| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| Invesco India Gold Exchange Traded Fund | 27/Jan/2023 | 5171.1165 |
0.9349
|
0.0181%
|
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 % |
5.10
|
4.47
|
Yes
|
Yes
|
No
|
3/11 | 3.33 / 5.18 |
| 1M Rolling Return % |
1.26
|
1.24
|
Yes
|
Yes
|
No
|
3/11 | 1.05 / 1.30 |
| 3M Return % |
15.40
|
14.69
|
Yes
|
No
|
No
|
4/11 | 13.09 / 15.63 |
| 3M Rolling Return % |
1.36
|
0.98
|
Yes
|
No
|
No
|
4/11 | -1.03 / 1.45 |
| 6M Return % |
13.37
|
12.70
|
Yes
|
Yes
|
No
|
2/11 | 11.35 / 13.65 |
| 6M Rolling Return % |
5.87
|
3.19
|
Yes
|
No
|
No
|
4/11 | -5.99 / 6.05 |
| 1Y Return % |
18.28
|
17.54
|
Yes
|
Yes
|
No
|
2/11 | 16.17 / 18.74 |
| 1Y Rolling Return % |
4.18
|
-51.36
|
Yes
|
Yes
|
No
|
3/11 | -98.87 / 4.41 |
| 3Y Return % |
12.13
|
-40.96
|
Yes
|
Yes
|
No
|
2/11 | -76.01 / 12.16 |
| 3Y Rolling Return % |
14.28
|
-48.10
|
Yes
|
Yes
|
No
|
1/11 | -75.47 / 14.28 |
| 5Y Return % |
12.94
|
-37.41
|
Yes
|
Yes
|
No
|
2/11 | -55.30 / 13.03 |
| Standard Deviation |
12.96
|
41.70
|
Yes
|
Yes
|
No
|
3/11 | 12.76 / 59.13 |
| Semi Deviation |
8.52
|
38.29
|
Yes
|
Yes
|
No
|
3/11 | 8.33 / 56.26 |
| 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 |
-17.82
|
-68.79
|
Yes
|
Yes
|
No
|
3/11 | -99.18 / -17.45 |
| Sharpe Ratio |
0.24
|
-0.76
|
Yes
|
Yes
|
No
|
2/11 | -1.41 / 0.25 |
| Sterling Ratio |
0.36
|
-0.29
|
Yes
|
Yes
|
No
|
2/11 | -0.70 / 0.37 |
| Sortino Ratio |
0.14
|
-0.04
|
Yes
|
Yes
|
No
|
2/11 | -0.16 / 0.15 |
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 |
|---|---|---|---|---|---|---|---|---|---|
|
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 19 KPIs that are in top quartile. The fund has 100% 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. | 18.74% | 12.16% | -17.45% | -13.80% | 0.25 | 0.15 | 0.42 |
|
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 15 KPIs that are in top quartile. The fund has 79% 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. | 18.28% | 12.13% | -17.82% | -14.61% | 0.24 | 0.14 | 0.41 |
| KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| Standard Deviation |
12.96
|
41.70
|
Yes
|
Yes
|
No
|
3/11 | 12.76 / 59.13 |
| Semi Deviation |
8.52
|
38.29
|
Yes
|
Yes
|
No
|
3/11 | 8.33 / 56.26 |
| 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 |
-17.82
|
-68.79
|
Yes
|
Yes
|
No
|
3/11 | -99.18 / -17.45 |
| Sharpe Ratio |
0.24
|
-0.76
|
Yes
|
Yes
|
No
|
2/11 | -1.41 / 0.25 |
| Sterling Ratio |
0.36
|
-0.29
|
Yes
|
Yes
|
No
|
2/11 | -0.70 / 0.37 |
| Sortino Ratio |
0.14
|
-0.04
|
Yes
|
Yes
|
No
|
2/11 | -0.16 / 0.15 |
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 5.10% | % |
| 1M Rolling Return % | 1.26% | % |
| 3M Return % | 15.40% | % |
| 3M Rolling Return % | 1.36% | % |
| 6M Return % | 13.37% | % |
