Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Icici Prudential Constan… | - | |
5.63% | 4.75% | 7.62% | 7.56% | % | 5.79% | 4.92% | 7.80% | 7.76% | % | 2.92% | -3.74% | -3.58% | 1.10% | 0.92 | -0.26 | -0.80 |
Sbi Magnum Constant Matu… | - | |
5.57% | 4.72% | 7.02% | 7.23% | 8.38% | 5.91% | 5.05% | 7.35% | 7.57% | 8.73% | 2.83% | -3.61% | -3.54% | 1.10% | 0.90 | -0.28 | -0.84 |
Idfc Government Securiti… | - | |
5.90% | 4.38% | 7.31% | 7.91% | 8.50% | 6.11% | 4.55% | 7.47% | 8.05% | 8.65% | 2.91% | -3.96% | -3.61% | 0.77% | 0.90 | -0.30 | -0.92 |
Dsp 10y G-Sec Fund | - | |
5.53% | 3.27% | 6.32% | 5.82% | % | 5.74% | 3.49% | 6.55% | 6.05% | % | 3.09% | -4.65% | -4.47% | -0.34% | 0.95 | -0.36 | -1.15 |
Return Calculated On: 02 May 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12663.6 | 12415.98 | 39650.4 | 39087.32 | 81528.0 | 67736.94 | 124824.0 | 100836.12 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12675.6 | 12422.87 | 41378.4 | 39359.12 | 86622.0 | 69367.02 | 139927.2 | 105506.27 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12708.0 | 12447.35 | 40942.8 | 39297.53 | 85368.0 | 68815.8 | 143127.6 | 105328.86 | 271416.0 | 173537.76 | 539370.0 | 327512.88 |
SBI Magnum Constant Maturity Fund | 12668.4 | 12422.05 | 41342.4 | 39344.0 | 84222.0 | 68873.52 | 136936.8 | 104094.9 | 268248.0 | 171018.84 | 563598.0 | 326291.58 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP 10Y G-Sec Fund | 12688.8 | 12429.68 | 39898.8 | 39213.9 | 82392.0 | 68106.9 | 126747.6 | 101639.83 | ||||
ICICI Prudential Constant Maturity Gilt Fund | 12694.8 | 12433.08 | 41576.4 | 39456.07 | 87342.0 | 69660.0 | 141708.0 | 106183.56 | ||||
IDFC Government Securities Fund - Constant Maturity Plan | 12733.2 | 12461.96 | 41140.8 | 39407.94 | 86010.0 | 69111.96 | 144421.2 | 105934.16 | 275076.0 | 174942.96 | ||
SBI Magnum Constant Maturity Fund | 12709.2 | 12444.32 | 41734.8 | 39542.0 | 85536.0 | 69449.76 | 140036.4 | 105352.38 | 277032.0 | 174168.6 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-4.47 | -4.65 | -1.77 | 3.09 | 2.29 |
Icici Prudential Constant Maturity Gilt Fund |
-3.58 | -3.74 | -0.83 | 2.92 | 2.16 |
Idfc Government Securities Fund - Constant Maturity Plan |
-3.61 | -3.96 | -1.07 | 2.91 | 2.15 |
Sbi Magnum Constant Maturity Fund |
-3.54 | -3.61 | -0.78 | 2.83 | 2.07 |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp 10y G-Sec Fund |
-1.15
|
-0.36
|
0.26
|
0.38
|
-0.34
|
0.95 |
0.99
|
|
0.31
|
-0.4407
|
Icici Prudential Constant Maturity Gilt Fund |
-0.80
|
-0.26
|
0.37
|
0.37
|
1.10
|
0.92 |
0.88
|
|
0.40
|
0.4585
|
Idfc Government Securities Fund - Constant Maturity Plan |
-0.92
|
-0.30
|
0.34
|
0.38
|
0.77
|
0.90 |
0.90
|
|
0.37
|
0.1805
|
Sbi Magnum Constant Maturity Fund |
-0.84
|
-0.28
|
0.37
|
0.36
|
1.10
|
0.90 |
0.91
|
|
0.39
|
0.1631
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.00%
|
0.33%
|
0.19%
|
0.89%
|
4.43%
|
5.53%
|
3.27%
|
6.32%
|
5.82%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
0.00%
|
0.35%
|
0.18%
|
0.92%
|
4.50%
|
5.63%
|
4.75%
|
7.62%
|
7.56%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
0.00%
|
0.24%
|
0.08%
|
0.85%
|
4.84%
|
5.90%
|
4.38%
|
7.31%
|
7.91%
|
8.50%
|
7.59%
|
SBI Magnum Constant Maturity Fund |
0.00%
|
0.32%
|
0.16%
|
0.88%
|
4.54%
|
5.57%
|
4.72%
|
7.02%
|
7.23%
|
8.38%
|
7.91%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
0.00%
|
0.34%
|
0.21%
|
0.95%
|
4.54%
|
5.74%
|
3.49%
|
6.55%
|
6.05%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
0.00%
|
0.35%
|
0.20%
|
0.95%
|
4.57%
|
5.79%
|
4.92%
|
7.80%
|
7.76%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
0.00%
|
0.24%
|
0.10%
|
0.91%
|
4.96%
|
6.11%
|
4.55%
|
7.47%
|
8.05%
|
8.65%
|
%
|
SBI Magnum Constant Maturity Fund |
0.00%
|
0.33%
|
0.19%
|
0.96%
|
4.71%
|
5.91%
|
5.05%
|
7.35%
|
7.57%
|
8.73%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
6.48%
|
5.41%
|
4.80%
|
5.14%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
6.59%
|
5.88%
|
5.74%
|
6.41%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
6.98%
|
5.77%
|
5.42%
|
6.36%
|
7.17%
|
7.55%
|
SBI Magnum Constant Maturity Fund |
6.58%
|
5.85%
|
5.46%
|
6.03%
|
6.89%
|
7.51%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP 10Y G-Sec Fund |
6.70%
|
5.63%
|
5.01%
|
5.36%
|
%
|
%
|
ICICI Prudential Constant Maturity Gilt Fund |
6.75%
|
6.04%
|
5.91%
|
6.59%
|
%
|
%
|
IDFC Government Securities Fund - Constant Maturity Plan |
7.21%
|
5.96%
|
5.59%
|
6.53%
|
7.32%
|
%
|
SBI Magnum Constant Maturity Fund |
6.93%
|
6.19%
|
5.79%
|
6.37%
|
7.24%
|
%
|