Icici Prudential Nifty 100 Low Volatility 30 Etf Overview
Category ETF
BMSMONEY Rank 78
BMSMONEY Rating
Growth Option As On: 22-04-2024
NAV ₹19.19 (R) +0.86% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P -86.51% -45.26% -26.66% -% -%
LumpSum Dir. P
SIP Reg. P -% -% -% -% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.92 -0.11 -0.45 -66.19% -0.44
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
54.21% -14.86% -89.92% 1.12 51.45%

NAV Date: 22-04-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty 100 Low Volatility 30 ETF 19.19
0.1600
0.8600%

Review Date: March 28, 2024

Performance of the ICICI Prudential Nifty 100 Low Volatility 30 Etf has been analyzed on 18 performance parameters. Out of six return parameters, the fund has zero return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly zero risk-adjusted performance parameters are in first quartile. Based on this performance ICICI Prudential Nifty 100 Low Volatility 30 Etf has achieved 78 (out of 87 funds), which is poor rank in the ETFs category. Essentially, among its peer group of similar types of funds, it stands in the very good position, a testament to its successful track record. The ETFs category has 87 funds.
Using a composite performance score, our ranking methodology takes into account the fund's return, the risk it carries, and its risk-adjusted performance during the last three years. This composite performance score then becomes the basis for ranking funds within the category.

The ICICI Prudential Nifty 100 Low Volatility 30 Etf has poor return performance, as all 1 year and above return parameters are below average in ETFs category. The details are provided below.'
    '
  1. 1 Month Return%: One month return shows funds performance in very short period of time, the ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -89.98% in last one month which is very poor as it is in the fourth quartile in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -89.48% in last three month which is very poor as it is in the fourth quartile in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -87.79% in last six month which is very poor as it is in the fourth quartile in ETFs.
  4. 1 Year Return%: The ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -85.76% in last one year which is very poor as it is in the fourth quartile in ETFs. The one year return rank of ICICI Prudential Nifty 100 Low Volatility 30 Etf is 122 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 1424.0 in one year.
  5. 3 Year Return%: The ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -45.08% in last three year which is very poor as it is in the fourth quartile with rank of 73 in 85 funds. in ETFs.
  6. 5 Year Return%: The ICICI Prudential Nifty 100 Low Volatility 30 Etf has given return of -26.19% in last five year which is very poor as it is in the fourth quartile with rank of 50 in 63 funds. in ETFs.
    7. '
'

The ICICI Prudential Nifty 100 Low Volatility 30 Etf has poor risk performance, as non of above risk paramerters are above average ETFs category. The details are provided below. '
    '
  1. 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 ICICI Prudential Nifty 100 Low Volatility 30 Etf has standard deviation of 54.21 which is very poor as it is in the fourth quartile with risk rank of 39 in 47 funds. in ETFs.
  2. 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. It uses only negative returns for calculation. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has semi deviation of 51.45 which is very poor as it is in the fourth quartile with risk rank of 40 in 47 funds. in ETFs.
  3. Max Drawdown %: It is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has max drawdown of -89.92% which is very poor as it is in the fourth quartile with risk rank of 37 in 47 funds. in ETFs.
  4. 1Y VaR at 95%: It is the maximum expected loss of an investment over a given time period with a given probability of confidence. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has 1Y VaR at 95% of -14.86% which is good as it is above average with risk rank of 27 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has average drawdown of -22.06% which is very poor as it is in the fourth quartile with risk rank of 40 in 47 funds. in ETFs.
    6. '
'

The ICICI Prudential Nifty 100 Low Volatility 30 Etf has poor risk adjusted performance, as non of above risk adjusted paramerters are above average in ETFs category. The details are provided below. '
    '
  1. Sterling Ratio: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Sterling Ratio of -0.45 which is very poor as it is in the fourth quartile with risk rank of 40 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Sortino Ratio of -0.11 which is very poor as it is in the fourth quartile with risk rank of 40 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Jensen Alpha of -66.19% which is very poor as it is in the fourth quartile with risk rank of 41 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Treynor Ratio of -0.44 which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Modigliani Square Measure of -9.89% which is very poor as it is in the fourth quartile with risk rank of 37 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The ICICI Prudential Nifty 100 Low Volatility 30 Etf has Alpha of -63.93% which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
    7. '
'