| 6M Rolling Return % | 5.87% | % |
| 1Y Return % | 18.28% | % |
| 1Y Rolling Return % | 4.18% | % |
| 3Y Return % | 12.13% | % |
| 3Y Rolling Return % | 14.28% | % |
| 5Y Return % | 12.94% | % |
| Standard Deviation | 12.96% | 12.96% |
| Semi Deviation | 8.52% | 8.52% |
| Max Drawdown | -17.82% | -17.82% |
| VaR 1 Y | -14.61% | -14.61% |
| Average Drawdown | -17.82% | -17.82% |
| Sharpe Ratio | 0.24% | 0.24% |
| Sterling Ratio | 0.36% | 0.36% |
| 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| 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 | |
| Axis Gold Etf |
0.02
|
1 |
-1.38
|
11 |
3.33
|
11 |
13.24
|
10 |
11.35
|
11 |
16.24
|
10 |
-76.01
|
11 |
-55.20
|
9 |
| Kotak Gold Etf |
0.02
|
2 |
0.31
|
3 |
5.09
|
6 |
15.31
|
7 |
13.30
|
5 |
18.15
|
4 |
-48.01
|
5 |
-28.80
|
3 |
| Idbi Gold Exchange Traded Fund |
0.02
|
3 |
0.32
|
1 |
5.18
|
1 |
15.63
|
1 |
13.65
|
1 |
18.74
|
1 |
12.16
|
1 |
13.03
|
1 |
| Hdfc Asset Allocator Fund Of Funds |
0.02
|
4 |
-1.07
|
9 |
3.65
|
8 |
13.75
|
8 |
11.74
|
8 |
16.51
|
8 |
-75.98
|
10 |
-55.28
|
10 |
| Uti Gold Exchange Traded Fund |
0.02
|
5 |
0.31
|
2 |
5.17
|
2 |
15.57
|
2 |
13.36
|
3 |
18.00
|
7 |
-75.96
|
9 |
-55.18
|
8 |
| Invesco India Gold Exchange Traded Fund |
0.02
|
6 |
0.31
|
4 |
5.10
|
3 |
15.40
|
4 |
13.37
|
2 |
18.28
|
2 |
12.13
|
2 |
12.94
|
2 |
| Aditya Birla Sun Life Gold Etf |
0.02
|
7 |
0.31
|
5 |
5.09
|
4 |
15.33
|
6 |
13.26
|
7 |
18.19
|
3 |
-75.84
|
7 |
-55.06
|
6 |
| Sbi Gold Etf |
0.02
|
8 |
0.31
|
6 |
5.09
|
5 |
15.34
|
5 |
13.29
|
6 |
18.13
|
6 |
-75.86
|
8 |
-55.09
|
7 |
| Quantum Gold Fund |
0.02
|
9 |
0.31
|
7 |
4.58
|
7 |
15.43
|
3 |
13.32
|
4 |
18.14
|
5 |
-69.64
|
6 |
-48.48
|
5 |
| Icici Prudential Gold Etf |
0.00
|
10 |
-1.27
|
10 |
3.43
|
10 |
13.51
|
9 |
11.54
|
9 |
16.36
|
9 |
11.25
|
3 |
-29.11
|
4 |
| Nippon India Etf Gold Bees |
-0.05
|
11 |
0.17
|
8 |
3.48
|
9 |
13.09
|
11 |
11.52
|
10 |
16.17
|
11 |
11.20
|
4 |
-55.30
|
11 |
| 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 |
1.26
|
5 |
1.00
|
9 |
-1.05
|
9 |
-98.78
|
9 |
-74.82
|
7 |
| Axis Gold Etf |
1.26
|
4 |
1.45
|
1 |
5.88
|
2 |
-1.11
|
5 |
-75.40
|
8 |
| Hdfc Asset Allocator Fund Of Funds |
1.25
|
8 |
1.34
|
7 |
5.81
|
6 |
-98.87
|
11 |
-75.47
|
11 |
| Icici Prudential Gold Etf |
1.26
|
6 |
1.37
|
3 |
5.88
|
3 |
4.19
|
2 |
8.67
|
3 |
| Idbi Gold Exchange Traded Fund |
1.30
|
1 |
1.43
|
2 |
6.05
|
1 |
4.41
|
1 |
14.10
|
2 |
| Invesco India Gold Exchange Traded Fund |
1.26
|
3 |
1.36
|
4 |
5.87
|
4 |
4.18
|
3 |
14.28
|
1 |
| Kotak Gold Etf |
1.26
|
2 |
1.35
|
6 |
5.83
|
5 |
-87.78
|
6 |
-46.65
|
4 |
| Nippon India Etf Gold Bees |
1.21
|
10 |
1.35
|
5 |
5.50
|
8 |
3.91
|
4 |
-75.44
|
10 |
| Quantum Gold Fund |
1.25
|
7 |
-0.06
|
10 |
-4.30
|
10 |
-97.56
|
7 |
-68.28
|
5 |
| Sbi Etf Gold |
1.05
