Tata Nifty 50 Exchange Traded Fund Overview
Category ETF
BMSMONEY Rank 35
BMSMONEY Rating
Gro. Opt. As On: 22-11-2024
NAV ₹255.33(R) +2.38% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 21.93% 12.36% 16.17% -% -%
LumpSum (D)
SIP (R) -6.99% 12.33% 16.84% -% -%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.36 0.19 0.56 -0.05% 0.05
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
13.06% -16.65% -11.17% 1.0 9.14%
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NAV Date: 22-11-2024

Scheme Name NAV Rupee Change Percent Change
Tata Nifty 50 Exchange Traded Fund 255.33
5.9400
2.3800%

Review Date: 22-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on six return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: The Tata Nifty 50 Exchange Traded Fund has four return parameters in the category, which are above average but below the top 25%, as listed below:
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: Two return parameters of the fund are below average in the category, which are listed below:
      • 1M Return %
      • 3M Return %
  2. Risk: It signifies the potential for financial loss or the failure to achieve anticipated returns due to diverse elements. We have analyzed two risk parameters of Tata Nifty 50 Exchange Traded Fund, and divided it into three groups the lowest 25%, below average but above the lowest 25%, and above average. More details are provided below.
    1. Lowest 25%: two risk parameters in the lowest 25% in the category, which are listed below.
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 13.06 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 9.14 %.
    2. Below Average but Above the Lowest 25%: Tata Nifty 50 Exchange Traded Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: Tata Nifty 50 Exchange Traded Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For Tata Nifty 50 Exchange Traded Fund, we have evaluated four risk-adjusted performance parameters.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: Tata Nifty 50 Exchange Traded Fund has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Sortino Ratio: Tata Nifty 50 Exchange Traded Fund has a Sortino Ratio of 0.19 compared to the category average of 0.17.
    3. Below Average Risk Adjusted Performance Parameters: Tata Nifty 50 Exchange Traded Fund has three risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Tata Nifty 50 Exchange Traded Fund has a Sharpe Ratio of 0.36 compared to the category average of 0.36.
      • Sterling Ratio: Tata Nifty 50 Exchange Traded Fund has a Sterling Ratio of 0.56 compared to the category average of 0.59.
      • Treynor Ratio: Tata Nifty 50 Exchange Traded Fund has a Treynor Ratio of 0.05 compared to the category average of 0.08.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -2.18
-1.92
-8.61 | 5.51 99 | 184 Average
3M Return % -3.49
-2.52
-13.03 | 21.70 88 | 184 Good
6M Return % 6.50
5.71
-10.20 | 30.50 76 | 176 Good
1Y Return % 21.93
16.49
-89.01 | 56.78 96 | 165 Average
3Y Return % 12.36
3.24
-49.52 | 45.31 41 | 99 Good
5Y Return % 16.17
0.91
-53.94 | 30.51 19 | 67 Good
1Y SIP Return % -6.99
-3.96
-38.38 | 23.38 99 | 155 Average
3Y SIP Return % 12.33
13.92
-14.08 | 44.83 50 | 89 Average
5Y SIP Return % 16.84
14.63
-11.18 | 43.52 23 | 58 Good
Standard Deviation 13.06
13.85
0.00 | 28.97 20 | 80 Very Good
Semi Deviation 9.14
9.61
0.00 | 18.80 20 | 80 Very Good
Max Drawdown % -11.17
-12.90
-38.86 | 0.00 29 | 80 Good
VaR 1 Y % -16.65
-16.92
-34.01 | 0.00 32 | 80 Good
Average Drawdown % -6.35
-5.78
-19.01 | 0.00 45 | 80 Average
Sharpe Ratio 0.36
0.36
-0.74 | 1.89 39 | 77 Good
Sterling Ratio 0.56
0.59
-0.01 | 2.15 35 | 80 Good
Sortino Ratio 0.19
0.17
-1.00 | 1.16 39 | 80 Good
Jensen Alpha % -0.05
-0.28
-1.29 | 2.99 5 | 33 Very Good
Treynor Ratio 0.05
0.08
0.01 | 0.26 19 | 33 Average
Modigliani Square Measure % 11.80
15.00
7.57 | 33.94 17 | 33 Good
Alpha % -0.09
-0.50
-2.73 | 1.05 7 | 33 Very Good
Return data last Updated On : Nov. 22, 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
Standard Deviation 13.06 13.85 0.00 | 28.97 20 | 80
Semi Deviation 9.14 9.61 0.00 | 18.80 20 | 80
Max Drawdown % -11.17 -12.90 -38.86 | 0.00 29 | 80
VaR 1 Y % -16.65 -16.92 -34.01 | 0.00 32 | 80
Average Drawdown % -6.35 -5.78 -19.01 | 0.00 45 | 80
Sharpe Ratio 0.36 0.36 -0.74 | 1.89 39 | 77
Sterling Ratio 0.56 0.59 -0.01 | 2.15 35 | 80
Sortino Ratio 0.19 0.17 -1.00 | 1.16 39 | 80
Jensen Alpha % -0.05 -0.28 -1.29 | 2.99 5 | 33
Treynor Ratio 0.05 0.08 0.01 | 0.26 19 | 33
Modigliani Square Measure % 11.80 15.00 7.57 | 33.94 17 | 33
Alpha % -0.09 -0.50 -2.73 | 1.05 7 | 33
Return data last Updated On : Nov. 22, 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 2.38 ₹ 10,238.00 ₹
1W 1.59 ₹ 10,159.00 ₹
1M -2.18 ₹ 9,782.00 ₹
3M -3.49 ₹ 9,651.00 ₹
6M 6.50 ₹ 10,650.00 ₹
1Y 21.93 ₹ 12,193.00 ₹
3Y 12.36 ₹ 14,186.00 ₹
5Y 16.17 ₹ 21,158.00 ₹
7Y ₹ ₹
10Y ₹ ₹
15Y ₹ ₹

