Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
---|---|---|---|---|
ICICI Prudential Gold ETF | 06/Jun/2023 | 52.5826 |
0.3768
|
0.7218%
|
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 % |
-1.79
|
-2.31
|
Yes
|
Yes
|
No
|
1/10 | -2.48 / -1.79 |
1M Rolling Return % |
1.29
|
1.22
|
Yes
|
Yes
|
No
|
1/11 | 1.07 / 1.29 |
3M Return % |
6.94
|
6.99
|
No
|
No
|
No
|
5/10 | 6.53 / 7.74 |
3M Rolling Return % |
3.50
|
3.39
|
Yes
|
Yes
|
No
|
2/11 | 3.25 / 3.62 |
6M Return % |
10.69
|
10.70
|
No
|
No
|
No
|
5/10 | 10.51 / 11.14 |
6M Rolling Return % |
7.17
|
7.11
|
Yes
|
No
|
No
|
4/11 | 6.91 / 7.37 |
1Y Return % |
17.41
|
17.02
|
Yes
|
Yes
|
No
|
3/10 | 15.30 / 17.90 |
1Y Rolling Return % |
6.21
|
-1.38
|
Yes
|
Yes
|
No
|
3/11 | -16.88 / 6.48 |
3Y Return % |
7.63
|
-42.43
|
Yes
|
Yes
|
No
|
3/10 | -76.90 / 7.91 |
3Y Rolling Return % |
11.47
|
-47.99
|
Yes
|
Yes
|
No
|
3/11 | -75.50 / 14.27 |
5Y Return % |
-28.63
|
-37.99
|
Yes
|
Yes
|
No
|
3/10 | -55.03 / 13.42 |
Standard Deviation |
13.29
|
42.04
|
Yes
|
Yes
|
No
|
1/11 | 13.29 / 59.34 |
Semi Deviation |
8.65
|
38.41
|
Yes
|
Yes
|
No
|
1/11 | 8.65 / 56.29 |
Max Drawdown |
-17.82
|
-68.79
|
Yes
|
Yes
|
No
|
2/11 | -99.18 / -17.45 |
VaR 1 Y |
-14.57
|
-16.08
|
Yes
|
Yes
|
No
|
3/11 | -19.26 / -13.75 |
Average Drawdown |
-10.14
|
-66.07
|
Yes
|
Yes
|
No
|
1/11 | -99.18 / -10.14 |
Sharpe Ratio |
0.16
|
-0.78
|
Yes
|
No
|
No
|
4/11 | -1.42 / 0.22 |
Sterling Ratio |
0.34
|
-0.29
|
Yes
|
No
|
No
|
4/11 | -0.70 / 0.37 |
Sortino Ratio |
0.11
|
-0.05
|
Yes
|
No
|
No
|
4/11 | -0.16 / 0.14 |
All parametrs are in percentage
Fund Name | Category Rank | Analysis | 1Y Return | 3Y Return | Max Drawdown | VaR 1Y 95% | Sharpe Ratio | Sortino Ratio | Hurst Index |
---|---|---|---|---|---|---|---|---|---|
Icici Prudential Gold Etf |
2 | The Icici Prudential Gold Etf is a Gold ETF. In the Gold ETF category there are 11 funds. The fund has 13 KPIs that are in top quartile. The fund has 68% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Icici Prudential Gold Etf performance snapshot section. | 17.41% | 7.63% | -17.82% | -14.57% | 0.16 | 0.11 | 0.40 |
Idbi Gold Exchange Traded Fund |
1 | The Idbi Gold Exchange Traded Fund is a Gold ETF. In the Gold ETF category there are 11 funds. The fund has 18 KPIs that are in top quartile. The fund has 95% of the KPIs that are in top quartile. The fund has over 50% KPIs in top quartile which shows the fund has performed exceptionally well. The fund has one performance parameter that is in bottom quartile. You can read more about the fund KPIs in the Idbi Gold Exchange Traded Fund performance snapshot section. | 17.90% | 7.91% | -17.45% | -13.80% | 0.20 | 0.12 | 0.40 |
