Table of Contents
- Idbi Gold Exchange Traded Fund Performance Analysis +
- Fund Performance Snapshot (Regular Plan)
- Fund Performance Analysis
- Fund Performance vs Category Average
- Fund Expected Return
- Top Performing Peers of Idbi Gold Exchange Traded Fund
- Fund Performance Snapshot (Direct Plan)
- Fund Performance Regular vs Direct Plan
- Gold ETF Category Performance Analysis +
- Idbi Gold Exchange Traded Fund Fund Advanced Return Analysis +
- Idbi Gold Exchange Traded Fund Information
Idbi Gold Exchange Traded Fund
| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| IDBI Gold Exchange Traded Fund | 08/Dec/2022 | 4961.4452 |
12.2590
|
0.2477%
|
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
Fund Performance Analysis
Idbi Gold Exchange Traded Fund Performance Snapshot (Regular Plan)
| KPIs* | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
5.85
|
5.75
|
Yes
|
Yes
|
No
|
1/11 | 5.59 / 5.85 |
| 1M Rolling Return % |
0.29
|
0.24
|
Yes
|
No
|
No
|
5/11 | 0.09 / 0.31 |
| 3M Return % |
6.93
|
6.76
|
Yes
|
Yes
|
No
|
1/11 | 6.61 / 6.93 |
| 3M Rolling Return % |
1.22
|
0.40
|
Yes
|
Yes
|
No
|
1/11 | -1.67 / 1.22 |
| 6M Return % |
5.33
|
5.12
|
Yes
|
Yes
|
No
|
1/11 | 4.96 / 5.33 |
| 6M Rolling Return % |
4.78
|
1.29
|
Yes
|
Yes
|
No
|
1/11 | -8.04 / 4.78 |
| 1Y Return % |
11.89
|
-8.52
|
Yes
|
Yes
|
No
|
1/11 | -98.89 / 11.89 |
| 1Y Rolling Return % |
4.37
|
-35.93
|
Yes
|
Yes
|
No
|
1/11 | -98.87 / 4.37 |
| 3Y Return % |
11.88
|
-48.90
|
Yes
|
Yes
|
No
|
2/11 | -76.01 / 11.96 |
| 3Y Rolling Return % |
14.24
|
-32.82
|
Yes
|
Yes
|
No
|
2/11 | -75.44 / 14.38 |
| 5Y Return % |
12.87
|
-37.43
|
Yes
|
Yes
|
No
|
1/11 | -55.24 / 12.87 |
| Standard Deviation |
13.42
|
41.67
|
Yes
|
Yes
|
No
|
1/11 | 13.42 / 52.92 |
| Semi Deviation |
8.73
|
38.47
|
Yes
|
Yes
|
No
|
1/11 | 8.73 / 50.28 |
| Max Drawdown |
-17.45
|
-76.13
|
Yes
|
Yes
|
No
|
1/11 | -99.18 / -17.45 |
| VaR 1 Y |
-13.99
|
-16.72
|
Yes
|
Yes
|
No
|
2/11 | -18.55 / -13.97 |
| Average Drawdown |
-9.04
|
-30.18
|
Yes
|
Yes
|
No
|
1/11 | -52.16 / -9.04 |
| Sharpe Ratio |
0.54
|
-0.78
|
Yes
|
Yes
|
No
|
1/11 | -1.36 / 0.54 |
| Sterling Ratio |
0.44
|
-0.30
|
Yes
|
Yes
|
No
|
1/11 | -0.61 / 0.44 |
| Sortino Ratio |
0.31
|
0.01
|
Yes
|
Yes
|
No
|
1/11 | -0.11 / 0.31 |
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators
Idbi Gold Exchange Traded Fund Performance Analysis
Idbi Gold Exchange Traded Fund Performance vs Category Average
All parametrs are in percentage
Top Performing Peers of Idbi Gold Exchange Traded Fund
Top Performing Funds in Gold ETF Category
| Fund Name | Category Rank | Analysis | 1Y Return | 3Y Return | Max Drawdown | VaR 1Y 95% | Sharpe Ratio | Sortino Ratio | Hurst Index |
