Kotak Nifty Bank Etf Overview
Category ETF
BMSMONEY Rank 61
BMSMONEY Rating
Gro. Opt. As On: 19-11-2024
NAV ₹520.48(R) +0.52% (D) %
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 16.95% 10.72% 10.19% 10.24% -%
LumpSum (D)
SIP (R) -7.45% 11.28% 14.86% 12.71% -%
SIP (D)
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.17 0.11 0.38 -0.26% 0.03
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
16.13% -19.09% -15.59% 1.0 10.94%
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NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
Kotak Nifty Bank ETF 520.48
2.7000
0.5200%

Review Date: 19-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined six return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    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 Kotak Nifty Bank ETF has six return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1M Return %
      • 3M Return %
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
      • 5Y Return %
    3. Below Average: Kotak Nifty Bank ETF has no return parameters that are below average in the category.
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. For Kotak Nifty Bank ETF, we have analyzed two risk parameters and divided them into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: Kotak Nifty Bank ETF does not have any risk parameters in the lowest 25% of the category. It means high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: Kotak Nifty Bank ETF does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: Kotak Nifty Bank ETF has two parameters that are above average 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 16.13 %.
      • 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 10.94 %.
  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 Kotak Nifty Bank ETF, 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: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.
    3. Below Average Risk Adjusted Performance Parameters: Kotak Nifty Bank ETF has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Kotak Nifty Bank ETF has a Sharpe Ratio of 0.17 compared to the category average of 0.36.
      • Sterling Ratio: Kotak Nifty Bank ETF has a Sterling Ratio of 0.38 compared to the category average of 0.59.
      • Sortino Ratio: Kotak Nifty Bank ETF has a Sortino Ratio of 0.11 compared to the category average of 0.17.
      • Treynor Ratio: Kotak Nifty Bank ETF has a Treynor Ratio of 0.03 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 % -2.58
-4.13
-9.06 | 5.67 52 | 186 Good
3M Return % 0.47
-2.35
-14.26 | 25.71 54 | 186 Good
6M Return % 5.79
4.92
-10.18 | 26.60 48 | 178 Good
1Y Return % 16.95
15.71
-89.10 | 54.69 125 | 166 Average
3Y Return % 10.72
2.36
-50.39 | 43.66 53 | 100 Average
5Y Return % 10.19
0.26
-54.14 | 29.94 37 | 68 Average
7Y Return % 10.24
1.08
-40.91 | 18.05 28 | 51 Average
1Y SIP Return % -7.45
-6.01
-39.83 | 26.22 79 | 154 Average
3Y SIP Return % 11.28
15.24
-11.92 | 46.84 68 | 90 Average
5Y SIP Return % 14.86
14.35
-10.44 | 43.53 39 | 59 Average
7Y SIP Return % 12.71
12.15
-8.55 | 30.93 30 | 42 Average
Standard Deviation 16.13
13.85
0.00 | 28.97 53 | 80 Average
Semi Deviation 10.94
9.61
0.00 | 18.80 49 | 80 Average
Max Drawdown % -15.59
-12.90
-38.86 | 0.00 61 | 80 Poor
VaR 1 Y % -19.09
-16.92
-34.01 | 0.00 56 | 80 Average
Average Drawdown % -5.05
-5.78
-19.01 | 0.00 33 | 80 Good
Sharpe Ratio 0.17
0.36
-0.74 | 1.89 58 | 77 Average
Sterling Ratio 0.38
0.59
-0.01 | 2.15 66 | 80 Poor
Sortino Ratio 0.11
0.17
-1.00 | 1.16 58 | 80 Average
Jensen Alpha % -0.26
-0.28
-1.29 | 2.99 18 | 33 Good
Treynor Ratio 0.03
0.08
0.01 | 0.26 31 | 33 Poor
Modigliani Square Measure % 9.65
15.00
7.57 | 33.94 31 | 33 Poor
Alpha % -0.27
-0.50
-2.73 | 1.05 18 | 33 Good
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
Standard Deviation 16.13 13.85 0.00 | 28.97 53 | 80
Semi Deviation 10.94 9.61 0.00 | 18.80 49 | 80
Max Drawdown % -15.59 -12.90 -38.86 | 0.00 61 | 80
VaR 1 Y % -19.09 -16.92 -34.01 | 0.00 56 | 80
Average Drawdown % -5.05 -5.78 -19.01 | 0.00 33 | 80
Sharpe Ratio 0.17 0.36 -0.74 | 1.89 58 | 77
Sterling Ratio 0.38 0.59 -0.01 | 2.15 66 | 80
Sortino Ratio 0.11 0.17 -1.00 | 1.16 58 | 80
Jensen Alpha % -0.26 -0.28 -1.29 | 2.99 18 | 33
Treynor Ratio 0.03 0.08 0.01 | 0.26 31 | 33
Modigliani Square Measure % 9.65 15.00 7.57 | 33.94 31 | 33
Alpha % -0.27 -0.50 -2.73 | 1.05 18 | 33
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 0.52 ₹ 10,052.00 ₹
1W -1.04 ₹ 9,896.00 ₹
1M -2.58 ₹ 9,742.00 ₹
3M 0.47 ₹ 10,047.00 ₹
6M 5.78 ₹ 10,578.00 ₹
1Y 16.95 ₹ 11,695.00 ₹
3Y 10.72 ₹ 13,573.00 ₹
5Y 10.19 ₹ 16,247.00 ₹
7Y 10.24 ₹ 19,793.00 ₹
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 -7.45 ₹ 11,508.76 ₹
3Y ₹ 36000 11.28 ₹ 42,641.71 ₹
5Y ₹ 60000 14.86 ₹ 87,086.34 ₹
7Y ₹ 84000 12.71 ₹ 132,157.37 ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Kotak Nifty Bank Etf NAV Regular Growth Kotak Nifty Bank Etf NAV Direct Growth
19-11-2024 520.4805 None
18-11-2024 517.7819 None
14-11-2024 515.8964 None
13-11-2024 514.961 None
12-11-2024 525.957 None
11-11-2024 533.3502 None
08-11-2024 530.1126 None
07-11-2024 533.7674 None
06-11-2024 537.891 None
05-11-2024 536.7607 None
04-11-2024 526.5652 None
31-10-2024 529.2475 None
30-10-2024 532.6642 None
29-10-2024 537.942 None
28-10-2024 527.0329 None
25-10-2024 522.188 None
24-10-2024 529.8358 None
23-10-2024 526.8345 None
22-10-2024 527.0233 None
21-10-2024 534.2787 None

Fund Launch Date: 24/Nov/2014
Fund Category: ETF
Investment Objective: The investment objective of the scheme isto provide returns before expenses thatclosely correspond to the total returns ofstocks as represented by the Nifty BankIndex subject to tracking errors. There is noassurance or guarantee that the investmentobjective of the scheme will be achieved.
Fund Description: An open-ended scheme replicating/ tracking nifty bank index
Fund Benchmark: Nifty Bank Index Total Return Index
Source: Fund FactSheet

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