| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| DSP 10Y G-Sec Fund - Direct Plan - IDCW - Monthly | 07/Feb/2023 | 10.4793 |
0.0077
|
0.0735%
|
| DSP 10Y G-Sec Fund - Regular Plan - IDCW | 07/Feb/2023 | 10.5084 |
0.0077
|
0.0733%
|
| DSP 10Y G-Sec Fund - Regular Plan - IDCW - Monthly | 07/Feb/2023 | 10.6085 |
0.0077
|
0.0726%
|
| DSP 10Y G-Sec Fund - Direct Plan - IDCW | 07/Feb/2023 | 10.6461 |
0.0078
|
0.0733%
|
| DSP 10Y G-Sec Fund - Direct Plan - IDCW - Quarterly | 07/Feb/2023 | 10.8084 |
0.0079
|
0.0731%
|
| DSP 10Y G-Sec Fund - Regular Plan - IDCW - Quarterly | 07/Feb/2023 | 10.8552 |
0.0079
|
0.0728%
|
| DSP 10Y G-Sec Fund - Regular Plan - Growth | 07/Feb/2023 | 17.8585 |
0.0130
|
0.0728%
|
| DSP 10Y G-Sec Fund - Direct Plan - Growth | 07/Feb/2023 | 18.2066 |
0.0134
|
0.0737%
|
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
| KPIs* | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
0.70
|
0.71
|
No
|
No
|
Yes
|
3/4 | 0.70 / 0.74 |
| 1M Rolling Return % |
0.26
|
0.31
|
No
|
No
|
Yes
|
4/4 | 0.26 / 0.34 |
| 3M Return % |
1.81
|
1.84
|
No
|
No
|
Yes
|
3/4 | 1.80 / 1.89 |
| 3M Rolling Return % |
0.44
|
0.46
|
No
|
No
|
No
|
2/4 | 0.44 / 0.53 |
| 6M Return % |
3.19
|
3.31
|
No
|
No
|
Yes
|
4/4 | 3.19 / 3.36 |
| 6M Rolling Return % |
-0.54
|
-0.04
|
No
|
No
|
Yes
|
4/4 | -0.54 / 0.43 |
| 1Y Return % |
2.87
|
3.35
|
No
|
No
|
Yes
|
4/4 | 2.87 / 3.72 |
| 1Y Rolling Return % |
0.73
|
2.21
|
No
|
No
|
Yes
|
4/4 | 0.73 / 3.31 |
| 3Y Return % |
3.87
|
4.79
|
No
|
No
|
Yes
|
4/4 | 3.87 / 5.60 |
| 3Y Rolling Return % |
7.45
|
8.72
|
No
|
No
|
Yes
|
4/4 | 7.45 / 9.54 |
| 5Y Return % |
6.32
|
7.61
|
No
|
No
|
Yes
|
4/4 | 6.32 / 8.32 |
| Standard Deviation |
3.86
|
3.90
|
Yes
|
No
|
No
|
2/4 | 3.74 / 4.06 |
| Semi Deviation |
2.79
|
2.87
|
Yes
|
Yes
|
No
|
1/4 | 2.79 / 3.02 |
| Max Drawdown |
-4.65
|
-3.99
|
No
|
No
|
Yes
|
4/4 | -4.65 / -3.61 |
| VaR 1 Y |
-5.63
|
-5.27
|
No
|
No
|
Yes
|
3/4 | -5.88 / -4.78 |
| Average Drawdown |
-2.69
|
-2.16
|
No
|
No
|
Yes
|
4/4 | -2.69 / -1.59 |
| Sharpe Ratio |
-0.67
|
-0.44
|
No
|
No
|
Yes
|
4/4 | -0.67 / -0.25 |
| Sterling Ratio |
0.27
|
0.35
|
No
|
No
|
Yes
|
4/4 | 0.27 / 0.41 |
| Sortino Ratio |
-0.23
|
-0.15
|
No
|
No
|
Yes
|
4/4 | -0.23 / -0.09 |
| Jensen Alpha |
0.85
|
1.84
|
No
|
No
|
Yes
|
4/4 | 0.85 / 2.66 |
| Treynor Ratio |
-0.03
|
-0.02
|
No
|
No
|
Yes
|
4/4 | -0.03 / -0.01 |
| Modigliani Square measure |
3.79
|
4.66
|
No
|
No
|
Yes
|
4/4 | 3.79 / 5.37 |
| Active Return |
0.00
|
0.01
|
No
|
No
|
Yes
|
4/4 | 0.00 / 0.01 |
All parametrs are in percentage
| KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
0.72
|
0.73