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 -6.99 ₹ 11,538.73 ₹
3Y ₹ 36000 12.33 ₹ 43,302.49 ₹
5Y ₹ 60000 16.84 ₹ 91,421.64 ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Tata Nifty 50 Exchange Traded Fund NAV Regular Growth Tata Nifty 50 Exchange Traded Fund NAV Direct Growth
22-11-2024 255.3285 None
21-11-2024 249.3837 None
19-11-2024 251.1837 None
18-11-2024 250.4899 None
14-11-2024 251.3341 None
13-11-2024 251.5667 None
12-11-2024 255.0274 None
11-11-2024 257.7768 None
08-11-2024 257.8517 None
07-11-2024 258.3976 None
06-11-2024 261.4178 None
05-11-2024 258.4713 None
04-11-2024 256.1485 None
31-10-2024 258.39 None
30-10-2024 259.7845 None
29-10-2024 261.1287 None
28-10-2024 259.5883 None
25-10-2024 257.9019 None
24-10-2024 260.2328 None
23-10-2024 260.6178 None
22-10-2024 261.0089 None

Fund Launch Date: 17/Dec/2018
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to provide returns that is closely correspond to the total returns of the securities as represented by the Nifty 50 index, subject to tracking error. However, there is no assurance or guarantee that the investment objective of the Scheme will be achieved.
Fund Description: 1) Ideal for Investors who are looking for diversified portfolio of well-known companies as represented by Nifty 50 Index. 2) Fund ™s investment approach is designed to track the performance of Nifty 50 Index. 3) Protects long-term investors from the inflows and outflows of short-term investors. This is because the fund does not bear extra transaction cost when buying/selling due to frequent subscriptions and redemptions.
Fund Benchmark: Nifty 50 Total Return Index
Source: Fund FactSheet

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