| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| SBI Magnum Constant Maturity Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) | 29/Nov/2023 | 17.8925 |
0.0286
|
0.1601%
|
| SBI Magnum Constant Maturity Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) | 29/Nov/2023 | 18.5108 |
0.0298
|
0.1612%
|
| SBI MAGNUM CONSTANT MATURITY FUND - REGULAR PLAN - GROWTH | 29/Nov/2023 | 55.0144 |
0.0882
|
0.1606%
|
| SBI MAGNUM CONSTANT MATURITY FUND - DIRECT PLAN - GROWTH | 29/Nov/2023 | 56.9069 |
0.0918
|
0.1616%
|
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 % |
1.21
|
1.23
|
No
|
No
|
Yes
|
3/4 | 1.15 / 1.28 |
| 1M Rolling Return % |
0.42
|
0.41
|
Yes
|
Yes
|
No
|
1/4 | 0.39 / 0.42 |
| 3M Return % |
0.83
|
0.89
|
No
|
No
|
Yes
|
3/4 | 0.79 / 0.98 |
| 3M Rolling Return % |
1.36
|
1.38
|
No
|
No
|
Yes
|
3/4 | 1.36 / 1.40 |
| 6M Return % |
1.48
|
1.56
|
No
|
No
|
Yes
|
3/4 | 1.45 / 1.67 |
| 6M Rolling Return % |
4.23
|
4.22
|
Yes
|
No
|
No
|
2/4 | 4.15 / 4.24 |
| 1Y Return % |
6.46
|
6.61
|
No
|
No
|
Yes
|
3/4 | 6.29 / 6.85 |
| 1Y Rolling Return % |
2.67
|
2.04
|
Yes
|
No
|
No
|
2/4 | 0.74 / 2.74 |
| 3Y Return % |
3.47
|
3.19
|
Yes
|
No
|
No
|
2/4 | 2.62 / 3.66 |
| 3Y Rolling Return % |
5.53
|
5.59
|
No
|
No
|
Yes
|
3/4 | 4.57 / 6.43 |
| 5Y Return % |
7.05
|
7.19
|
No
|
No
|
Yes
|
3/4 | 6.32 / 7.81 |
| Standard Deviation |
3.29
|
3.31
|
Yes
|
No
|
No
|
2/4 | 3.27 / 3.37 |
| Semi Deviation |
2.50
|
2.50
|
No
|
No
|
No
|
2/4 | 2.42 / 2.56 |
| Max Drawdown |
-3.61
|
-3.99
|
Yes
|
Yes
|
No
|
1/4 | -4.65 / -3.61 |
| VaR 1 Y |
-4.44
|
-4.74
|
Yes
|
Yes
|
No
|
1/4 | -4.89 / -4.44 |
| Average Drawdown |
-1.16
|
-1.46
|
Yes
|
No
|
No
|
2/4 | -2.23 / -1.16 |
| Sharpe Ratio |
-0.89
|
-0.97
|
Yes
|
No
|
No
|
2/4 | -1.21 / -0.82 |
| Sterling Ratio |
0.29
|
0.26
|
Yes
|
No
|
No
|
2/4 | 0.19 / 0.30 |
| Sortino Ratio |
-0.29
|
-0.31
|
Yes
|
No
|
No
|
2/4 | -0.37 / -0.27 |
| Jensen Alpha |
0.90
|
0.57
|
Yes
|
No
|
No
|
2/4 | -0.29 / 1.09 |
| Treynor Ratio |
-0.03
|
-0.03
|
Yes
|
No
|
No
|
2/4 | -0.04 / -0.03 |
| Modigliani Square measure |
3.94
|
3.61
|
Yes
|
No
|
No
|
2/4 | 2.85 / 4.12 |
| Active Return |
0.42
|
0.32
|
Yes
|
No
|
No
|
2/4 | -0.22 / 0.71 |
All parametrs are in percentage
| KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
|---|---|---|---|---|---|---|---|
| 1M Return % |
1.24
|
1.25
|
No
|
No
|
Yes
|
3/4 | 1.17 / 1.30 |
| 1M Rolling Return % |
0.45
|
0.43
|
Yes
|
Yes
|
No
|
1/4 | 0.41 / 0.45 |
| 3M Return % |
0.92
|
0.94
|
No
|
No
|
Yes
|
3/4 | 0.85 / 1.02 |
| 3M Rolling Return % |
1.43