|
No
|
No
|
Yes
|
3/4 | 0.71 / 0.76 |
| 1M Rolling Return % |
0.27
|
0.32
|
No
|
No
|
Yes
|
4/4 | 0.27 / 0.35 |
| 3M Return % |
1.86
|
1.89
|
No
|
No
|
Yes
|
3/4 | 1.83 / 1.95 |
| 3M Rolling Return % |
0.49
|
0.51
|
No
|
No
|
No
|
2/4 | 0.47 / 0.61 |
| 6M Return % |
3.30
|
3.41
|
No
|
No
|
Yes
|
4/4 | 3.30 / 3.52 |
| 6M Rolling Return % |
-0.44
|
0.06
|
No
|
No
|
Yes
|
4/4 | -0.44 / 0.58 |
| 1Y Return % |
3.09
|
3.56
|
No
|
No
|
Yes
|
4/4 | 3.09 / 4.04 |
| 1Y Rolling Return % |
0.95
|
2.42
|
No
|
No
|
Yes
|
4/4 | 0.95 / 3.48 |
| 3Y Return % |
4.08
|
5.00
|
No
|
No
|
Yes
|
4/4 | 4.08 / 5.77 |
| 3Y Rolling Return % |
7.68
|
8.95
|
No
|
No
|
Yes
|
4/4 | 7.68 / 9.73 |
| 5Y Return % |
6.55
|
7.83
|
No
|
No
|
Yes
|
4/4 | 6.55 / 8.51 |
| Standard Deviation |
3.86
|
3.90
|
Yes
|
No
|
No
|
2/4 | 3.74 / 4.06 |
| Semi Deviation |
2.79
|
2.87
|
Yes
|
Yes
|
No
|
1/4 | 2.79 / 3.02 |
| Max Drawdown |
-4.65
|
-3.99
|
No
|
No
|
Yes
|
4/4 | -4.65 / -3.61 |
| VaR 1 Y |
-5.63
|
-5.27
|
No
|
No
|
Yes
|
3/4 | -5.88 / -4.78 |
| Average Drawdown |
-2.69
|
-2.16
|
No
|
No
|
Yes
|
4/4 | -2.69 / -1.59 |
| Sharpe Ratio |
-0.67
|
-0.44
|
No
|
No
|
Yes
|
4/4 | -0.67 / -0.25 |
| Sterling Ratio |
0.27
|
0.35
|
No
|
No
|
Yes
|
4/4 | 0.27 / 0.41 |
| Sortino Ratio |
-0.23
|
-0.15
|
No
|
No
|
Yes
|
4/4 | -0.23 / -0.09 |
| Jensen Alpha |
0.85
|
1.84
|
No
|
No
|
Yes
|
4/4 | 0.85 / 2.66 |
| Treynor Ratio |
-0.03
|
-0.02
|
No
|
No
|
Yes
|
4/4 | -0.03 / -0.01 |
| Modigliani Square measure |
3.79
|
4.66
|
No
|
No
|
Yes
|
4/4 | 3.79 / 5.37 |
| Active Return |
0.00
|
0.01
|
No
|
No
|
Yes
|
4/4 | 0.00 / 0.01 |
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 0.70% | 0.72% |
| 1M Rolling Return % | 0.26% | 0.27% |
| 3M Return % | 1.81% | 1.86% |
| 3M Rolling Return % | 0.44% | 0.49% |
| 6M Return % | 3.19% | 3.30% |
| 6M Rolling Return % | -0.54% | -0.44% |
| 1Y Return % | 2.87% | 3.09% |
| 1Y Rolling Return % | 0.73% | 0.95% |
| 3Y Return % | 3.87% | 4.08% |
| 3Y Rolling Return % | 7.45% | 7.68% |
| 5Y Return % | 6.32% | 6.55% |
| Standard Deviation | 3.86% | 3.86% |
| Semi Deviation | 2.79% | 2.79% |
| Max Drawdown | -4.65% | -4.65% |
| VaR 1 Y | -5.63% | -5.63% |
| Average Drawdown | -2.69% | -2.69% |
| Sharpe Ratio | -0.67% | -0.67% |
| Sterling Ratio | 0.27% | 0.27% |
| Sortino Ratio | -0.23% | -0.23% |
| Jensen Alpha | 0.85% | 0.85% |
| Treynor Ratio | -0.03% | -0.03% |
| Modigliani Square measure | 3.79% | 3.79% |
| Active Return | 0.00% | 0.00% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized Returns| Investment Period | Mini. Possible Return in Investment Period |
Max. Possible Return in Investment Period |