|---|---|---|---|---|---|---|---|---|---|
|
Idbi Gold Exchange Traded Fund |
1 | The Idbi Gold Exchange Traded Fund is a Gold ETF. In the Gold ETF category there are 12 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 does not have any KPI that are bottom quartile. You can read more about the fund KPIs in the Idbi Gold Exchange Traded Fund performance snapshot section. | 11.89% | 11.88% | -17.45% | -13.99% | 0.54 | 0.31 | 0.39 |
|
Invesco India Gold Exchange Traded Fund |
2 | The Invesco India Gold Exchange Traded Fund is a Gold ETF. In the Gold ETF category there are 12 funds. The fund has 17 KPIs that are in top quartile. The fund has 89% 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 Invesco India Gold Exchange Traded Fund performance snapshot section. | 11.54% | 11.96% | -17.82% | -15.54% | 0.54 | 0.30 | 0.39 |
Idbi Gold Exchange Traded Fund Performance Snapshot (Direct Plan)
| KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| Standard Deviation |
13.42
|
41.67
|
Yes
|
Yes
|
No
|
1/11 | 13.42 / 52.92 |
| Semi Deviation |
8.73
|
38.47
|
Yes
|
Yes
|
No
|
1/11 | 8.73 / 50.28 |
| Max Drawdown |
-17.45
|
-76.13
|
Yes
|
Yes
|
No
|
1/11 | -99.18 / -17.45 |
| VaR 1 Y |
-13.99
|
-16.72
|
Yes
|
Yes
|
No
|
2/11 | -18.55 / -13.97 |
| Average Drawdown |
-9.04
|
-30.18
|
Yes
|
Yes
|
No
|
1/11 | -52.16 / -9.04 |
| Sharpe Ratio |
0.54
|
-0.78
|
Yes
|
Yes
|
No
|
1/11 | -1.36 / 0.54 |
| Sterling Ratio |
0.44
|
-0.30
|
Yes
|
Yes
|
No
|
1/11 | -0.61 / 0.44 |
| Sortino Ratio |
0.31
|
0.01
|
Yes
|
Yes
|
No
|
1/11 | -0.11 / 0.31 |
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : Sept. 30, 2022 KPIs: Key Performance Indicators
Idbi Gold Exchange Traded Fund Regular vs Direct Plan Performance
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 5.85% | % |
| 1M Rolling Return % | 0.29% | % |
| 3M Return % | 6.93% | % |
| 3M Rolling Return % | 1.22% | % |
| 6M Return % | 5.33% | % |
| 6M Rolling Return % | 4.78% | % |
| 1Y Return % | 11.89% | % |
| 1Y Rolling Return % | 4.37% | % |
| 3Y Return % | 11.88% | % |
| 3Y Rolling Return % | 14.24% | % |
| 5Y Return % | 12.87% | % |
| Standard Deviation | 13.42% | 13.42% |
| Semi Deviation | 8.73% | 8.73% |
| Max Drawdown | -17.45% | -17.45% |
| VaR 1 Y | -13.99% | -13.99% |
| Average Drawdown | -9.04% | -9.04% |
| Sharpe Ratio | 0.54% | 0.54% |
| Sterling Ratio | 0.44% | 0.44% |
| Sortino Ratio | 0.31% | 0.31% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsGold ETF Category Performance Analysis
Return Chart (Regular Plan)
| 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 | |
| Idbi Gold Exchange Traded Fund |
0.25
|
1 |
1.24
|
1 |