|
1.43
|
Yes
|
No
|
Yes
|
3/4 | 1.40 / 1.45 |
| 6M Return % |
1.65
|
1.67
|
No
|
No
|
Yes
|
3/4 | 1.55 / 1.75 |
| 6M Rolling Return % |
4.40
|
4.33
|
Yes
|
Yes
|
No
|
1/4 | 4.24 / 4.40 |
| 1Y Return % |
6.80
|
6.84
|
No
|
No
|
Yes
|
3/4 | 6.47 / 7.06 |
| 1Y Rolling Return % |
2.99
|
2.25
|
Yes
|
Yes
|
No
|
1/4 | 0.95 / 2.99 |
| 3Y Return % |
3.79
|
3.40
|
Yes
|
No
|
No
|
2/4 | 2.84 / 3.82 |
| 3Y Rolling Return % |
5.86
|
5.80
|
Yes
|
No
|
Yes
|
3/4 | 4.79 / 6.61 |
| 5Y Return % |
7.38
|
7.41
|
No
|
No
|
Yes
|
3/4 | 6.54 / 7.99 |
| Standard Deviation |
3.29
|
3.31
|
Yes
|
No
|
No
|
2/4 | 3.27 / 3.37 |
| Semi Deviation |
2.50
|
2.50
|
No
|
No
|
No
|
2/4 | 2.42 / 2.56 |
| Max Drawdown |
-3.61
|
-3.99
|
Yes
|
Yes
|
No
|
1/4 | -4.65 / -3.61 |
| VaR 1 Y |
-4.44
|
-4.74
|
Yes
|
Yes
|
No
|
1/4 | -4.89 / -4.44 |
| Average Drawdown |
-1.16
|
-1.46
|
Yes
|
No
|
No
|
2/4 | -2.23 / -1.16 |
| Sharpe Ratio |
-0.89
|
-0.97
|
Yes
|
No
|
No
|
2/4 | -1.21 / -0.82 |
| Sterling Ratio |
0.29
|
0.26
|
Yes
|
No
|
No
|
2/4 | 0.19 / 0.30 |
| Sortino Ratio |
-0.29
|
-0.31
|
Yes
|
No
|
No
|
2/4 | -0.37 / -0.27 |
| Jensen Alpha |
0.90
|
0.57
|
Yes
|
No
|
No
|
2/4 | -0.29 / 1.09 |
| Treynor Ratio |
-0.03
|
-0.03
|
Yes
|
No
|
No
|
2/4 | -0.04 / -0.03 |
| Modigliani Square measure |
3.94
|
3.61
|
Yes
|
No
|
No
|
2/4 | 2.85 / 4.12 |
| Active Return |
0.42
|
0.32
|
Yes
|
No
|
No
|
2/4 | -0.22 / 0.71 |
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 1.21% | 1.24% |
| 1M Rolling Return % | 0.42% | 0.45% |
| 3M Return % | 0.83% | 0.92% |
| 3M Rolling Return % | 1.36% | 1.43% |
| 6M Return % | 1.48% | 1.65% |
| 6M Rolling Return % | 4.23% | 4.40% |
| 1Y Return % | 6.46% | 6.80% |
| 1Y Rolling Return % | 2.67% | 2.99% |
| 3Y Return % | 3.47% | 3.79% |
| 3Y Rolling Return % | 5.53% | 5.86% |
| 5Y Return % | 7.05% | 7.38% |
| Standard Deviation | 3.29% | 3.29% |
| Semi Deviation | 2.50% | 2.50% |
| Max Drawdown | -3.61% | -3.61% |
| VaR 1 Y | -4.44% | -4.44% |
| Average Drawdown | -1.16% | -1.16% |
| Sharpe Ratio | -0.89% | -0.89% |
| Sterling Ratio | 0.29% | 0.29% |
| Sortino Ratio | -0.29% | -0.29% |
| Jensen Alpha | 0.90% | 0.90% |
| Treynor Ratio | -0.03% | -0.03% |
| Modigliani Square measure | 3.94% | 3.94% |
| Active Return | 0.42% | 0.42% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized Returns| Investment Period | Mini. Possible Return in Investment Period |
Max. Possible Return in Investment Period |
Expected Return in Investment Period |
Loss Probability in Investment Period |
|---|---|---|---|---|
