Kotak S&P Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 56
BMSMONEY Rating
Growth Option As On: 16-04-2024
NAV ₹78.0 (R) -0.62% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 23.37% -46.13% -27.91% -17.31% -10.24%
LumpSum Dir. P
SIP Reg. P 17.58% -22.0% -% -% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.01 1.51 0.14 62.57% -0.01
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
520.93% -13.76% -90.12% -3.46 100.12%

NAV Date: 16-04-2024

Scheme Name NAV Rupee Change Percent Change
Kotak S&P BSE Sensex ETF 78.0
-0.4900
-0.6200%

Review Date: Feb. 29, 2024

Performance of the Kotak S&P Bse Sensex Etf has been analyzed on 19 performance parameters. Out of seven return parameters, the fund has zero return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly two risk-adjusted performance parameters are in first quartile. Based on this performance Kotak S&P Bse Sensex Etf has achieved 56 (out of 84 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 84 funds.
Our ranking method uses a composite performance score, which includes the fund's return, risk, and risk-adjusted performance over the past three years. This composite performance score is then used to rank the funds within a category.

The Kotak S&P Bse Sensex 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 Kotak S&P Bse Sensex Etf has given return of 2.01% in last one month which is poor as it is in the below average in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the Kotak S&P Bse Sensex Etf has given return of 7.53% in last three month which is poor as it is in the below average in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the Kotak S&P Bse Sensex Etf has given return of 12.1% in last six month which is poor as it is in the below average in ETFs.
  4. 1 Year Return%: The Kotak S&P Bse Sensex Etf has given return of 24.32% in last one year which is poor as it is in the below average in ETFs. The one year return rank of Kotak S&P Bse Sensex Etf is 90 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 12432.0 in one year.
  5. 3 Year Return%: The Kotak S&P Bse Sensex Etf has given return of -46.92% in last three year which is very poor as it is in the fourth quartile with rank of 79 in 83 funds. in ETFs.
  6. 5 Year Return%: The Kotak S&P Bse Sensex Etf has given return of -26.79% in last five year which is very poor as it is in the fourth quartile with rank of 56 in 62 funds. in ETFs.
  7. 1 Year SIP Return%: The Kotak S&P Bse Sensex Etf has given return of 24.31% in last one year which is poor as it is in the below average with return rank of 89 in 125 funds. in ETFs.
    8. '
'

The Kotak S&P Bse Sensex 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 Kotak S&P Bse Sensex Etf has standard deviation of 520.93 which is very poor as it is in the fourth quartile with risk rank of 46 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 Kotak S&P Bse Sensex Etf has semi deviation of 100.12 which is very poor as it is in the fourth quartile with risk rank of 46 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 Kotak S&P Bse Sensex Etf has max drawdown of -90.12% which is very poor as it is in the fourth quartile with risk rank of 46 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 Kotak S&P Bse Sensex Etf has 1Y VaR at 95% of -13.76% 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 Kotak S&P Bse Sensex Etf has average drawdown of -24.75% which is very poor as it is in the fourth quartile with risk rank of 47 in 47 funds. in ETFs.
    6. '
'

