| Fund Name | NAV Date | NAV | Rupee Change | Percent Change |
|---|---|---|---|---|
| SBI Magnum Constant Maturity Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) | 27/Jan/2023 | 16.8669 |
-0.0375
|
-0.2218%
|
| SBI Magnum Constant Maturity Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) | 27/Jan/2023 | 17.403 |
-0.0384
|
-0.2202%
|
| SBI MAGNUM CONSTANT MATURITY FUND - REGULAR PLAN - GROWTH | 27/Jan/2023 | 51.861 |
-0.1152
|
-0.2216%
|
| SBI MAGNUM CONSTANT MATURITY FUND - DIRECT PLAN - GROWTH | 27/Jan/2023 | 53.5013 |
-0.1180
|
-0.2201%
|
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 % |
0.12
|
0.11
|
Yes
|
No
|
No
|
2/4 | 0.03 / 0.27 |
| 1M Rolling Return % |
0.29
|
0.27
|
Yes
|
No
|
No
|
2/4 | 0.23 / 0.29 |
| 3M Return % |
2.05
|
2.06
|
No
|
No
|
No
|
2/4 | 1.99 / 2.23 |
| 3M Rolling Return % |
0.33
|
0.24
|
Yes
|
Yes
|
No
|
1/4 | 0.18 / 0.33 |
| 6M Return % |
3.11
|
2.99
|
Yes
|
No
|
No
|
2/4 | 2.77 / 3.15 |
| 6M Rolling Return % |
0.15
|
-0.24
|
Yes
|
Yes
|
No
|
1/4 | -0.75 / 0.15 |
| 1Y Return % |
2.76
|
2.42
|
Yes
|
No
|
No
|
2/4 | 1.70 / 2.92 |
| 1Y Rolling Return % |
2.59
|
2.23
|
Yes
|
No
|
No
|
2/4 | 0.74 / 3.36 |
| 3Y Return % |
4.90
|
4.84
|
Yes
|
No
|
Yes
|
3/4 | 3.86 / 5.67 |
| 3Y Rolling Return % |
8.47
|
8.75
|
No
|
No
|
Yes
|
3/4 | 7.50 / 9.55 |
| 5Y Return % |
7.29
|
7.29
|
Yes
|
No
|
Yes
|
3/4 | 5.81 / 8.11 |
| Standard Deviation |
3.74
|
3.90
|
Yes
|
Yes
|
No
|
1/4 | 3.74 / 4.06 |
| Semi Deviation |
2.81
|
2.87
|
Yes
|
No
|
No
|
2/4 | 2.79 / 3.02 |
| Max Drawdown |
-3.61
|
-3.99
|
Yes
|
Yes
|
No
|
1/4 | -4.65 / -3.61 |
| VaR 1 Y |
-4.78
|
-5.27
|
Yes
|
Yes
|
No
|
1/4 | -5.88 / -4.78 |
| Average Drawdown |
-2.03
|
-2.16
|
Yes
|
No
|
No
|
2/4 | -2.69 / -1.59 |
| Sharpe Ratio |
-0.44
|
-0.44
|
Yes
|
No
|
Yes
|
3/4 | -0.67 / -0.25 |
| Sterling Ratio |
0.36
|
0.35
|
Yes
|
No
|
No
|
2/4 | 0.27 / 0.41 |
| Sortino Ratio |
-0.15
|
-0.15
|
Yes
|
No
|
Yes
|
3/4 | -0.23 / -0.09 |
| Jensen Alpha |
1.99
|
1.84
|
Yes
|
No
|
No
|
2/4 | 0.85 / 2.66 |
| Treynor Ratio |
-0.02
|
-0.02
|
Yes
|
No
|
Yes
|
3/4 | -0.03 / -0.01 |
| Modigliani Square measure |
4.91
|
4.66
|
Yes
|
No
|
No
|
2/4 | 3.79 / 5.37 |
| Active Return |
0.01
|
0.01
|
No
|
No
|
Yes
|
3/4 | 0.00 / 0.01 |
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 % |
0.14
|
0.13
|
Yes
|
No
|
No
|
2/4 | 0.05 / 0.28 |
| 1M Rolling Return % |
0.31
|
0.28
|
Yes
|
Yes
|
No
|
1/4 | 0.25 / 0.31 |
| 3M Return % |
2.12
|
2.11
|
Yes
|
No
|
No
|
2/4 | 2.03 / 2.27 |
| 3M Rolling Return % |
0.41
|
0.29
|
Yes
|
Yes
|
No
|
1/4 | 0.23 / 0.41 |
| 6M Return % |
3.27
|
3.10
|
Yes
|
Yes
|
No
|
1/4 | 2.88 / 3.27 |
| 6M Rolling Return % |
0.30
|
-0.14
|
Yes
|
Yes
|
No
|
1/4 | -0.65 / 0.30 |
| 1Y Return % |
3.08
|
2.63
|
Yes
|
No
|
No