| 10 Year | 3.50% | 6.96% | 5.74% | 0.00% |
| One Year | -8.63% | 26.26% | 5.38% | 17.94% |
| Three Year | -0.85% | 13.88% | 5.72% | 0.24% |
| Five Year | 1.09% | 9.01% | 5.60% | 0.00% |
| Seven Year | 3.20% | 9.11% | 5.82% | 0.00% |
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 | |
| Icici Prudential Constant Maturity Gilt Fund |
0.17
|
1 |
0.11
|
1 |
1.28
|
1 |
0.98
|
1 |
1.67
|
1 |
6.85
|
1 |
3.66
|
1 |
7.81
|
1 |
| Dsp 10y G-Sec Fund |
0.16
|
2 |
0.10
|
2 |
1.27
|
2 |
0.94
|
2 |
1.63
|
2 |
6.84
|
2 |
2.62
|
4 |
6.32
|
4 |
| Sbi Magnum Constant Maturity Fund |
0.16
|
3 |
0.10
|
3 |
1.21
|
3 |
0.83
|
3 |
1.48
|
3 |
6.46
|
3 |
3.47
|
2 |
7.05
|
3 |
| Idfc Government Securities Fund - Constant Maturity Plan |
0.15
|
4 |
0.02
|
4 |
1.15
|
4 |
0.79
|
4 |
1.45
|
4 |
6.29
|
4 |
3.00
|
3 |
7.57
|
2 |
| 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 | |
|
Icici Prudential Constant Maturity Gilt Fund |
0.17
|
1 |
0.11
|
1 |
1.30
|
1 |
1.02
|
1 |
1.75
|
1 |
7.02
|
2 |
3.82
|
1 |
7.99
|
1 |
|
Dsp 10y G-Sec Fund |
0.16
|
2 |
0.11
|
3 |
1.29
|
2 |
0.98
|
2 |
1.73
|
2 |
7.06
|
1 |
2.84
|
4 |
6.54
|
4 |
|
Sbi Magnum Constant Maturity Fund |
0.16
|
3 |
0.11
|
2 |
1.24
|
3 |
0.92
|
3 |
1.65
|
3 |
6.80
|
3 |
3.79
|
2 |
7.38
|
3 |
|
Idfc Government Securities Fund - Constant Maturity Plan |
0.15
|
4 |
0.02
|
4 |
1.17
|
4 |
0.85
|
4 |
1.55
|
4 |
6.47
|
4 |
3.16
|
3 |
7.73
|
2 |
| 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 | |
| Dsp 10y G-Sec Fund |
0.40
|
3 |
1.40
|
2 |
4.24
|
1 |
0.74
|
4 |
4.57
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.42
|
2 |
1.40
|
1 |
4.23
|
3 |
2.74
|
1 |
6.43
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.39
|
4 |
1.36
|
4 |
4.15
|
4 |
2.02
|
3 |
5.82
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.42
|
1 |
1.36
|
3 |
4.23
|
2 |
2.67
|
2 |
5.53
|
3 |
| 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 | |
| Dsp 10y G-Sec Fund |
0.41
|
3 |
1.45
|
1 |
4.36
|
2 |
0.95
|
4 |
4.79
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.43
|
2 |
1.44
|
2 |
4.32
|
3 |
2.90
|
2 |
6.61
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.41
|
4 |
1.40
|
4 |
4.24
|
4 |
2.17
|
3 |
5.96
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.45
|
1 |
1.43
|
3 |
4.40
|
1 |
2.99
|
1 |
5.86
|
3 |
| Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| % | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
| Dsp 10y G-Sec Fund |
-4.82
|
3 |
-4.65
|
4 |
-2.23
|
4 |
3.27
|
1 |
2.42
|
1 |
| Icici Prudential Constant Maturity Gilt Fund |
-4.80
|
2 |
-3.74
|
2 |
-1.16
|
1 |
3.32
|
3 |