The Kotak S&P Bse Sensex 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 Kotak S&P Bse Sensex Etf has Sterling Ratio of 0.14 which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The Kotak S&P Bse Sensex Etf has Sortino Ratio of 1.51 which is very good as it is in the top quartile with risk rank of 2 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The Kotak S&P Bse Sensex Etf has Jensen Alpha of 62.57% which is very good as it is in the top quartile with risk rank of 1 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The Kotak S&P Bse Sensex Etf has Treynor Ratio of -0.01 which is very poor as it is in the fourth quartile with risk rank of 46 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The Kotak S&P Bse Sensex Etf has Modigliani Square Measure of 0.93% which is very poor as it is in the fourth quartile with risk rank of 45 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The Kotak S&P Bse Sensex Etf has Alpha of -0.33% which is good as it is above average with risk rank of 26 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 % 0.25
1.47
-9.11 | 12.40 93 | 129
No
No
No
3M Return % 2.10
1.43
-90.02 | 22.15 95 | 129
Yes
No
No
6M Return % 10.04
9.85
-89.73 | 54.82 84 | 129
Yes
No
No
1Y Return % 23.37
25.33
-88.83 | 105.09 87 | 129
No
No
No
3Y Return % -46.13
6.96
-48.74 | 57.20 80 | 87
No
No
Yes
5Y Return % -27.91
1.28
-54.41 | 25.22 57 | 63
No
No
Yes
7Y Return % -17.31
4.37
-40.36 | 18.96 38 | 47
No
No
Yes
10Y Return % -10.24
7.46
-10.24 | 19.07 15 | 15
No
No
Yes
15Y Return % -2.30
8.57
-2.30 | 13.97 4 | 4
No
No
Yes
1Y SIP Return % 17.58
27.22
-22.52 | 121.57 82 | 121
No
No
No
3Y SIP Return % -22.00
14.60
-22.00 | 61.90 80 | 80
No
No
Yes
Standard Deviation 520.93
38.19
12.38 | 563.83 46 | 47
No
No
Yes
Semi Deviation 100.12
14.88
8.11 | 106.95 46 | 47
No
No
Yes
Max Drawdown % -90.12
-16.88
-90.23 | -8.96 46 | 47
No
No
Yes
VaR 1 Y % -13.76
-16.10
-32.78 | -10.27 27 | 47
Yes
No
No
Average Drawdown % -24.75
-6.61
-24.75 | -3.35 47 | 47
No
No
Yes
Sharpe Ratio 0.01
0.60
-0.95 | 1.37 45 | 47
No
No
Yes
Sterling Ratio 0.14
0.77
-0.47 | 1.62 45 | 47
No
No
Yes
Sortino Ratio 1.51
0.42
-0.13 | 1.60 2 | 47
Yes
Yes
No
Jensen Alpha % 62.57
-1.92
-73.22 | 62.57 1 | 47
Yes
Yes
No
Treynor Ratio -0.01
0.08
-0.51 | 0.34 46 | 47
No
No
Yes
Modigliani Square Measure % 0.93
16.73
-10.70 | 43.53 45 | 47
No
No
Yes
Alpha % -0.33
-1.82
-61.48 | -0.01 26 | 47
Yes
No
No
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 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 520.93 38.19 12.38 | 563.83 46 | 47
No
No
Yes
Semi Deviation 100.12 14.88 8.11 | 106.95 46 | 47
No
No
Yes
Max Drawdown % -90.12 -16.88 -90.23 | -8.96 46 | 47
No
No
Yes
VaR 1 Y % -13.76 -16.10 -32.78 | -10.27 27 | 47
Yes
No
No
Average Drawdown % -24.75 -6.61 -24.75 | -3.35 47 | 47
No
No
Yes
Sharpe Ratio 0.01 0.60 -0.95 | 1.37 45 | 47
No
No
Yes
Sterling Ratio 0.14 0.77 -0.47 | 1.62 45 | 47
No
No
Yes
Sortino Ratio 1.51 0.42 -0.13 | 1.60 2 | 47
Yes
Yes
No
Jensen Alpha % 62.57 -1.92 -73.22 | 62.57 1 | 47
Yes
Yes
No
Treynor Ratio -0.01 0.08 -0.51 | 0.34 46 | 47
No
No
Yes
Modigliani Square Measure % 0.93 16.73 -10.70 | 43.53 45 | 47
No
No
Yes
Alpha % -0.33 -1.82 -61.48 | -0.01 26 | 47
Yes
No
No
Return data last Updated On : April 16, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Feb. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.62 ₹ 9938.0 ₹
1W - ₹ - ₹
1M 0.25 ₹ 10025.0 ₹
3M 2.1 ₹ 10210.0 ₹
6M 10.04 ₹ 11004.0 ₹
1Y 23.37 ₹ 12337.0 ₹
3Y -46.13 ₹ 1564.0 ₹
5Y -27.91 ₹ 1948.0 ₹
7Y -17.31 ₹ 2644.0 ₹
10Y -10.24 ₹ 3395.0 ₹
15Y -2.3 ₹ 7058.0 ₹

