Tata Ethical Fund Overview
Category Sectoral/ Thematic
BMSMONEY Rank 18
BMSMONEY Rating
Gro. Opt. As On: 20-12-2024
NAV ₹394.8(R) -1.81% ₹447.53(D) -1.8%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 17.35% 12.85% 19.64% 13.34% 12.77%
LumpSum (D) 18.83% 14.25% 21.08% 14.69% 14.0%
SIP (R) -39.33% 11.3% 17.21% 16.8% 14.82%
SIP (D) -38.46% 12.78% 18.73% 18.23% 16.13%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.48 0.25 0.56 0.86% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.38% -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
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
Tata Ethical Fund- Regular Plan - Payout of IDCW Option 160.91
-2.9600
-1.8100%
Tata Ethical Fund- Direct Plan - Payout of IDCW Option 245.68
-4.5100
-1.8000%
Tata Ethical Fund-Regular Plan - Growth Option 394.8
-7.2600
-1.8100%
Tata Ethical Fund -Direct Plan- Growth Option 447.53
-8.2200
-1.8000%

Review Date: 20-12-2024

Tata Ethical Fund has shown poor performance in the Sectoral/ Thematic Fund category. The fund has rank of 18 out of 19 funds in the category. The fund has delivered return of 17.35% in 1 year, 12.85% in 3 years, 19.64% in 5 years and 12.77% in 10 years. The category average for the same periods is 25.16%, 18.2%, 21.65% and 14.08% respectively, which shows average return performance of fund in the category. The fund has exhibited standard deviation of 13.38, VaR of -16.24, Average Drawdown of -6.39, Semi Deviation of 9.32 and Max Drawdown of -14.16. 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 Tata Ethical Fund direct growth option would have grown to ₹11883.0 in 1 year, ₹14915.0 in 3 years and ₹26022.0 in 5 years as of today (20-12-2024).
  2. An SIP of ₹1,000 per month in Tata Ethical Fund direct growth option would have grown to ₹9317.0 in 1 year, ₹43578.0 in 3 years and ₹95735.0 in 5 years as of today (20-12-2024).
  3. standard deviation of 13.38 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 0.48 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 0.86% 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 % 0.89
2.79
-3.13 | 8.71 26 | 30 Poor
3M Return % -8.66
-6.29
-15.75 | 2.79 24 | 28 Poor
6M Return % -0.55
1.46
-10.41 | 22.09 19 | 29 Average
1Y Return % 17.35
25.16
11.27 | 48.83 21 | 25 Average
3Y Return % 12.85
18.20
12.64 | 29.36 18 | 20 Poor
5Y Return % 19.64
21.65
15.13 | 30.67 9 | 13 Average
7Y Return % 13.34
14.29
12.08 | 18.46 5 | 7 Average
10Y Return % 12.77
14.08
12.36 | 16.68 5 | 6 Average
15Y Return % 13.93
13.80
10.30 | 16.64 3 | 6 Good
1Y SIP Return % -39.33
-33.44
-39.93 | -18.88 18 | 20 Poor
3Y SIP Return % 11.30
18.42
11.30 | 34.99 16 | 16 Poor
5Y SIP Return % 17.21
21.53
16.00 | 32.00 8 | 10 Average
7Y SIP Return % 16.80
18.90
15.29 | 26.32 5 | 6 Average
10Y SIP Return % 14.82
16.49
14.07 | 21.12 4 | 5 Good
15Y SIP Return % 14.61
15.12
13.79 | 18.49 3 | 5 Good
Standard Deviation 13.38
14.03
11.13 | 17.21 9 | 19 Good
Semi Deviation 9.32
9.92
8.02 | 12.48 7 | 19 Good
Max Drawdown % -14.16
-13.51
-26.15 | -6.01 13 | 19 Average
VaR 1 Y % -16.24
-17.39
-27.36 | -12.54 10 | 19 Good
Average Drawdown % -6.39
-5.79
-9.24 | -3.55 13 | 19 Average
Sharpe Ratio 0.48
0.74
0.15 | 1.49 14 | 19 Average
Sterling Ratio 0.56
0.80
0.27 | 1.64 14 | 19 Average
Sortino Ratio 0.25
0.40
0.10 | 0.82 14 | 19 Average
Jensen Alpha % 0.86
4.64
-3.75 | 19.60 15 | 18 Average
Treynor Ratio 0.07
0.32
0.05 | 3.84 15 | 18 Average
Modigliani Square Measure % 14.81
20.28
10.99 | 48.11 13 | 18 Average
Alpha % -0.73
1.00
-19.54 | 11.00 14 | 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 % 0.99 2.89 -3.04 | 8.82 26 | 30
3M Return % -8.37 -6.00 -15.50 | 3.14 23 | 28
6M Return % 0.08 2.06 -9.85 | 23.23 19 | 29
1Y Return % 18.83 26.61 11.63 | 50.62 21 | 25
3Y Return % 14.25 19.56 13.74 | 30.60 16 | 20
5Y Return % 21.08 22.78 15.95 | 32.46 9 | 13
7Y Return % 14.69 15.31 13.23 | 19.47 4 | 7
10Y Return % 14.00 15.03 13.23 | 17.66 5 | 6
1Y SIP Return % -38.46 -32.53 -39.53 | -17.20 18 | 20
3Y SIP Return % 12.78 19.92 12.56 | 36.51 15 | 16
5Y SIP Return % 18.73 22.82 16.82 | 33.27 8 | 10
7Y SIP Return % 18.23 19.97 16.11 | 27.42 5 | 6
10Y SIP Return % 16.13 17.49 14.91 | 22.10 4 | 5
Standard Deviation 13.38 14.03 11.13 | 17.21 9 | 19
Semi Deviation 9.32 9.92 8.02 | 12.48 7 | 19
Max Drawdown % -14.16 -13.51 -26.15 | -6.01 13 | 19
VaR 1 Y % -16.24 -17.39 -27.36 | -12.54 10 | 19
Average Drawdown % -6.39 -5.79 -9.24 | -3.55 13 | 19
Sharpe Ratio 0.48 0.74 0.15 | 1.49 14 | 19
Sterling Ratio 0.56 0.80 0.27 | 1.64 14 | 19
Sortino Ratio 0.25 0.40 0.10 | 0.82 14 | 19
Jensen Alpha % 0.86 4.64 -3.75 | 19.60 15 | 18
Treynor Ratio 0.07 0.32 0.05 | 3.84 15 | 18
Modigliani Square Measure % 14.81 20.28 10.99 | 48.11 13 | 18
Alpha % -0.73 1.00 -19.54 | 11.00 14 | 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 -1.81 ₹ 9,819.00 -1.80 ₹ 9,820.00
1W -3.46 ₹ 9,654.00 -3.44 ₹ 9,656.00
1M 0.89 ₹ 10,089.00 0.99 ₹ 10,099.00
3M -8.66 ₹ 9,134.00 -8.37 ₹ 9,163.00
6M -0.55 ₹ 9,945.00 0.08 ₹ 10,008.00
1Y 17.35 ₹ 11,735.00 18.83 ₹ 11,883.00
3Y 12.85 ₹ 14,373.00 14.25 ₹ 14,915.00
5Y 19.64 ₹ 24,508.00 21.08 ₹ 26,022.00
7Y 13.34 ₹ 24,024.00 14.69 ₹ 26,104.00
10Y 12.77 ₹ 33,261.00 14.00 ₹ 37,071.00
15Y 13.93 ₹ 70,709.00 ₹

