Icici Prudential S&P Bse 500 Etf Overview | ||||||
---|---|---|---|---|---|---|
Category | ETF | |||||
BMSMONEY Rank | 39 | |||||
BMSMONEY Rating | ||||||
Growth Option | As On: | 18-04-2024 | ||||
NAV | ₹34.04 (R) | 0.0% | (D) | % | ||
Returns Gro. Opt. | 1Y | 3Y | 5Y | 7Y | 10Y | |
LumpSum Reg. P | 37.09% | -44.41% | -26.01% | -% | -% | |
LumpSum Dir. P | ||||||
SIP Reg. P | 31.78% | 4.56% | -12.15% | -% | -% | |
SIP Dir. P | ||||||
Ratio | Sharpe Ratio | Sortino Ratio | Sterling Ratio | Jensen's Alpha | Treynor Ratio | |
0.8 | 0.43 | 0.9 | -0.33% | 0.11 | ||
Risk | STD. Dev | VaR 1Y95% | Max DD | Beta | Semi Devi. | |
13.2% | -13.9% | -10.48% | 1.0 | 9.12% |
NAV Date: 18-04-2024
Scheme Name | NAV | Rupee Change | Percent Change |
---|---|---|---|
ICICI Prudential S&P BSE 500 ETF | 34.04 |
0.0000
|
0.0000%
|
Review Date: Feb. 29, 2024
The ETFs category has 84 funds. Performance of the ICICI Prudential S&P Bse 500 Etf has been analyzed on 20 performance parameters. Out of eight return parameters, the fund has zero return parameters in first quartile; whereas one risk parameter (out of five) in first quartile. Similarly two risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved 39 (out of 84 funds), which is ok rank in the ETFs category.KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
1M Return % | 3.46 |
2.04
|
-6.61 | 12.65 | 35 | 129 |
Yes
|
No
|
No
|
|
3M Return % | 3.64 |
0.23
|
-90.01 | 18.53 | 48 | 129 |
Yes
|
No
|
No
|
|
6M Return % | 17.37 |
10.14
|
-89.68 | 54.00 | 41 | 129 |
Yes
|
No
|
No
|
|
1Y Return % | 37.09 |
25.09
|
-88.94 | 103.06 | 44 | 129 |
Yes
|
No
|
No
|
|
3Y Return % | -44.41 |
6.78
|
-48.78 | 56.39 | 73 | 87 |
No
|
No
|
Yes
|
|
5Y Return % | -26.01 |
1.42
|
-54.35 | 25.23 | 50 | 63 |
No
|
No
|
Yes
|
|
1Y SIP Return % | 31.78 |
25.95
|
-19.68 | 117.15 | 43 | 121 |
Yes
|
No
|
No
|
|
3Y SIP Return % | 4.56 |
15.70
|
-10.96 | 61.29 | 64 | 79 |
No
|
No
|
Yes
|
|
5Y SIP Return % | -12.15 |
14.99
|
-13.45 | 45.37 | 55 | 56 |
No
|
No
|
Yes
|
|
Standard Deviation | 13.20 |
38.19
|
12.38 | 563.83 | 22 | 47 |
Yes
|
No
|
No
|
|
Semi Deviation | 9.12 |
14.88
|
8.11 | 106.95 | 24 | 47 |
Yes
|
No
|
No
|
|
Max Drawdown % | -10.48 |
-16.88
|
-90.23 | -8.96 | 25 | 47 |
Yes
|
No
|
No
|
|
VaR 1 Y % | -13.90 |
-16.10
|
-32.78 | -10.27 | 28 | 47 |
Yes
|
No
|
No
|
|
Average Drawdown % | -4.43 |
-6.61
|
-24.75 | -3.35 | 11 | 47 |
Yes
|
Yes
|
No
|
|
Sharpe Ratio | 0.80 |
0.60
|
-0.95 | 1.37 | 12 | 47 |
Yes
|
Yes
|
No
|
|
Sterling Ratio | 0.90 |
0.77
|
-0.47 | 1.62 | 10 | 47 |