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 17.5756 ₹ 13113.132 ₹
3Y ₹ 36000 -21.9991 ₹ 25116.552 ₹
5Y ₹ 60000 - ₹ - ₹
7Y ₹ 84000 - ₹ - ₹
10Y ₹ 120000 - ₹ - ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
16-04-2024 78.002 None
15-04-2024 78.4902 None
12-04-2024 79.3955 None
09-04-2024 79.8664 None
08-04-2024 79.9299 None
05-04-2024 79.4032 None
04-04-2024 79.3818 None
03-04-2024 79.0074 None
02-04-2024 79.0369 None
01-04-2024 79.1559 None
28-03-2024 78.77 None
27-03-2024 78.0697 None
26-03-2024 77.5077 None
22-03-2024 77.8967 None
21-03-2024 77.6939 None
20-03-2024 77.1174 None
19-03-2024 77.0221 None
18-03-2024 77.8102 None
15-03-2024 77.6996 None
14-03-2024 78.1858 None
13-03-2024 77.8277 None
12-03-2024 78.7973 None
11-03-2024 78.621 None
07-03-2024 79.2831 None
06-03-2024 79.248 None
05-03-2024 78.8112 None
04-03-2024 79.0205 None
01-03-2024 78.8865 None
29-02-2024 77.5553 None
28-02-2024 77.3469 None
27-02-2024 78.1928 None
26-02-2024 77.8671 None
23-02-2024 78.2462 None
22-02-2024 78.2633 None
21-02-2024 77.6915 None
20-02-2024 78.1566 None
19-02-2024 77.7857 None
16-02-2024 77.4864 None
15-02-2024 77.0847 None
14-02-2024 76.8204 None
13-02-2024 76.5348 None
12-02-2024 76.0192 None
09-02-2024 76.5799 None
08-02-2024 76.3933 None
07-02-2024 77.1153 None
06-02-2024 77.1522 None
05-02-2024 76.657 None
02-02-2024 77.0373 None
01-02-2024 76.5673 None
31-01-2024 76.6821 None
30-01-2024 76.0285 None
29-01-2024 76.8858 None
25-01-2024 75.5621 None
24-01-2024 75.9469 None
23-01-2024 75.2091 None
20-01-2024 76.3362 None
19-01-2024 76.6141 None
18-01-2024 76.0639 None
17-01-2024 76.3999 None
16-01-2024 78.1399 None
15-01-2024 78.3533 None
12-01-2024 77.5435 None
11-01-2024 76.6388 None
10-01-2024 76.5715 None
09-01-2024 76.282 None
08-01-2024 76.2495 None
05-01-2024 76.968 None
04-01-2024 76.7778 None
03-01-2024 76.2538 None
02-01-2024 76.8269 None
01-01-2024 77.2329 None
29-12-2023 77.2008 None
28-12-2023 77.3832 None
27-12-2023 76.9864 None
26-12-2023 76.2373 None
22-12-2023 75.9921 None
21-12-2023 75.7343 None
20-12-2023 75.3515 None
19-12-2023 76.3466 None
18-12-2023 76.217 None
15-12-2023 76.3987 None
14-12-2023 75.3644 None
13-12-2023 74.3726 None
12-12-2023 74.3373 None
11-12-2023 74.7414 None
08-12-2023 74.6332 None
07-12-2023 74.309 None
06-12-2023 74.4506 None
05-12-2023 74.0643 None
04-12-2023 73.6043 None
01-12-2023 72.1269 None
30-11-2023 71.6009 None
29-11-2023 71.509 None
28-11-2023 70.7318 None
24-11-2023 70.5157 None
23-11-2023 70.5672 None
22-11-2023 70.5735 None
21-11-2023 70.4752 None
20-11-2023 70.1812 None
17-11-2023 70.332 None
16-11-2023 70.5331 None
15-11-2023 70.1892 None
13-11-2023 69.3974 None
10-11-2023 69.3678 None
09-11-2023 69.2909 None
08-11-2023 69.4446 None
07-11-2023 69.4097 None
06-11-2023 69.4277 None
03-11-2023 68.7946 None
02-11-2023 68.4811 None
01-11-2023 67.9373 None
31-10-2023 68.2357 None
30-10-2023 68.4898 None
27-10-2023 68.1395 None
26-10-2023 67.463 None
25-10-2023 68.4246 None
23-10-2023 68.9232 None
20-10-2023 69.8057 None
19-10-2023 70.0413 None
18-10-2023 70.2976 None
17-10-2023 70.8861 None
16-10-2023 70.608 None
13-10-2023 70.7331 None
12-10-2023 70.8677 None
11-10-2023 70.9372 None
10-10-2023 70.5179 None
09-10-2023 69.9135 None
06-10-2023 70.4306 None
05-10-2023 70.0427 None
04-10-2023 69.6106 None
03-10-2023 69.9164 None
