Invesco India Gold Exchange Traded Fund

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Fund Name NAV Date NAV Rupee Change Percent Change
Invesco India Gold Exchange Traded Fund 31/May/2023 5351.4586
18.9462
0.3553%

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

Fund Performance Analysis

Invesco India Gold Exchange Traded Fund Analysis

Bmsmoney Gold ETF Category Rank: 3

Invesco India Gold Exchange Traded Fund Performance Snapshot (Regular Plan)

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KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
-0.04
0.17
No
No
No
7/10 -0.06 / 0.82
1M Rolling Return %
1.23
1.23
No
No
No
6/11 1.15 / 1.31
3M Return %
7.11
7.32
No
No
No
7/10 6.72 / 8.39
3M Rolling Return %
3.06
3.03
Yes
No
No
4/11 2.75 / 3.14
6M Return %
12.66
12.77
No
No
No
6/10 12.47 / 13.13
6M Rolling Return %
7.05
6.88
Yes
Yes
No
3/11 5.96 / 7.23
1Y Return %
16.35
16.43
No
No
No
5/10 16.19 / 16.93
1Y Rolling Return %
6.12
-1.45
Yes
Yes
No
3/11 -16.88 / 6.38
3Y Return %
7.97
-42.27
Yes
Yes
No
2/10 -76.83 / 8.18
3Y Rolling Return %
14.30
-47.98
Yes
Yes
No
1/11 -75.49 / 14.30
5Y Return %
13.21
-38.05
Yes
Yes
No
2/10 -55.08 / 13.31
Standard Deviation
13.77
42.04
Yes
No
No
4/11 13.29 / 59.34
Semi Deviation
8.93
38.41
Yes
No
No
4/11 8.65 / 56.29
Max Drawdown
-17.82
-68.79
Yes
Yes
No
3/11 -99.18 / -17.45
VaR 1 Y
-14.61
-16.08
Yes
No
No
4/11 -19.26 / -13.75
Average Drawdown
-10.55
-66.07
Yes
No
No
4/11 -99.18 / -10.14
Sharpe Ratio
0.22
-0.78
Yes
Yes
No
1/11 -1.42 / 0.22
Sterling Ratio
0.37
-0.29
Yes
Yes
No
1/11 -0.70 / 0.37
Sortino Ratio
0.14
-0.05
Yes
Yes
No
1/11 -0.16 / 0.14
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Invesco India Gold Exchange Traded Fund Performance vs Category Average

All parametrs are in percentage

Top Performing Peers of Invesco India Gold Exchange Traded Fund

Top Performing Funds in Gold ETF Category
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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. 16.59% 7.95% -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 16 KPIs that are in top quartile. The fund has 84% 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. 16.93% 8.18% -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 nine KPIs that are in top quartile. The fund has 47% 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. 16.35% 7.97% -17.82% -14.61% 0.22 0.14 0.40

Invesco India Gold Exchange Traded Fund Performance Snapshot (Direct Plan)

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KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
Standard Deviation
13.77
42.04
Yes
No
No
4/11 13.29 / 59.34
Semi Deviation
8.93
38.41
Yes
No
No
4/11 8.65 / 56.29
Max Drawdown
-17.82
-68.79
Yes
Yes
No
3/11 -99.18 / -17.45
VaR 1 Y
-14.61
-16.08
Yes
No
No
4/11 -19.26 / -13.75
Average Drawdown
-10.55
-66.07
Yes
No
No
4/11 -99.18 / -10.14
Sharpe Ratio
0.22
-0.78
Yes
Yes
No
1/11 -1.42 / 0.22
Sterling Ratio
0.37
-0.29
Yes
Yes
No
1/11 -0.70 / 0.37
Sortino Ratio
0.14
-0.05
Yes
Yes
No
1/11 -0.16 / 0.14
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Invesco India Gold Exchange Traded Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % -0.04% %
1M Rolling Return % 1.23% %
3M Return % 7.11% %
3M Rolling Return % 3.06% %
6M Return % 12.66% %
6M Rolling Return % 7.05% %
1Y Return % 16.35% %
1Y Rolling Return % 6.12% %
3Y Return % 7.97% %
3Y Rolling Return % 14.30% %
5Y Return % 13.21% %
Standard Deviation 13.77% 13.77%
Semi Deviation 8.93% 8.93%
Max Drawdown -17.82% -17.82%
VaR 1 Y -14.61% -14.61%
Average Drawdown -10.55% -10.55%
Sharpe Ratio 0.22% 0.22%
Sterling Ratio 0.37% 0.37%
Sortino Ratio 0.14% 0.14%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns


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Gold ETF Category Performance Analysis

Return Chart (Regular Plan)

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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

Uti Gold Exchange Traded Fund

0.36
1
-0.83
10
-0.04
8
7.21
5
12.82
5
16.26
7
-76.83
10
-55.08
10

Idbi Gold Exchange Traded Fund

0.36
2
-0.82
8
-0.02
6
7.38
4
13.06
2
16.93
1
8.18
1
13.31
1

Quantum Gold Fund

0.36
3
-0.83
9
-0.06
10
7.07
9
12.61
7
16.23
8
-70.76
5
-48.31
4

Invesco India Gold Exchange Traded Fund

0.36
4
-0.82
6
-0.04
7
7.11
7
12.66
6
16.35
5
7.97
2
13.21
2

Sbi Gold Etf

0.35
5
-0.82
7
-0.05
9
7.07
8
12.59
8
16.20
9
-76.76
9
-54.98
7

Axis Gold Etf

0.35
6
-0.82
5
0.42
2
6.72
10
12.47
10
16.33
6
-76.74
7
-54.94
5

Aditya Birla Sun Life Gold Etf

0.35
7
-0.82
3
0.03
5
7.12
6
12.56
9
16.19
10
-76.75
8
-54.96
6

Hdfc Asset Allocator Fund Of Funds

0.35
8
-0.82
4
0.82
1
8.39
1
13.13
1
16.78
2
-76.73
6
-55.00
8

Icici Prudential Gold Etf

-0.06
9
-0.46
1
0.34
3
7.57
2
12.89
4
16.59
3
7.95
3
-28.68
3

Nippon India Etf Gold Bees

-0.06
10
-0.47
2
0.32
4
7.54
3
12.92
3
16.48
4
7.78
4
-55.03
9

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

1.16
10
3.02
9
7.02
4
-16.53
9
-75.19
7

Axis Gold Etf

1.24
5
3.14
2
7.07
2
6.30
2
-75.39
8

Hdfc Asset Allocator Fund Of Funds

1.23
7
3.03
7
6.75
10
5.86
5
-75.46
10

Icici Prudential Gold Etf

1.31
1
3.08
3
6.96
7
6.09
4
11.39
3

Idbi Gold Exchange Traded Fund

1.26
4
3.14
1
7.23
1
6.38
1
14.11
2

Invesco India Gold Exchange Traded Fund

1.23
6
3.06
4
7.05
3
6.12
3
14.30
1

Kotak Gold Etf

1.26
3
3.03
6
6.99
5
-6.66
8
-46.98
4

Nippon India Etf Gold Bees

1.30
2
2.75
11
6.84
9
5.68
6
-75.44
9

Quantum Gold Fund

1.15
11
3.05
5
6.98
6
-16.88
11
-68.71
5

Sbi Etf Gold

1.22
8
3.03
8
5.96
11
-16.58
10
-74.90
6

Uti Gold Exchange Traded Fund

1.21
9
3.00
10
6.86
8
4.25
7
-75.49
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

Invesco India Gold Exchange Traded Fund Additional Return Analysis

Invesco India 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 1003.55 991.79 999.61 1071.11 1126.59 1163.46 1258.62 1859.74
Direct Plan Value of 1000 Rupee
Fund Information
Fund Launch Date: 28/Jan/2010
Fund Category: Gold ETF
Investment Objective: To generate returns that closely correspond to the returns provided by investment in physical gold in the domestic market, subject to tracking error.
Fund Description: An open ended scheme tracking returns provided by investment in physical gold
Fund Benchmark: Price of Gold
Source: Fund FactSheet


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


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More Mutual Fund Analysis Article

फायदा:

  1.     विविधता
  2.     व्यावसायिक प्रबंधन
  3.     पैमाने की अर्थव्यवस्थाएं (ईकानमी ऑफ स्केल)
  4.     तरलता (लिक्विडिटी)
  5.     विभिन्न प्रकार के निवेश विकल्प
  6.     स्वत: पुनर्निवेश

नुकसान:

  1.     शुल्क और व्यय
  2.     रिटर्न की कोई गारंटी नहीं
  3.     सीमित नियंत्रण
  4.     अंडरपरफॉर्मेंस की संभावना
  5.     कर (टैक्स)

 

  • The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
  • Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
  • Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
  • The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

  • The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
  • It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
  • The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
  • It identifies consistent performers with better risk-adjusted returns.
  • However, the Sortino Ratio neglects the upside potential of investments.