5.85
|
1 |
6.93
|
1 |
5.33
|
1 |
11.89
|
1 |
11.88
|
2 |
12.87
|
1 |
| Uti Gold Exchange Traded Fund |
0.25
|
2 |
1.24
|
2 |
5.83
|
2 |
6.78
|
3 |
4.96
|
11 |
11.11
|
9 |
-76.01
|
11 |
-55.24
|
11 |
| Nippon India Etf Gold Bees |
0.25
|
3 |
1.23
|
5 |
5.77
|
4 |
6.68
|
10 |
5.04
|
10 |
11.13
|
8 |
-75.96
|
10 |
-55.22
|
10 |
| Quantum Gold Fund |
0.25
|
4 |
1.23
|
3 |
5.74
|
9 |
6.75
|
6 |
5.09
|
9 |
-97.77
|
10 |
-69.70
|
5 |
-48.54
|
5 |
| Invesco India Gold Exchange Traded Fund |
0.24
|
5 |
1.23
|
4 |
5.78
|
3 |
6.80
|
2 |
5.16
|
3 |
11.54
|
2 |
11.96
|
1 |
12.81
|
2 |
| Axis Gold Etf |
0.24
|
6 |
1.22
|
7 |
5.59
|
11 |
6.61
|
11 |
5.17
|
2 |
11.48
|
4 |
-75.92
|
9 |
-55.10
|
6 |
| Hdfc Asset Allocator Fund Of Funds |
0.24
|
7 |
1.22
|
9 |
5.74
|
6 |
6.75
|
7 |
5.10
|
7 |
11.40
|
7 |
-75.91
|
8 |
-55.21
|
9 |
| Sbi Gold Etf |
0.24
|
8 |
1.23
|
6 |
5.75
|
5 |
6.76
|
5 |
5.10
|
8 |
-98.89
|
11 |
-75.90
|
7 |
-55.14
|
8 |
| Aditya Birla Sun Life Gold Etf |
0.24
|
9 |
1.22
|
8 |
5.74
|
7 |
6.72
|
9 |
5.13
|
5 |
11.43
|
5 |
-75.88
|
6 |
-55.11
|
7 |
| Kotak Gold Etf |
0.24
|
10 |
1.22
|
11 |
5.74
|
10 |
6.75
|
8 |
5.11
|
6 |
11.43
|
6 |
-48.09
|
4 |
-28.88
|
3 |
| Icici Prudential Gold Etf |
0.24
|
11 |
1.22
|
10 |
5.74
|
8 |
6.77
|
4 |
5.16
|
4 |
11.51
|
3 |
11.65
|
3 |
-28.97
|
4 |
| 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 |
0.19
|
9 |
-1.37
|
9 |
-6.31
|
9 |
-98.78
|
9 |
-74.56
|
7 |
| Axis Gold Etf |
0.31
|
1 |
1.17
|
2 |
4.68
|
2 |
-3.72
|
5 |
-75.37
|
8 |
| Hdfc Asset Allocator Fund Of Funds |
0.30
|
4 |
1.12
|
6 |
4.56
|
6 |
-98.87
|
11 |
-75.43
|
10 |
| Icici Prudential Gold Etf |
0.31
|
3 |
1.16
|
3 |
4.61
|
4 |
4.16
|
2 |
7.89
|
5 |
| Idbi Gold Exchange Traded Fund |
0.29
|
5 |
1.22
|
1 |
4.78
|
1 |
4.37
|
1 |
14.24
|
2 |
| Invesco India Gold Exchange Traded Fund |
0.31
|
2 |
1.15
|
4 |
4.63
|
3 |
4.05
|
3 |
14.38
|
1 |
| Kotak Gold Etf |
0.27
|
6 |
1.14
|
5 |
4.58
|
5 |
-87.97
|
8 |
-46.45
|
6 |
| Nippon India Etf Gold Bees |
0.23
|
8 |
1.06
|
7 |
4.25
|
8 |
3.48
|
4 |
-75.44
|
11 |
| Quantum Gold Fund |
0.09
|
11 |
-1.67
|
11 |
-8.04
|
11 |
-13.01
|
7 |
12.06
|
4 |
| Sbi Etf Gold |
0.13
|
10 |
-1.57
|
10 |
-7.94
|
10 |
-10.19
|
6 |
13.02
|
3 |
| Uti Gold Exchange Traded Fund |
0.26
|
7 |
1.02
|
8 |
4.40
|
7 |
-98.78
|
10 |
-75.39
|
9 |
| 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 |
-17.68
|
8 |
-99.11
|
8 |
-36.38
|
7 |
52.86
|
9 |
50.21
|
8 |
| Axis Gold Etf |
-17.58
|
7 |
-99.09
|
7 |
-36.33
|
6 |
52.53
|
6 |
50.04
|
6 |
| Hdfc Asset Allocator Fund Of Funds |
-13.97
|
1 |
-99.18
|
10 |
-36.55
|
10 |
52.83
|
7 |
50.27
|
10 |
| Icici Prudential Gold Etf |
-15.46
|
3 |
-17.82
|
2 |
-9.29
|
2 |
