.8587
31-10-2024 403.9051 457.072
30-10-2024 405.2714 458.6023
29-10-2024 405.0303 458.3137
28-10-2024 404.9775 458.2383
25-10-2024 402.7736 455.6976
24-10-2024 406.8207 460.2607
23-10-2024 409.5334 463.3138
22-10-2024 410.2614 464.1215
21-10-2024 416.6551 471.3383

Fund Launch Date: 09/Apr/1996
Fund Category: Sectoral/ Thematic
Investment Objective: The investment objective of the Scheme is to provide medium to long- term capital gains by investing in Shariah compliant equity and equity related instruments of well-researched value and growth - oriented companies
Fund Description: A) Fund focused on investing in non-leveraged, shariah principles based focus companies b) Does not invest in Banking & Financial services sector c) Invests in high quality, cash rich and low leverage companies
Fund Benchmark: Nifty 500 Shariah Total Return Index
Source: Fund FactSheet

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