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
1M Return % -1.61
1.37
-6.93 | 9.83 116 | 129
No
No
Yes
3M Return % -89.57
2.60
-89.66 | 22.92 125 | 129
No
No
Yes
6M Return % -88.11
15.40
-89.34 | 58.25 123 | 127
No
No
Yes
1Y Return % -86.51
25.68
-88.81 | 102.58 122 | 129
No
No
Yes
3Y Return % -45.26
7.13
-48.35 | 55.39 75 | 87
No
No
Yes
5Y Return % -26.66
1.69
-54.19 | 25.10 51 | 63
No
No
Yes
Standard Deviation 54.21
24.27
12.87 | 55.65 39 | 47
No
No
Yes
Semi Deviation 51.45
19.82
8.24 | 52.10 40 | 47
No
No
Yes
Max Drawdown % -89.92
-30.26
-91.42 | -8.96 37 | 47
No
No
Yes
VaR 1 Y % -14.86
-16.34
-30.81 | -10.27 27 | 47
Yes
No
No
Average Drawdown % -22.06
-13.05
-91.31 | -3.15 40 | 47
No
No
Yes
Sharpe Ratio -0.92
0.31
-0.98 | 1.22 40 | 47
No
No
Yes
Sterling Ratio -0.45
0.56
-0.49 | 1.77 40 | 47
No
No
Yes
Sortino Ratio -0.11
0.27
-0.15 | 0.74 40 | 47
No
No
Yes
Jensen Alpha % -66.19
-15.84
-77.69 | 1.23 41 | 47
No
No
Yes
Treynor Ratio -0.44
0.03
-0.61 | 1.02 45 | 47
No
No
Yes
Modigliani Square Measure % -9.89
12.04
-14.28 | 47.68 37 | 47
No
No
Yes
Alpha % -63.93
-14.89
-65.16 | -0.04 45 | 47
No
No
Yes
Return data last Updated On : April 22, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Better Than Cat. Avg In 1st Quartile In 4th Quartile
Standard Deviation 54.21 24.27 12.87 | 55.65 39 | 47
No
No
Yes
Semi Deviation 51.45 19.82 8.24 | 52.10 40 | 47
No
No
Yes
Max Drawdown % -89.92 -30.26 -91.42 | -8.96 37 | 47
No
No
Yes
VaR 1 Y % -14.86 -16.34 -30.81 | -10.27 27 | 47
Yes
No
No
Average Drawdown % -22.06 -13.05 -91.31 | -3.15 40 | 47
No
No
Yes
Sharpe Ratio -0.92 0.31 -0.98 | 1.22 40 | 47
No
No
Yes
Sterling Ratio -0.45 0.56 -0.49 | 1.77 40 | 47
No
No
Yes
Sortino Ratio -0.11 0.27 -0.15 | 0.74 40 | 47
No
No
Yes
Jensen Alpha % -66.19 -15.84 -77.69 | 1.23 41 | 47
No
No
Yes
Treynor Ratio -0.44 0.03 -0.61 | 1.02 45 | 47
No
No
Yes
Modigliani Square Measure % -9.89 12.04 -14.28 | 47.68 37 | 47
No
No
Yes
Alpha % -63.93 -14.89 -65.16 | -0.04 45 | 47
No
No
Yes
Return data last Updated On : April 22, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.86 ₹ 10086.0 ₹
1W -0.11 ₹ 9989.0 ₹
1M -1.61 ₹ 9839.0 ₹
3M -89.57 ₹ 1043.0 ₹
6M -88.11 ₹ 1189.0 ₹
1Y -86.51 ₹ 1349.0 ₹
3Y -45.26 ₹ 1640.0 ₹
5Y -26.66 ₹ 2121.0 ₹
7Y - ₹ - ₹
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 - ₹ - ₹
3Y ₹ 36000 - ₹ - ₹
5Y ₹ 60000 - ₹ - ₹
7Y ₹ 84000 - ₹ - ₹
10Y ₹ 120000 - ₹ - ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
22-04-2024 19.1863 None
19-04-2024 19.0222 None
18-04-2024 19.0366 None
16-04-2024 19.2082 None
15-04-2024 19.2587 None
12-04-2024 19.4664 None
09-04-2024 19.5945 None
08-04-2024 19.7287 None
05-04-2024 19.6529 None
04-04-2024 19.6256 None
03-04-2024 19.6318 None
02-04-2024 19.7468 None
01-04-2024 19.7597 None
28-03-2024 19.6674 None
27-03-2024 19.4822 None
26-03-2024 19.5005 None
22-03-2024 19.5215 None
21-03-2024 19.3858 None
20-03-2024 19.1876 None
19-03-2024 19.1383 None
18-03-2024 19.4749 None
15-03-2024 19.4767 None
14-03-2024 19.6298 None
13-03-2024 19.3618 None