Expected Return in Investment Period |
Loss Probability in Investment Period |
|---|---|---|---|---|
| 10 Year | 3.77% | 7.51% | 6.19% | 0.00% |
| One Year | -9.33% | 28.36% | 5.80% | 17.94% |
| Three Year | -0.93% | 14.98% | 6.17% | 0.24% |
| Five Year | 1.17% | 9.72% | 6.04% | 0.00% |
| Seven Year | 3.45% | 9.83% | 6.27% | 0.00% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized Returns| Fund Name | 1D Return | 1W Return | 1M Return | 3M Return | 6M Return | 1Y Return | 3Y Return | 5Y Return | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Sbi Magnum Constant Maturity Fund |
0.08
|
1 |
0.48
|
1 |
0.71
|
2 |
1.87
|
2 |
3.36
|
1 |
3.72
|
1 |
4.84
|
2 |
7.48
|
3 |
| Idfc Government Securities Fund - Constant Maturity Plan |
0.07
|
2 |
0.43
|
4 |
0.70
|
4 |
1.80
|
4 |
3.33
|
3 |
3.17
|
3 |
4.83
|
3 |
8.30
|
2 |
| Dsp 10y G-Sec Fund |
0.07
|
3 |
0.44
|
3 |
0.70
|
3 |
1.81
|
3 |
3.19
|
4 |
2.87
|
4 |
3.87
|
4 |
6.32
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.07
|
4 |
0.46
|
2 |
0.74
|
1 |
1.89
|
1 |
3.34
|
2 |
3.62
|
2 |
5.60
|
1 |
8.32
|
1 |
| Fund Name | 1D Return | 1W Return | 1M Return | 3M Return | 6M Return | 1Y Return | 3Y Return | 5Y Return | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
|
Sbi Magnum Constant Maturity Fund |
0.08
|
1 |
0.48
|
1 |
0.74
|
2 |
1.95
|
1 |
3.52
|
1 |
4.04
|
1 |
5.16
|
2 |
7.83
|
3 |
|
Idfc Government Securities Fund - Constant Maturity Plan |
0.07
|
2 |
0.43
|
4 |
0.71
|
4 |
1.83
|
4 |
3.40
|
3 |
3.32
|
3 |
4.98
|
3 |
8.44
|
2 |
|
Dsp 10y G-Sec Fund |
0.07
|
3 |
0.44
|
3 |
0.72
|
3 |
1.86
|
3 |
3.30
|
4 |
3.09
|
4 |
4.08
|
4 |
6.55
|
4 |
|
Icici Prudential Constant Maturity Gilt Fund |
0.07
|
4 |
0.46
|
2 |
0.76
|
1 |
1.93
|
2 |
3.43
|
2 |
3.79
|
2 |
5.77
|
1 |
8.51
|
1 |
| Fund Name | 1 Month Median Return | 3 Month Median Return | 6 Month Median Return | 1 Year Median Return | 3 Year Median Return | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Dsp 10y G-Sec Fund |
0.26
|
4 |
0.44
|
2 |
-0.54
|
4 |
0.73
|
4 |
7.45
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.34
|
1 |
0.44
|
3 |
0.12
|
2 |
3.31
|
1 |
9.54
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.30
|
3 |
0.44
|
4 |
-0.15
|
3 |
2.24
|
3 |
9.46
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.32
|
2 |
0.53
|
1 |
0.43
|
1 |
2.57
|
2 |
8.44
|
3 |
| Fund Name | 1 Month Median Return | 3 Month Median Return | 6 Month Median Return | 1 Year Median Return | 3 Year Median Return | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Dsp 10y G-Sec Fund |
0.27
|
4 |
0.49
|
2 |
-0.44
|
4 |
0.95
|
4 |
7.68
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.35