Invesco India Gold Exchange Traded Fund |
3 | The Invesco India Gold Exchange Traded Fund is a Gold ETF. In the Gold ETF category there are 11 funds. The fund has eight KPIs that are in top quartile. The fund has 42% of the KPIs that are in top quartile. The fund does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Invesco India Gold Exchange Traded Fund performance snapshot section. | 17.30% | 7.68% | -17.82% | -14.61% | 0.22 | 0.14 | 0.40 |
KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
---|---|---|---|---|---|---|---|
Standard Deviation |
13.29
|
42.04
|
Yes
|
Yes
|
No
|
1/11 | 13.29 / 59.34 |
Semi Deviation |
8.65
|
38.41
|
Yes
|
Yes
|
No
|
1/11 | 8.65 / 56.29 |
Max Drawdown |
-17.82
|
-68.79
|
Yes
|
Yes
|
No
|
2/11 | -99.18 / -17.45 |
VaR 1 Y |
-14.57
|
-16.08
|
Yes
|
Yes
|
No
|
3/11 | -19.26 / -13.75 |
Average Drawdown |
-10.14
|
-66.07
|
Yes
|
Yes
|
No
|
1/11 | -99.18 / -10.14 |
Sharpe Ratio |
0.16
|
-0.78
|
Yes
|
No
|
No
|
4/11 | -1.42 / 0.22 |
Sterling Ratio |
0.34
|
-0.29
|
Yes
|
No
|
No
|
4/11 | -0.70 / 0.37 |
Sortino Ratio |
0.11
|
-0.05
|
Yes
|
No
|
No
|
4/11 | -0.16 / 0.14 |
Parameters | Regular Plan | Direct Plan |
---|---|---|
1M Return % | -1.79% | % |
1M Rolling Return % | 1.29% | % |
3M Return % | 6.94% | % |
3M Rolling Return % | 3.50% | % |
6M Return % | 10.69% | % |
6M Rolling Return % | 7.17% | % |
1Y Return % | 17.41% | % |
1Y Rolling Return % | 6.21% | % |
3Y Return % | 7.63% | % |
3Y Rolling Return % | 11.47% | % |
5Y Return % | -28.63% | % |
Standard Deviation | 13.29% | 13.29% |
Semi Deviation | 8.65% | 8.65% |
Max Drawdown | -17.82% | -17.82% |
VaR 1 Y | -14.57% | -14.57% |
Average Drawdown | -10.14% | -10.14% |
Sharpe Ratio | 0.16% | 0.16% |
Sterling Ratio | 0.34% | 0.34% |
Sortino Ratio | 0.11% | 0.11% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsFund 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 | |
Uti Gold Exchange Traded Fund |
0.93
|
1 |
0.02
|
5 |
-2.48
|
10 |
7.01
|
3 |
10.71
|
3 |
17.24
|
7 |
-76.90
|
10 |
-55.03
|
10 |
Idbi Gold Exchange Traded Fund |
0.92
|
2 |
0.02
|
4 |
-2.47
|
9 |
7.18
|
2 |
10.95
|
2 |
17.90
|
1 |
7.91
|
1 |
13.42
|
1 |
Quantum Gold Fund |
0.92
|
3 |
0.03
|
3 |
-2.46
|
8 |
6.88
|
8 |
10.58
|
6 |
15.30
|
10 |
-70.84
|
5 |
-48.31
|
4 |
Invesco India Gold Exchange Traded Fund |
0.92
|
4 |
0.02
|
6 |
-2.44
|
6 |
6.91
|
6 |
10.58
|
7 |
17.30
|
4 |
7.68
|
2 |
13.32
|
2 |
Sbi Gold Etf |