|
11 |
-1.03
|
11 |
-5.99
|
11 |
-98.78
|
8 |
-74.62
|
6 |
| Uti Gold Exchange Traded Fund |
1.23
|
9 |
1.24
|
8 |
5.67
|
7 |
-98.78
|
10 |
-75.43
|
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 |
-16.25
|
7 |
-99.11
|
8 |
-99.11
|
8 |
59.04
|
9 |
56.16
|
8 |
| Axis Gold Etf |
-17.36
|
8 |
-99.09
|
7 |
-99.09
|
7 |
58.59
|
7 |
55.93
|
7 |
| Hdfc Asset Allocator Fund Of Funds |
-13.75
|
1 |
-99.18
|
10 |
-99.18
|
10 |
59.04
|
8 |
56.26
|
11 |
| Icici Prudential Gold Etf |
-14.57
|
3 |
-17.82
|
2 |
-17.82
|
2 |
12.85
|
2 |
8.46
|
2 |
| Idbi Gold Exchange Traded Fund |
-13.80
|
2 |
-17.45
|
1 |
-17.45
|
1 |
12.76
|
1 |
8.33
|
1 |
| Invesco India Gold Exchange Traded Fund |
-14.61
|
4 |
-17.82
|
3 |
-17.82
|
3 |
12.96
|
3 |
8.52
|
3 |
| Kotak Gold Etf |
-16.01
|
6 |
-91.47
|
5 |
-91.47
|
5 |
53.73
|
5 |
50.90
|
5 |
| Nippon India Etf Gold Bees |
-17.36
|
9 |
-18.22
|
4 |
-18.22
|
4 |
12.99
|
4 |
8.53
|
4 |
| Quantum Gold Fund |
-19.26
|
11 |
-98.23
|
6 |
-98.23
|
6 |
58.57
|
6 |
55.63
|
6 |
| Sbi Gold Etf |
-15.95
|
5 |
-99.11
|
9 |
-99.11
|
9 |
59.07
|
10 |
56.18
|
9 |
| Uti Gold Exchange Traded Fund |
-17.92
|
10 |
-99.18
|
11 |
-99.18
|
11 |
59.13
|
11 |
56.25
|
10 |
| 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 |
-1.40
|
7 |
-0.15
|
9 |
-0.70
|
8 |
0.52
|
|
|
|
|
|
|||||||
| Axis Gold Etf |
-1.40
|
9 |
-0.16
|
11 |
-0.70
|
10 |
0.51
|
|
|
|
|
|
|||||||
| Hdfc Asset Allocator Fund Of Funds |
-1.41
|
11 |
-0.14
|
5 |
-0.70
|
7 |
0.52
|
|
|
|
|
|
|||||||
| Icici Prudential Gold Etf |
0.22
|
3 |
0.13
|
3 |
0.35
|
3 |
0.41
|
|
|
|
|
|
|||||||
| Idbi Gold Exchange Traded Fund |
0.25
|
1 |
0.15
|
1 |
0.37
|
1 |
0.42
|
|
|
|
|
|
|||||||
| Invesco India Gold Exchange Traded Fund |
0.24
|
2 |
0.14
|
2 |
0.36
|
2 |
0.41
|
|
|
|
|
|
|||||||
| Kotak Gold Etf |
-0.99
|
5 |
-0.15
|
10 |
-0.48
|
5 |
0.52
|
|
|
|
|
|
|||||||
| Nippon India Etf Gold Bees |
0.21
|
4 |
0.13
|
4 |
0.34
|
4 |
0.40
|
|
|
|
|
|
|||||||
| Quantum Gold Fund |
-1.28
|
6 |
-0.15
|
8 |
-0.65
|
6 |
0.52
|
|
|
|
|
|
|||||||
| Sbi Gold Etf |
-1.40
|
8 |
-0.14
|
7 |
-0.70
|
9 |
0.52
|
|
|
|
|
|
|||||||
| Uti Gold Exchange Traded Fund |
-1.41
|
10 |
-0.14
|
6 |
-0.70
|
11 |
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 | 1000.18 | 1003.10 | 1050.96 | 1153.99 | 1133.65 | 1182.77 | 1409.80 | 1837.73 |
| Direct Plan Value of 1000 Rupee |
| 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 |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
A mutual fund is a pool of funds collected from individuals/ companies/ other entities to invest in financial securities like equity and bond, gold/silver, and commodities. Each mutual fund is managed by one or more fund manager.
This post will describe the methodology used for different calculations on this website.