2.51
|
3 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-4.89
|
4 |
-3.96
|
3 |
-1.28
|
3 |
3.37
|
4 |
2.56
|
4 |
| Sbi Magnum Constant Maturity Fund |
-4.44
|
1 |
-3.61
|
1 |
-1.16
|
2 |
3.29
|
2 |
2.50
|
2 |
| 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 | ||
| Dsp 10y G-Sec Fund |
-1.21
|
4 |
-0.37
|
4 |
0.19
|
4 |
0.37
|
-0.29
|
4 | 0.96 | 1 |
0.99
|
1 |
-0.04
|
4 |
2.85
|
4 |
-0.22
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
-0.82
|
1 |
-0.27
|
1 |
0.30
|
1 |
0.40
|
1.09
|
1 | 0.93 | 2 |
0.88
|
4 |
-0.03
|
1 |
4.12
|
1 |
0.71
|
1 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-0.97
|
3 |
-0.31
|
3 |
0.25
|
3 |
0.41
|
0.57
|
3 | 0.92 | 4 |
0.92
|
2 |
-0.04
|
3 |
3.52
|
3 |
0.36
|
3 |
| Sbi Magnum Constant Maturity Fund |
-0.89
|
2 |
-0.29
|
2 |
0.29
|
2 |
0.41
|
0.90
|
2 | 0.92 | 3 |
0.92
|
3 |
-0.03
|
2 |
3.94
|
2 |
0.42
|
2 |
| Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|---|
| Regular Plan Value of 1000 Rupee | 1001.61 | 1001.02 | 1012.08 | 1008.32 | 1014.82 | 1064.64 | 1107.62 | 1405.83 |
| Direct Plan Value of 1000 Rupee | 1001.62 | 1001.08 | 1012.38 | 1009.16 | 1016.49 | 1068.04 | 1118.07 | 1427.72 |
| Fund Launch Date: 11/Dec/2000 |
| Fund Category: Gilt Fund with 10 year constant duration |
| Investment Objective: To provide returns to the investors generated through investments predominantly in Government securities issued by the Central Government and/or State Government such that the Average Maturity of the portfolio is around 10 years. |
| Fund Description: An open-ended Debt Scheme investing in government securities having a constant maturity of around 10 years. |
| Fund Benchmark: Crisil 10 Year Gilt Index |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
Small cap mutual funds, as defined by SEBI and AMFI, primarily invest in companies ranked 251st onwards in terms of market capitalization. They offer high growth potential as they invest in smaller, growing companies that could yield high returns. Moreover, they can uncover undervalued stocks that are often under-researched. Small-cap funds also bounce back quickly from economic downturns due to their adaptability. However, they have drawbacks like high volatility, and liquidity risk, and require a longer investment horizon. Although they carry significant risk, with informed decision-making, a clear understanding of the risk-reward paradigm, and guidance from skilled fund managers, they can contribute significantly to wealth creation.
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