0.91
|
5 |
0.01
|
8 |
-2.45
|
7 |
6.88
|
9 |
10.51
|
10 |
17.16
|
8 |
-76.82
|
9 |
-54.94
|
7 |
Axis Gold Etf |
0.91
|
6 |
0.02
|
7 |
-2.00
|
2 |
6.53
|
10 |
10.55
|
9 |
17.29
|
5 |
-76.80
|
7 |
-54.90
|
5 |
Hdfc Asset Allocator Fund Of Funds |
0.91
|
7 |
0.10
|
1 |
-2.34
|
4 |
7.74
|
1 |
11.14
|
1 |
17.84
|
2 |
-76.79
|
6 |
-54.95
|
8 |
Aditya Birla Sun Life Gold Etf |
0.91
|
8 |
0.08
|
2 |
-2.37
|
5 |
6.97
|
4 |
10.57
|
8 |
17.26
|
6 |
-76.81
|
8 |
-54.91
|
6 |
Nippon India Etf Gold Bees |
0.72
|
9 |
-0.51
|
10 |
-2.26
|
3 |
6.90
|
7 |
10.71
|
4 |
15.55
|
9 |
7.45
|
4 |
-54.99
|
9 |
Icici Prudential Gold Etf |
0.72
|
10 |
-0.51
|
9 |
-1.79
|
1 |
6.94
|
5 |
10.69
|
5 |
17.41
|
3 |
7.63
|
3 |
-28.63
|
3 |
Kotak Gold Etf |
|
|
|
|
|
|
|
|
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 |
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 | |
Aditya Birla Sun Life Gold Etf |
1.14
|
10 |
3.31
|
9 |
7.09
|
7 |
-16.53
|
9 |
-75.21
|
7 |
Axis Gold Etf |
1.24
|
5 |
3.62
|
1 |
7.17
|
3 |
6.35
|
2 |
-75.40
|
8 |
Hdfc Asset Allocator Fund Of Funds |
1.22
|
7 |
3.25
|
11 |
6.99
|
9 |
6.01
|
5 |
-75.46
|
10 |
Icici Prudential Gold Etf |
1.29
|
1 |
3.50
|
2 |
7.17
|
4 |
6.21
|
3 |
11.47
|
3 |
Idbi Gold Exchange Traded Fund |
1.26
|
3 |
3.45
|
3 |
7.37
|
1 |
6.48
|
1 |
14.09
|
2 |
Invesco India Gold Exchange Traded Fund |
1.23
|
6 |
3.37
|
7 |
7.19
|
2 |
6.19
|
4 |
14.27
|
1 |
Kotak Gold Etf |
1.24
|
4 |
3.28
|
10 |
7.12
|
6 |
-6.66
|
8 |
-47.00
|
4 |
Nippon India Etf Gold Bees |
1.28
|
2 |
3.38
|
6 |
6.91
|
11 |
5.86
|
6 |
-75.44
|
9 |
Quantum Gold Fund |
1.07
|
11 |
3.38
|
5 |
7.17
|
5 |
-16.88
|
11 |
-68.75
|
5 |
Sbi Etf Gold |
1.22
|
8 |
3.33
|
8 |
6.98
|
10 |
-16.58
|
10 |
-74.92
|
6 |
Uti Gold Exchange Traded Fund |
1.21
|
9 |
3.40
|
4 |
7.05
|
8 |
4.37
|
7 |
-75.50
|
11 |
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 |
Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
---|---|---|---|---|---|---|---|---|---|---|
% | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
Aditya Birla Sun Life Gold Etf |
-16.25
|
7 |
-99.11
|
8 |
-99.11
|
8 |
59.24
|
9 |
56.18
|
8 |
Axis Gold Etf |
-17.36
|
8 |
-99.09
|
7 |
-99.09
|
7 |
58.67
|
6 |
55.94
|
7 |
Hdfc Asset Allocator Fund Of Funds |
-13.75
|
1 |
-99.18
|
10 |
-99.18
|
10 |
59.23
|
8 |
56.28
|
10 |
Icici Prudential Gold Etf |
-14.57
|
3 |
-17.82
|
2 |
-10.14
|
1 |
13.29
|
1 |
8.65
|
1 |
Idbi Gold Exchange Traded Fund |
-13.80
|
2 |
-17.45
|
1 |
-10.37
|
3 |
13.39
|
2 |
8.67
|
2 |
Invesco India Gold Exchange Traded Fund |
-14.61
|
4 |
-17.82
|
3 |