12-03-2024 19.6619 None
11-03-2024 19.7781 None
07-03-2024 19.8124 None
06-03-2024 19.7776 None
05-03-2024 19.6482 None
04-03-2024 19.7146 None
01-03-2024 196.363 None
29-02-2024 195.067 None
28-02-2024 194.0701 None
27-02-2024 196.3517 None
26-02-2024 195.8576 None
23-02-2024 196.2698 None
22-02-2024 196.3293 None
21-02-2024 195.0999 None
20-02-2024 196.7892 None
19-02-2024 196.2774 None
16-02-2024 195.5098 None
15-02-2024 194.0254 None
14-02-2024 193.6585 None
13-02-2024 192.6396 None
12-02-2024 191.1429 None
09-02-2024 192.1676 None
08-02-2024 191.5537 None
07-02-2024 193.0514 None
06-02-2024 192.3733 None
05-02-2024 190.9164 None
02-02-2024 190.3426 None
01-02-2024 188.4384 None
31-01-2024 188.6145 None
30-01-2024 186.7423 None
29-01-2024 187.8209 None
25-01-2024 185.5617 None
24-01-2024 186.4371 None
23-01-2024 183.9258 None
20-01-2024 186.4793 None
19-01-2024 187.2112 None
18-01-2024 185.6747 None
17-01-2024 186.7096 None
16-01-2024 188.7337 None
15-01-2024 189.1901 None
12-01-2024 187.4316 None
11-01-2024 186.3456 None
10-01-2024 185.3587 None
09-01-2024 185.1822 None
08-01-2024 184.7185 None
05-01-2024 186.7296 None
04-01-2024 186.715 None
03-01-2024 186.0238 None
02-01-2024 186.6474 None
01-01-2024 187.0505 None
29-12-2023 186.877 None
28-12-2023 186.6922 None
27-12-2023 184.6196 None
26-12-2023 183.4321 None
22-12-2023 181.578 None
21-12-2023 179.9889 None
20-12-2023 179.0473 None
19-12-2023 181.8358 None
18-12-2023 181.1351 None
15-12-2023 180.8425 None
14-12-2023 179.4336 None
13-12-2023 178.2525 None
12-12-2023 177.0804 None
11-12-2023 177.095 None
08-12-2023 176.8496 None
07-12-2023 177.2175 None
06-12-2023 176.8352 None
05-12-2023 176.4175 None
04-12-2023 175.5725 None
01-12-2023 173.3402 None
30-11-2023 172.1851 None
29-11-2023 170.8677 None
28-11-2023 169.4236 None
24-11-2023 168.7199 None
23-11-2023 169.1714 None
22-11-2023 169.1254 None
21-11-2023 168.7351 None
20-11-2023 168.3123 None
17-11-2023 168.5898 None
16-11-2023 167.3266 None
15-11-2023 166.1466 None
13-11-2023 164.7176 None
10-11-2023 164.6305 None
09-11-2023 164.597 None
08-11-2023 164.9002 None
07-11-2023 164.3364 None
06-11-2023 163.6222 None
03-11-2023 162.0199 None
02-11-2023 161.5487 None
01-11-2023 160.1897 None
31-10-2023 160.9628 None
30-10-2023 160.2103 None
27-10-2023 159.772 None
26-10-2023 158.3187 None
25-10-2023 160.4178 None
23-10-2023 161.3423 None
20-10-2023 163.5602 None
19-10-2023 164.1044 None
18-10-2023 163.7282 None
17-10-2023 164.2257 None
16-10-2023 163.4758 None
13-10-2023 163.5435 None
12-10-2023 163.2767 None
11-10-2023 163.193 None
10-10-2023 161.7236 None
09-10-2023 160.819 None
06-10-2023 161.6471 None
05-10-2023 161.0981 None
04-10-2023 160.7684 None
03-10-2023 161.4211 None
29-09-2023 162.4807 None
28-09-2023 161.1047 None
27-09-2023 163.5998 None
26-09-2023 163.1458 None
25-09-2023 162.9337 None
22-09-2023 163.8555 None
21-09-2023 164.4525 None
20-09-2023 165.462 None
18-09-2023 166.5416 None
15-09-2023 166.0276 None
14-09-2023 165.3897 None