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 -39.33 ₹ 9,251.30 -38.46 ₹ 9,317.09
3Y ₹ 36000 11.30 ₹ 42,648.59 12.78 ₹ 43,578.32
5Y ₹ 60000 17.21 ₹ 92,246.52 18.73 ₹ 95,735.46
7Y ₹ 84000 16.80 ₹ 152,947.28 18.23 ₹ 160,955.93
10Y ₹ 120000 14.82 ₹ 260,652.12 16.13 ₹ 279,612.00
15Y ₹ 180000 14.61 ₹ 596,596.86 ₹


Date Tata Ethical Fund NAV Regular Growth Tata Ethical Fund NAV Direct Growth
20-12-2024 394.7962 447.5322
19-12-2024 402.0587 455.7493
18-12-2024 403.432 457.2903
17-12-2024 404.429 458.4047
16-12-2024 408.7727 463.3121
13-12-2024 408.9499 463.4652
12-12-2024 409.0773 463.5937
11-12-2024 411.7715 466.6309
10-12-2024 410.0352 464.6472
09-12-2024 408.9703 463.4246
06-12-2024 410.7788 465.4259
05-12-2024 410.913 465.5619
04-12-2024 409.4153 463.849
03-12-2024 408.9972 463.3594
02-12-2024 406.463 460.4725
29-11-2024 404.6676 458.3912
28-11-2024 401.6435 454.95
27-11-2024 403.7534 457.3242
26-11-2024 403.1604 456.6368
25-11-2024 403.4667 456.9679
22-11-2024 397.7388 450.4338
21-11-2024 391.3265 443.157

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.