13.66
|
2 |
8.94
|
2 |
| Idbi Gold Exchange Traded Fund |
-13.99
|
2 |
-17.45
|
1 |
-9.04
|
1 |
13.42
|
1 |
8.73
|
1 |
| Invesco India Gold Exchange Traded Fund |
-15.54
|
4 |
-17.82
|
3 |
-9.30
|
3 |
13.77
|
3 |
9.00
|
3 |
| Kotak Gold Etf |
-17.47
|
6 |
-91.47
|
4 |
-33.87
|
4 |
48.23
|
4 |
45.57
|
4 |
| Nippon India Etf Gold Bees |
-18.17
|
10 |
-99.01
|
6 |
-52.16
|
11 |
52.85
|
8 |
50.16
|
7 |
| Quantum Gold Fund |
-18.55
|
11 |
-98.23
|
5 |
-36.14
|
5 |
52.45
|
5 |
49.76
|
5 |
| Sbi Gold Etf |
-17.44
|
5 |
-99.11
|
9 |
-36.41
|
8 |
52.88
|
10 |
50.24
|
9 |
| Uti Gold Exchange Traded Fund |
-18.05
|
9 |
-99.18
|
11 |
-36.47
|
9 |
52.92
|
11 |
50.28
|
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 |
-1.35
|
7 |
-0.10
|
8 |
-0.61
|
6 |
0.52
|
|
|
|
|
|
|||||||
| Axis Gold Etf |
-1.35
|
9 |
-0.11
|
11 |
-0.61
|
7 |
0.52
|
|
|
|
|
|
|||||||
| Hdfc Asset Allocator Fund Of Funds |
-1.36
|
11 |
-0.09
|
4 |
-0.61
|
9 |
0.52
|
|
|
|
|
|
|||||||
| Icici Prudential Gold Etf |
0.52
|
3 |
0.29
|
3 |
0.43
|
3 |
0.39
|
|
|
|
|
|
|||||||
| Idbi Gold Exchange Traded Fund |
0.54
|
1 |
0.31
|
1 |
0.44
|
1 |
0.39
|
|
|
|
|
|
|||||||
| Invesco India Gold Exchange Traded Fund |
0.54
|
2 |
0.30
|
2 |
0.44
|
2 |
0.39
|
|
|
|
|
|
|||||||
| Kotak Gold Etf |
-0.86
|
4 |
-0.10
|
9 |
-0.38
|
4 |
0.52
|
|
|
|
|
|
|||||||
| Nippon India Etf Gold Bees |
-1.35
|
6 |
-0.11
|
10 |
-0.61
|
11 |
0.52
|
|
|
|
|
|
|||||||
| Quantum Gold Fund |
-1.21
|
5 |
-0.10
|
7 |
-0.55
|
5 |
0.52
|
|
|
|
|
|
|||||||
| Sbi Gold Etf |
-1.35
|
8 |
-0.10
|
6 |
-0.61
|
8 |
0.52
|
|
|
|
|
|
|||||||
| Uti Gold Exchange Traded Fund |
-1.35
|
10 |
-0.10
|
5 |
-0.61
|
10 |
0.52
|
|
|
|
|
|
|||||||
Idbi Gold Exchange Traded Fund Additional Return Analysis
Idbi Gold Exchange Traded Fund Value of Investment
| Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|---|
| Regular Plan Value of 1000 Rupee | 1002.48 | 1012.44 | 1058.52 | 1069.28 | 1053.28 | 1118.89 | 1400.57 | 1832.20 |
| Direct Plan Value of 1000 Rupee |
Fund Information
| Fund Launch Date: 19/Oct/2011 |
| Fund Category: Gold ETF |
| Investment Objective: To invest in physical gold and gold related instruments with the objective to replicate the performance of gold in domestic prices. The ETF will adopt a passive investment strategy and will seek to achieve the investment objective by minimizing the tracking error between the Fund and the underlying asset. |
| Fund Description: An open-ended scheme replicating/ tracking the performance of gold in domestic prices |
| Fund Benchmark: Domestic price of Physical Gold |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
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