Yes
|
Yes
|
No
|
|
Sortino Ratio | 0.43 |
0.42
|
-0.13 | 1.60 | 15 | 47 |
Yes
|
No
|
No
|
|
Jensen Alpha % | -0.33 |
-1.92
|
-73.22 | 62.57 | 33 | 47 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.11 |
0.08
|
-0.51 | 0.34 | 17 | 47 |
Yes
|
No
|
No
|
|
Modigliani Square Measure % | 18.52 |
16.73
|
-10.70 | 43.53 | 17 | 47 |
Yes
|
No
|
No
|
|
Alpha % | -0.36 |
-1.82
|
-61.48 | -0.01 | 28 | 47 |
Yes
|
No
|
No
|
KPIs* | Fund | Benchmark | Cat. Avg | Min | Max | Rank (In Cat.) | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile |
---|---|---|---|---|---|---|---|---|
Standard Deviation | 13.20 | 38.19 | 12.38 | 563.83 | 22 | 47 |
Yes
|
No
|
No
|
|
Semi Deviation | 9.12 | 14.88 | 8.11 | 106.95 | 24 | 47 |
Yes
|
No
|
No
|
|
Max Drawdown % | -10.48 | -16.88 | -90.23 | -8.96 | 25 | 47 |
Yes
|
No
|
No
|
|
VaR 1 Y % | -13.90 | -16.10 | -32.78 | -10.27 | 28 | 47 |
Yes
|
No
|
No
|
|
Average Drawdown % | -4.43 | -6.61 | -24.75 | -3.35 | 11 | 47 |
Yes
|
Yes
|
No
|
|
Sharpe Ratio | 0.80 | 0.60 | -0.95 | 1.37 | 12 | 47 |
Yes
|
Yes
|
No
|
|
Sterling Ratio | 0.90 | 0.77 | -0.47 | 1.62 | 10 | 47 |
Yes
|
Yes
|
No
|
|
Sortino Ratio | 0.43 | 0.42 | -0.13 | 1.60 | 15 | 47 |
Yes
|
No
|
No
|
|
Jensen Alpha % | -0.33 | -1.92 | -73.22 | 62.57 | 33 | 47 |
Yes
|
No
|
No
|
|
Treynor Ratio | 0.11 | 0.08 | -0.51 | 0.34 | 17 | 47 |
Yes
|
No
|
No
|
|
Modigliani Square Measure % | 18.52 | 16.73 | -10.70 | 43.53 | 17 | 47 |
Yes
|
No
|
No
|
|
Alpha % | -0.36 | -1.82 | -61.48 | -0.01 | 28 | 47 |
Yes
|
No
|
No
|
Investment Period | Regular | Direct | ||
---|---|---|---|---|
Return % | Current Value of ₹ 10000 | Return % | Current Value of ₹ 10000 | |
1D | 0.0 | ₹ 10000.0 | ₹ | |
1W | -2.06 | ₹ 9794.0 | ₹ | |
1M | 3.46 | ₹ 10346.0 | ₹ | |
3M | 3.64 | ₹ 10364.0 | ₹ | |
6M | 17.37 | ₹ 11737.0 | ₹ | |
1Y | 37.09 | ₹ 13709.0 | ₹ | |
3Y | -44.41 | ₹ 1718.0 | ₹ | |
5Y | -26.01 | ₹ 2217.0 | ₹ | |
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 | 31.7777 | ₹ 13980.384 | ₹ | |
3Y | ₹ 36000 | 4.5588 | ₹ 38589.588 | ₹ | |
5Y | ₹ 60000 | -12.1519 | ₹ 43922.22 | ₹ | |
7Y | ₹ 84000 | - | ₹ - | ₹ | |
10Y | ₹ 120000 | - | ₹ - | ₹ | |
15Y | ₹ 180000 | - | ₹ - | ₹ |
Date | NAV Regular Growth | NAV Direct Growth |
---|---|---|
18-04-2024 | 34.0438 | None |
16-04-2024 | 34.2271 | None |
15-04-2024 | 34.3286 | None |
12-04-2024 | 34.7614 | None |
09-04-2024 | 34.8426 | None |
08-04-2024 | 34.8881 | None |
05-04-2024 | 34.7119 | None |
04-04-2024 | 34.6397 | None |
03-04-2024 | 34.5467 | None |
02-04-2024 | 34.4875 | None |