13-09-2023 165.2067 None
12-09-2023 164.9513 None
11-09-2023 165.316 None
08-09-2023 164.1128 None
07-09-2023 163.5634 None
06-09-2023 162.9858 None
05-09-2023 162.3268 None
04-09-2023 161.7778 None
01-09-2023 160.667 None
31-08-2023 159.9619 None
30-08-2023 161.0347 None
29-08-2023 161.1024 None
28-08-2023 160.4899 None
25-08-2023 160.2277 None
24-08-2023 161.489 None
23-08-2023 161.49 None
22-08-2023 161.3872 None
21-08-2023 161.2515 None
18-08-2023 160.5618 None
17-08-2023 161.3008 None
16-08-2023 162.0867 None
14-08-2023 161.4068 None
11-08-2023 161.4021 None
10-08-2023 162.2119 None
09-08-2023 163.4719 None
08-08-2023 162.8817 None
07-08-2023 162.6797 None
04-08-2023 162.2753 None
03-08-2023 161.2853 None
02-08-2023 162.1636 None
01-08-2023 163.2199 None
31-07-2023 163.4211 None
28-07-2023 163.0048 None
27-07-2023 162.0034 None
26-07-2023 161.3383 None
25-07-2023 160.5133 None
24-07-2023 160.8783 None
21-07-2023 160.9604 None
20-07-2023 162.2068 None
19-07-2023 161.1835 None
18-07-2023 160.6136 None
17-07-2023 160.3543 None
14-07-2023 159.7694 None
13-07-2023 158.3152 None
12-07-2023 158.6659 None
11-07-2023 158.9588 None
10-07-2023 157.7382 None
07-07-2023 158.2073 None
06-07-2023 159.9949 None
05-07-2023 159.0351 None
04-07-2023 157.5063 None
03-07-2023 156.8919 None
30-06-2023 156.721 None
28-06-2023 155.1972 None
27-06-2023 154.5213 None
26-06-2023 153.8555 None
23-06-2023 153.3583 None
22-06-2023 153.8753 None
21-06-2023 155.105 None
20-06-2023 154.7626 None
19-06-2023 153.8455 None
16-06-2023 154.3895 None
15-06-2023 153.5447 None
14-06-2023 153.5266 None
13-06-2023 153.0996 None
12-06-2023 152.0565 None
09-06-2023 151.29 None
08-06-2023 152.1255 None
07-06-2023 152.8399 None
06-06-2023 151.2572 None
05-06-2023 151.1431 None
02-06-2023 151.245 None
01-06-2023 150.8942 None
31-05-2023 150.5435 None
30-05-2023 150.3568 None
29-05-2023 150.1142 None
26-05-2023 149.7197 None
25-05-2023 148.0881 None
24-05-2023 147.6811 None
23-05-2023 147.2178 None
22-05-2023 147.2556 None
19-05-2023 146.2508 None
18-05-2023 146.2236 None
17-05-2023 146.8835 None
16-05-2023 147.5563 None
15-05-2023 148.1 None
12-05-2023 147.2757 None
11-05-2023 147.8588 None
10-05-2023 147.7613 None
09-05-2023 147.347 None
08-05-2023 147.0693 None
05-05-2023 145.8206 None
04-05-2023 146.3821 None
03-05-2023 145.6424 None
02-05-2023 145.6942 None
28-04-2023 145.216 None
27-04-2023 143.5429 None
26-04-2023 142.9301 None
25-04-2023 142.3019 None
24-04-2023 142.1964 None

Fund Launch Date: 23/Jun/2017
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to provide returns before expensesthat closely correspond to the total return of the underlying index, subject totracking errors.However, there can be no assurance that the investment objective of thescheme will be realized.
Fund Description: An open ended exchange traded fund tracking Nifty100 Low Volatility 30 Index
Fund Benchmark: Nifty 100 Low Volatility 30 Total Return Index
Source: Fund FactSheet

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