-10.55
|
4 |
13.77
|
4 |
8.93
|
4 |
Kotak Gold Etf |
-16.01
|
6 |
-91.47
|
5 |
-91.47
|
5 |
53.85
|
5 |
50.90
|
5 |
Nippon India Etf Gold Bees |
-17.36
|
9 |
-18.22
|
4 |
-10.36
|
2 |
13.64
|
3 |
8.80
|
3 |
Quantum Gold Fund |
-19.26
|
11 |
-98.23
|
6 |
-98.23
|
6 |
58.79
|
7 |
55.67
|
6 |
Sbi Gold Etf |
-15.95
|
5 |
-99.11
|
9 |
-99.11
|
9 |
59.27
|
10 |
56.22
|
9 |
Uti Gold Exchange Traded Fund |
-17.92
|
10 |
-99.18
|
11 |
-99.18
|
11 |
59.34
|
11 |
56.29
|
11 |
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 | ||
Aditya Birla Sun Life Gold Etf |
-1.41
|
7 |
-0.15
|
9 |
-0.70
|
8 |
0.52
|
|
|
|
|
|
|||||||
Axis Gold Etf |
-1.41
|
9 |
-0.16
|
11 |
-0.70
|
11 |
0.51
|
|
|
|
|
|
|||||||
Hdfc Asset Allocator Fund Of Funds |
-1.42
|
11 |
-0.14
|
5 |
-0.70
|
7 |
0.52
|
|
|
|
|
|
|||||||
Icici Prudential Gold Etf |
0.16
|
4 |
0.11
|
4 |
0.34
|
4 |
0.40
|
|
|
|
|
|
|||||||
Idbi Gold Exchange Traded Fund |
0.20
|
2 |
0.12
|
2 |
0.37
|
2 |
0.40
|
|
|
|
|
|
|||||||
Invesco India Gold Exchange Traded Fund |
0.22
|
1 |
0.14
|
1 |
0.37
|
1 |
0.40
|
|
|
|
|
|
|||||||
Kotak Gold Etf |
-0.99
|
5 |
-0.15
|
10 |
-0.48
|
5 |
0.52
|
|
|
|
|
|
|||||||
Nippon India Etf Gold Bees |
0.19
|
3 |
0.12
|
3 |
0.35
|
3 |
0.39
|
|
|
|
|
|
|||||||
Quantum Gold Fund |
-1.28
|
6 |
-0.15
|
8 |
-0.65
|
6 |
0.52
|
|
|
|
|
|
|||||||
Sbi Gold Etf |
-1.41
|
8 |
-0.14
|
7 |
-0.70
|
9 |
0.52
|
|
|
|
|
|
|||||||
Uti Gold Exchange Traded Fund |
-1.41
|
10 |
-0.14
|
6 |
-0.70
|
10 |
0.52
|
|
|
|
|
|
Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
---|---|---|---|---|---|---|---|---|
Regular Plan Value of 1000 Rupee | 1007.22 | 994.95 | 982.06 | 1069.38 | 1106.87 | 1174.12 | 1246.74 | 185.15 |
Direct Plan Value of 1000 Rupee |
Fund Launch Date: 30/Jun/2010 |
Fund Category: Gold ETF |
Investment Objective: ICICI Prudential Gold ETF seeks to provide investment returns that, before expenses, closely track the performance of domestic prices of Gold derived from the LBMA AM fixing prices. However, the performance of the Scheme may differ from that of the underlying gold due to tracking error. There can be no assurance or guarantee that the investment objective of the Scheme will be achieved. The fund is not actively managed. It does not engage in any activities designed to obtain a profit from, or to ameliorate losses caused by, changes in the price of gold. |
Fund Description: An open ended exchange traded fund replicating domestic prices of gold |
Fund Benchmark: LBMA AM Fixing Prices |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.