01-04-2024 | 34.3607 | None |
28-03-2024 | 33.9901 | None |
27-03-2024 | 33.6934 | None |
26-03-2024 | 33.5563 | None |
22-03-2024 | 33.5434 | None |
21-03-2024 | 33.38 | None |
20-03-2024 | 32.9433 | None |
19-03-2024 | 32.9064 | None |
18-03-2024 | 33.2926 | None |
15-03-2024 | 33.2645 | None |
14-03-2024 | 33.4225 | None |
13-03-2024 | 32.9603 | None |
12-03-2024 | 33.8364 | None |
11-03-2024 | 34.0276 | None |
07-03-2024 | 34.2751 | None |
06-03-2024 | 34.1792 | None |
05-03-2024 | 34.1848 | None |
04-03-2024 | 34.2618 | None |
01-03-2024 | 34.1367 | None |
29-02-2024 | 33.7094 | None |
28-02-2024 | 33.5642 | None |
27-02-2024 | 34.0303 | None |
26-02-2024 | 33.9717 | None |
23-02-2024 | 34.0684 | None |
22-02-2024 | 34.0218 | None |
21-02-2024 | 33.7527 | None |
20-02-2024 | 33.9915 | None |
19-02-2024 | 33.9346 | None |
16-02-2024 | 33.8119 | None |
15-02-2024 | 33.593 | None |
14-02-2024 | 33.3926 | None |
13-02-2024 | 33.159 | None |
12-02-2024 | 32.9722 | None |
09-02-2024 | 33.4412 | None |
08-02-2024 | 33.4913 | None |
07-02-2024 | 33.6769 | None |
06-02-2024 | 33.5528 | None |
05-02-2024 | 33.2423 | None |
02-02-2024 | 33.3457 | None |
01-02-2024 | 33.1157 | None |
31-01-2024 | 33.1671 | None |
30-01-2024 | 32.7914 | None |
29-01-2024 | 33.0318 | None |
25-01-2024 | 32.4962 | None |
24-01-2024 | 32.5889 | None |
23-01-2024 | 32.1796 | None |
20-01-2024 | 32.8394 | None |
19-01-2024 | 32.8481 | None |
18-01-2024 | 32.5181 | None |
17-01-2024 | 32.6404 | None |
16-01-2024 | 33.2106 | None |
15-01-2024 | 33.3109 | None |
12-01-2024 | 33.0733 | None |
11-01-2024 | 32.8038 | None |
10-01-2024 | 32.6954 | None |
09-01-2024 | 32.5927 | None |
08-01-2024 | 32.5219 | None |
05-01-2024 | 32.8159 | None |
04-01-2024 | 32.7322 | None |
03-01-2024 | 32.4457 | None |
02-01-2024 | 32.5314 | None |
01-01-2024 | 32.6203 | None |
29-12-2023 | 32.5515 | None |
28-12-2023 | 32.5002 | None |
27-12-2023 | 32.3209 | None |
26-12-2023 | 32.0801 | None |
22-12-2023 | 31.9183 | None |
21-12-2023 | 31.7338 | None |
20-12-2023 | 31.4542 | None |
19-12-2023 | 32.1103 | None |
18-12-2023 | 32.0849 | None |
15-12-2023 | 32.0721 | None |
14-12-2023 | 31.7889 | None |
13-12-2023 | 31.415 | None |
12-12-2023 | 31.3103 | None |
11-12-2023 | 31.4535 | None |
08-12-2023 | 31.3429 | None |
07-12-2023 | 31.3468 | None |
06-12-2023 | 31.3002 | None |
05-12-2023 | 31.1455 | None |
04-12-2023 | 30.9032 | None |
01-12-2023 | 30.347 | None |
30-11-2023 | 30.1388 | None |
29-11-2023 | 29.9939 | None |
28-11-2023 | 29.7319 | None |