|
1 |
0.48
|
3 |
0.20
|
2 |
3.48
|
1 |
9.73
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.32
|
3 |
0.47
|
4 |
-0.09
|
3 |
2.37
|
3 |
9.61
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.35
|
2 |
0.61
|
1 |
0.58
|
1 |
2.89
|
2 |
8.77
|
3 |
| Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Dsp 10y G-Sec Fund |
-5.63
|
3 |
-4.65
|
4 |
-2.69
|
4 |
3.86
|
2 |
2.79
|
1 |
| Icici Prudential Constant Maturity Gilt Fund |
-4.80
|
2 |
-3.74
|
2 |
-1.59
|
1 |
3.93
|
3 |
2.86
|
3 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-5.88
|
4 |
-3.96
|
3 |
-2.32
|
3 |
4.06
|
4 |
3.02
|
4 |
| Sbi Magnum Constant Maturity Fund |
-4.78
|
1 |
-3.61
|
1 |
-2.03
|
2 |
3.74
|
1 |
2.81
|
2 |
| Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | Value | Rank | Value | Rank | % | Rank | % | Rank | % | Rank | ||
| Dsp 10y G-Sec Fund |
-0.67
|
4 |
-0.23
|
4 |
0.27
|
4 |
0.38
|
0.85
|
4 | 0.84 | 2 |
0.80
|
1 |
-0.03
|
4 |
3.79
|
4 |
0.00
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
-0.25
|
1 |
-0.09
|
1 |
0.41
|
1 |
0.41
|
2.66
|
1 | 0.81 | 3 |
0.73
|
4 |
-0.01
|
1 |
5.37
|
1 |
0.01
|
1 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-0.40
|
2 |
-0.14
|
2 |
0.35
|
3 |
0.41
|
1.86
|
3 | 0.84 | 1 |
0.76
|
3 |
-0.02
|
2 |
4.57
|
3 |
0.01
|
2 |
| Sbi Magnum Constant Maturity Fund |
-0.44
|
3 |
-0.15
|
3 |
0.36
|
2 |
0.43
|
1.99
|
2 | 0.79 | 4 |
0.78
|
2 |
-0.02
|
3 |
4.91
|
2 |
0.01
|
3 |
| Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|---|
| Regular Plan Value of 1000 Rupee | 1000.73 | 1004.35 | 1007.04 | 1018.12 | 1031.91 | 1028.72 | 1120.55 | 1358.63 |
| Direct Plan Value of 1000 Rupee | 1000.74 | 1004.40 | 1007.24 | 1018.65 | 1033.02 | 1030.88 | 1127.45 | 1373.50 |
| Fund Launch Date: 16/Sep/2014 |
| Fund Category: Gilt Fund with 10 year constant duration |
| Investment Objective: The investment objective of the Scheme is to seek to generate returns commensurate with risk from a portfolio of Government Securities such that the Macaulay duration of the portfolio is similar to the 10 Year benchmark government security. |
| Fund Description: Open ended debt scheme investing in government securities having a constant maturity of 10 years. |
| Fund Benchmark: CRISIL 10 Year Gilt Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
A mutual fund is a pool of funds collected from individuals/ companies/ other entities to invest in financial securities like equity and bond, gold/silver, and commodities. Each mutual fund is managed by one or more fund manager.
This post will describe the methodology used for different calculations on this website.