Gilt Fund with 10 year constant duration Ranking

Ranked On: 29 February 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…	-		6.75%	4.87%	7.73%	7.52%	%	6.92%	5.04%	7.90%	7.71%	%	2.94%	-3.74%	-3.58%	1.16%	0.93	-0.22	-0.65
Sbi Magnum Constant Matu…	-		6.73%	4.84%	7.12%	7.20%	8.40%	7.08%	5.17%	7.46%	7.54%	8.75%	2.86%	-3.61%	-3.54%	1.15%	0.92	-0.23	-0.69
Idfc Government Securiti…	-		6.93%	4.50%	7.45%	7.89%	8.51%	7.14%	4.67%	7.61%	8.04%	8.66%	2.94%	-3.96%	-3.61%	0.81%	0.92	-0.26	-0.78
Dsp 10y G-Sec Fund	-		6.83%	3.44%	6.42%	5.76%	%	7.05%	3.65%	6.65%	6.00%	%	3.12%	-4.65%	-4.47%	-0.31%	0.96	-0.32	-1.02

Return Calculated On: 18 April 2024

Ratios Calculated On: 29 February 2024

Select Parameter:

Monthly SIP of Rs. 1,000 for 1Y.
LumpSum Investment 1,000 * 1Y * 12 Months.

Monthly SIP of Rs. 1,000 for 1Y.
LumpSum Investment 1,000 * 1Y * 12 Months.

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}
Fund Name	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP
DSP 10Y G-Sec Fund	12819.6	11407.8	39841.2	38030.4	81918.0	66758.64	124345.2	99759.24
ICICI Prudential Constant Maturity Gilt Fund	12810.0	11401.3	41526.0	38270.48	87042.0	68348.88	139540.8	104403.26
IDFC Government Securities Fund - Constant Maturity Plan	12831.6	11432.41	41079.6	38226.49	85932.0	67827.54	142934.4	104293.64	271620.0	170459.88	538038.0	334940.76
SBI Magnum Constant Maturity Fund	12807.6	11407.19	41479.2	38279.56	84642.0	67877.64	136651.2	103069.85	268716.0	167995.08	560556.0	333672.3

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}
Fund Name	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP	LumpSum	SIP
DSP 10Y G-Sec Fund	12846.0	11421.19	40089.6	38156.51	82782.0	67129.08	126268.8	100562.53
ICICI Prudential Constant Maturity Gilt Fund	12830.4	11411.24	41720.4	38366.86	87768.0	68641.98	141313.2	105080.47
IDFC Government Securities Fund - Constant Maturity Plan	12856.8	11446.66	41277.6	38335.57	86568.0	68122.2	144312.0	104896.26	275268.0	171834.0
SBI Magnum Constant Maturity Fund	12849.6	11428.96	41875.2	38476.55	85962.0	68453.76	139734.0	104326.66	277512.0	171082.44

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	3.12	2.31
Icici Prudential Constant Maturity Gilt Fund	-3.58	-3.74	-0.83	2.94	2.19
Idfc Government Securities Fund - Constant Maturity Plan	-3.61	-3.96	-1.07	2.94	2.18
Sbi Magnum Constant Maturity Fund	-3.54	-3.61	-0.78	2.86	2.09

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	-1.02	-0.32	0.27	0.37	-0.31	0.96	0.99		0.32	-0.3175
Icici Prudential Constant Maturity Gilt Fund	-0.65	-0.22	0.38	0.37	1.16	0.93	0.90		0.42	0.6160
Idfc Government Securities Fund - Constant Maturity Plan	-0.78	-0.26	0.35	0.38	0.81	0.92	0.93		0.39	0.3301
Sbi Magnum Constant Maturity Fund	-0.69	-0.23	0.38	0.36	1.15	0.92	0.93		0.41	0.3141

As On: 18 April 2024

Fund Name	1D	1W	1M	3M	6M	1Y	3Y	5Y	7Y	10Y	15Y
DSP 10Y G-Sec Fund	0.00%	0.21%	0.08%	1.76%	4.74%	6.83%	3.44%	6.42%	5.76%	%	%
ICICI Prudential Constant Maturity Gilt Fund	0.00%	0.10%	-0.02%	1.68%	4.69%	6.75%	4.87%	7.73%	7.52%	%	%
IDFC Government Securities Fund - Constant Maturity Plan	0.00%	0.03%	0.04%	1.82%	5.11%	6.93%	4.50%	7.45%	7.89%	8.51%	7.57%
SBI Magnum Constant Maturity Fund	0.00%	0.11%	0.06%	1.76%	4.78%	6.73%	4.84%	7.12%	7.20%	8.40%	7.87%

As On: 18 April 2024

Fund Name	1D	1W	1M	3M	6M	1Y	3Y	5Y	7Y	10Y	15Y
DSP 10Y G-Sec Fund	0.00%	0.21%	0.10%	1.81%	4.85%	7.05%	3.65%	6.65%	6.00%	%	%
ICICI Prudential Constant Maturity Gilt Fund	0.00%	0.10%	-0.01%	1.71%	4.77%	6.92%	5.04%	7.90%	7.71%	%	%
IDFC Government Securities Fund - Constant Maturity Plan	0.00%	0.04%	0.06%	1.88%	5.23%	7.14%	4.67%	7.61%	8.04%	8.66%	%
SBI Magnum Constant Maturity Fund	0.00%	0.11%	0.09%	1.85%	4.95%	7.08%	5.17%	7.46%	7.54%	8.75%	%

As On: 18 April 2024

Fund Name	1 Year	3 Year	5 Year	7 Year	10 Year	15 Year
DSP 10Y G-Sec Fund	-8.98%	3.59%	4.22%	4.84%	%	%
ICICI Prudential Constant Maturity Gilt Fund	-9.07%	4.01%	5.15%	6.11%	%	%
IDFC Government Securities Fund - Constant Maturity Plan	-8.61%	3.93%	4.85%	6.08%	6.82%	7.82%
SBI Magnum Constant Maturity Fund	-8.99%	4.02%	4.87%	5.75%	6.54%	7.78%

As On: 18 April 2024

Fund Name	1 Year	3 Year	5 Year	7 Year	10 Year	15 Year
DSP 10Y G-Sec Fund	-8.78%	3.81%	4.43%	5.06%	%	%
ICICI Prudential Constant Maturity Gilt Fund	-8.93%	4.17%	5.32%	6.30%	%	%
IDFC Government Securities Fund - Constant Maturity Plan	-8.40%	4.12%	5.02%	6.25%	6.98%	%
SBI Magnum Constant Maturity Fund	-8.66%	4.36%	5.21%	6.09%	6.89%	%