24-11-2023 | 29.5696 | None |
23-11-2023 | 29.5655 | None |
22-11-2023 | 29.5441 | None |
21-11-2023 | 29.5416 | None |
20-11-2023 | 29.4491 | None |
17-11-2023 | 29.4906 | None |
16-11-2023 | 29.4778 | None |
15-11-2023 | 29.332 | None |
13-11-2023 | 29.0146 | None |
10-11-2023 | 28.9192 | None |
09-11-2023 | 28.8661 | None |
08-11-2023 | 28.9215 | None |
07-11-2023 | 28.8109 | None |
06-11-2023 | 28.7664 | None |
03-11-2023 | 28.4996 | None |
02-11-2023 | 28.3146 | None |
01-11-2023 | 28.0439 | None |
31-10-2023 | 28.1599 | None |
30-10-2023 | 28.2016 | None |
27-10-2023 | 28.1008 | None |
26-10-2023 | 27.754 | None |
25-10-2023 | 28.1019 | None |
23-10-2023 | 28.2963 | None |
20-10-2023 | 28.8421 | None |
19-10-2023 | 29.0047 | None |
18-10-2023 | 29.0669 | None |
17-10-2023 | 29.2784 | None |
16-10-2023 | 29.1505 | None |
13-10-2023 | 29.1556 | None |
12-10-2023 | 29.2008 | None |
11-10-2023 | 29.1757 | None |
10-10-2023 | 29.002 | None |
09-10-2023 | 28.7051 | None |
06-10-2023 | 28.9892 | None |
05-10-2023 | 28.8303 | None |
04-10-2023 | 28.7112 | None |
03-10-2023 | 28.9262 | None |
29-09-2023 | 28.9972 | None |
28-09-2023 | 28.7919 | None |
27-09-2023 | 29.0717 | None |
26-09-2023 | 28.9609 | None |
25-09-2023 | 28.9606 | None |
22-09-2023 | 28.9428 | None |
21-09-2023 | 29.0195 | None |
20-09-2023 | 29.2653 | None |
18-09-2023 | 29.537 | None |
15-09-2023 | 29.6324 | None |
14-09-2023 | 29.5229 | None |
13-09-2023 | 29.3937 | None |
12-09-2023 | 29.2838 | None |
11-09-2023 | 29.6003 | None |
08-09-2023 | 29.3283 | None |
07-09-2023 | 29.1573 | None |
06-09-2023 | 28.9918 | None |
05-09-2023 | 28.9414 | None |
04-09-2023 | 28.8182 | None |
01-09-2023 | 28.6521 | None |
31-08-2023 | 28.4079 | None |
30-08-2023 | 28.4864 | None |
29-08-2023 | 28.4199 | None |
28-08-2023 | 28.3298 | None |
25-08-2023 | 28.2421 | None |
24-08-2023 | 28.4185 | None |
23-08-2023 | 28.4548 | None |
22-08-2023 | 28.3799 | None |
21-08-2023 | 28.2887 | None |
18-08-2023 | 28.1228 | None |
17-08-2023 | 28.1938 | None |
16-08-2023 | 28.2829 | None |
14-08-2023 | 28.2324 | None |
11-08-2023 | 28.2877 | None |
10-08-2023 | 28.4141 | None |
09-08-2023 | 28.5132 | None |
08-08-2023 | 28.4152 | None |
07-08-2023 | 28.425 | None |
04-08-2023 | 28.3198 | None |
03-08-2023 | 28.1251 | None |
02-08-2023 | 28.2634 | None |
01-08-2023 | 28.5747 | None |
31-07-2023 | 28.5897 | None |
28-07-2023 | 28.4052 | None |
27-07-2023 | 28.3537 | None |
26-07-2023 | 28.439 | None |
25-07-2023 | 28.3052 | None |