29-09-2023 70.2556 None
28-09-2023 69.9151 None
27-09-2023 70.566 None
26-09-2023 70.382 None
25-09-2023 70.4659 None
22-09-2023 70.452 None
21-09-2023 70.6823 None
20-09-2023 71.2916 None
18-09-2023 72.1417 None
15-09-2023 72.3859 None
14-09-2023 72.046 None
13-09-2023 71.9911 None
12-09-2023 71.7293 None
11-09-2023 71.6295 None
08-09-2023 71.0676 None
07-09-2023 70.7125 None
06-09-2023 70.3021 None
05-09-2023 70.1957 None
04-09-2023 70.0339 None
01-09-2023 69.7779 None
31-08-2023 69.1862 None
30-08-2023 69.4336 None
29-08-2023 69.422 None
28-08-2023 69.3381 None
25-08-2023 69.2225 None
24-08-2023 69.6127 None
23-08-2023 69.806 None
22-08-2023 69.5793 None
21-08-2023 69.5757 None
18-08-2023 69.2637 None
17-08-2023 69.4798 None
16-08-2023 69.8931 None
14-08-2023 69.7481 None
11-08-2023 69.6656 None
10-08-2023 70.0319 None
09-08-2023 70.3591 None
08-08-2023 70.1491 None
07-08-2023 70.2482 None
04-08-2023 70.0033 None
03-08-2023 69.4917 None
02-08-2023 70.0565 None
01-08-2023 70.7482 None
31-07-2023 70.8213 None
28-07-2023 70.433 None
27-07-2023 70.5394 None
26-07-2023 71.0032 None
25-07-2023 70.6307 None
24-07-2023 70.6621 None
21-07-2023 70.9815 None
20-07-2023 71.9053 None
19-07-2023 71.384 None
18-07-2023 71.0636 None
17-07-2023 70.8471 None
14-07-2023 70.2872 None
13-07-2023 69.7406 None
12-07-2023 69.5621 None
11-07-2023 69.8478 None
10-07-2023 69.5579 None
07-07-2023 69.4919 None
06-07-2023 70.026 None
05-07-2023 69.6662 None
04-07-2023 69.7017 None
03-07-2023 69.4116 None
30-06-2023 68.8981 None
28-06-2023 68.0404 None
27-06-2023 67.5118 None
26-06-2023 67.0398 None
23-06-2023 67.0512 None
22-06-2023 67.3266 None
21-06-2023 67.5984 None
20-06-2023 67.3918 None
19-06-2023 67.2234 None
16-06-2023 67.4358 None
15-06-2023 66.9416 None
14-06-2023 67.2485 None
13-06-2023 67.1586 None
12-06-2023 66.7159 None
09-06-2023 66.6125 None
08-06-2023 66.8403 None
07-06-2023 67.1526 None
06-06-2023 66.7823 None
05-06-2023 66.7771 None
02-06-2023 66.5239 None
01-06-2023 66.3314 None
31-05-2023 66.5371 None
30-05-2023 66.8654 None
29-05-2023 66.6807 None
26-05-2023 66.3174 None
25-05-2023 65.652 None
24-05-2023 65.5478 None
23-05-2023 65.7685 None
22-05-2023 65.7498 None
19-05-2023 65.5036 None
18-05-2023 65.1887 None
17-05-2023 65.3256 None
16-05-2023 65.7197 None
15-05-2023 66.005 None
12-05-2023 65.6701 None
11-05-2023 65.54 None
10-05-2023 65.5783 None
09-05-2023 65.3896 None
08-05-2023 65.3931 None
05-05-2023 64.6433 None
04-05-2023 65.3792 None
03-05-2023 64.7914 None
02-05-2023 64.9627 None
28-04-2023 64.7082 None
27-04-2023 64.2007 None
26-04-2023 63.832 None
25-04-2023 63.6526 None
24-04-2023 63.5742 None
21-04-2023 63.1512 None
20-04-2023 63.1242 None
19-04-2023 63.0564 None
18-04-2023 63.2254 None
17-04-2023 63.4201 None

Fund Launch Date: 07/May/2008
Fund Category: ETF
Investment Objective: The investment objective of the scheme isto provide returns before expenses thatclosely correspond to the total returns ofthe BSE SENSEX subject to tracking errors.However, there is no assurance or..........guarantee that the investment objective ofthe scheme will be achieved
Fund Description: An open-ended scheme replicating/ tracking S&P BSE sensex index
Fund Benchmark: S&P BSE SENSEX Total Return Index
Source: Fund FactSheet

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