24-07-2023 | 28.2526 | None |
21-07-2023 | 28.3145 | None |
20-07-2023 | 28.5471 | None |
19-07-2023 | 28.4013 | None |
18-07-2023 | 28.2702 | None |
17-07-2023 | 28.2635 | None |
14-07-2023 | 28.0877 | None |
13-07-2023 | 27.8494 | None |
12-07-2023 | 27.8603 | None |
11-07-2023 | 27.8764 | None |
10-07-2023 | 27.7211 | None |
07-07-2023 | 27.7394 | None |
06-07-2023 | 27.9489 | None |
05-07-2023 | 27.7874 | None |
04-07-2023 | 27.718 | None |
03-07-2023 | 27.6678 | None |
30-06-2023 | 27.509 | None |
28-06-2023 | 27.2509 | None |
27-06-2023 | 27.0611 | None |
26-06-2023 | 26.8992 | None |
23-06-2023 | 26.8078 | None |
22-06-2023 | 27.0201 | None |
21-06-2023 | 27.19 | None |
20-06-2023 | 27.1126 | None |
19-06-2023 | 27.0233 | None |
16-06-2023 | 27.0901 | None |
15-06-2023 | 26.8805 | None |
14-06-2023 | 26.9243 | None |
13-06-2023 | 26.8672 | None |
12-06-2023 | 26.6639 | None |
09-06-2023 | 26.5811 | None |
08-06-2023 | 26.6537 | None |
07-06-2023 | 26.7953 | None |
06-06-2023 | 26.5873 | None |
05-06-2023 | 26.5535 | None |
02-06-2023 | 26.4721 | None |
01-06-2023 | 26.3715 | None |
31-05-2023 | 26.3897 | None |
30-05-2023 | 26.4333 | None |
29-05-2023 | 26.3862 | None |
26-05-2023 | 26.2629 | None |
25-05-2023 | 26.0287 | None |
24-05-2023 | 25.9591 | None |
23-05-2023 | 26.0043 | None |
22-05-2023 | 25.9404 | None |
19-05-2023 | 25.7819 | None |
18-05-2023 | 25.7017 | None |
17-05-2023 | 25.8145 | None |
16-05-2023 | 25.9233 | None |
15-05-2023 | 25.9868 | None |
12-05-2023 | 25.8704 | None |
11-05-2023 | 25.8796 | None |
10-05-2023 | 25.8508 | None |
09-05-2023 | 25.7721 | None |
08-05-2023 | 25.7867 | None |
05-05-2023 | 25.5382 | None |
04-05-2023 | 25.7485 | None |
03-05-2023 | 25.5365 | None |
02-05-2023 | 25.5782 | None |
28-04-2023 | 25.4371 | None |
27-04-2023 | 25.1958 | None |
26-04-2023 | 25.0568 | None |
25-04-2023 | 24.9895 | None |
24-04-2023 | 24.9463 | None |
21-04-2023 | 24.8058 | None |
20-04-2023 | 24.8331 | None |
19-04-2023 | 24.8243 | None |
18-04-2023 | 24.8918 | None |
Fund Launch Date: 03/May/2018 |
Fund Category: ETF |
Investment Objective: The investment objective of the scheme is to provide returns before expenses that closely correspond to the total return of the underlying index subject to tracking errors. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved. |
Fund Description: An Open-ended Exchange Traded Fund replicating/ tracking S&P BSE 500 Index |
Fund Benchmark: S&P BSE 500 Total Return Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.