|
2/4 | 1.92 / 3.09 |
| 1Y Rolling Return % |
2.91
|
2.44
|
Yes
|
No
|
No
|
2/4 | 0.95 / 3.52 |
| 3Y Return % |
5.22
|
5.05
|
Yes
|
No
|
No
|
2/4 | 4.08 / 5.84 |
| 3Y Rolling Return % |
8.80
|
8.98
|
No
|
No
|
Yes
|
3/4 | 7.73 / 9.75 |
| Standard Deviation |
3.74
|
3.90
|
Yes
|
Yes
|
No
|
1/4 | 3.74 / 4.06 |
| 5Y Return % |
7.64
|
7.51
|
Yes
|
No
|
Yes
|
3/4 | 6.04 / 8.24 |
| Semi Deviation |
2.81
|
2.87
|
Yes
|
No
|
No
|
2/4 | 2.79 / 3.02 |
| Max Drawdown |
-3.61
|
-3.99
|
Yes
|
Yes
|
No
|
1/4 | -4.65 / -3.61 |
| VaR 1 Y |
-4.78
|
-5.27
|
Yes
|
Yes
|
No
|
1/4 | -5.88 / -4.78 |
| Average Drawdown |
-2.03
|
-2.16
|
Yes
|
No
|
No
|
2/4 | -2.69 / -1.59 |
| Sharpe Ratio |
-0.44
|
-0.44
|
Yes
|
No
|
Yes
|
3/4 | -0.67 / -0.25 |
| Sterling Ratio |
0.36
|
0.35
|
Yes
|
No
|
No
|
2/4 | 0.27 / 0.41 |
| Sortino Ratio |
-0.15
|
-0.15
|
Yes
|
No
|
Yes
|
3/4 | -0.23 / -0.09 |
| Jensen Alpha |
1.99
|
1.84
|
Yes
|
No
|
No
|
2/4 | 0.85 / 2.66 |
| Treynor Ratio |
-0.02
|
-0.02
|
Yes
|
No
|
Yes
|
3/4 | -0.03 / -0.01 |
| Modigliani Square measure |
4.91
|
4.66
|
Yes
|
No
|
No
|
2/4 | 3.79 / 5.37 |
| Active Return |
0.01
|
0.01
|
No
|
No
|
Yes
|
3/4 | 0.00 / 0.01 |
| Parameters | Regular Plan | Direct Plan |
|---|---|---|
| 1M Return % | 0.12% | 0.14% |
| 1M Rolling Return % | 0.29% | 0.31% |
| 3M Return % | 2.05% | 2.12% |
| 3M Rolling Return % | 0.33% | 0.41% |
| 6M Return % | 3.11% | 3.27% |
| 6M Rolling Return % | 0.15% | 0.30% |
| 1Y Return % | 2.76% | 3.08% |
| 1Y Rolling Return % | 2.59% | 2.91% |
| 3Y Return % | 4.90% | 5.22% |
| 3Y Rolling Return % | 8.47% | 8.80% |
| 5Y Return % | 7.29% | 7.64% |
| Standard Deviation | 3.74% | 3.74% |
| Semi Deviation | 2.81% | 2.81% |
| Max Drawdown | -3.61% | -3.61% |
| VaR 1 Y | -4.78% | -4.78% |
| Average Drawdown | -2.03% | -2.03% |
| Sharpe Ratio | -0.44% | -0.44% |
| Sterling Ratio | 0.36% | 0.36% |
| Sortino Ratio | -0.15% | -0.15% |
| Jensen Alpha | 1.99% | 1.99% |
| Treynor Ratio | -0.02% | -0.02% |
| Modigliani Square measure | 4.91% | 4.91% |
| Active Return | 0.01% | 0.01% |
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 |
0.00
|
1 |
0.09
|
1 |
0.27
|
1 |
2.23
|
1 |
3.15
|
1 |
2.92
|
1 |
5.67
|
1 |
7.93
|
2 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-0.22
|
2 |
-0.13
|
3 |
0.03
|
3 |
1.99
|
4 |
2.93
|
3 |
2.31
|
3 |
4.91
|
2 |
8.11
|
1 |
| Dsp 10y G-Sec Fund |
-0.22
|
3 |
-0.13
|
2 |
0.03
|
4 |
1.99
|
3 |
2.77
|
4 |
1.70
|
4 |
3.86
|
4 |
5.81
|
4 |
| Sbi Magnum Constant Maturity Fund |
-0.22
|
4 |
-0.16
|
4 |
0.12
|
2 |
2.05
|
2 |
3.11
|
2 |
2.76
|
2 |
4.90
|
3 |
7.29
|
3 |
| 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 |
0.00
|
1 |
0.09
|
1 |
0.28
|
1 |
2.27
|
1 |
3.23
|
2 |
3.09
|
1 |
5.84
|
1 |
8.12
|
2 |
|
Dsp 10y G-Sec Fund |
-0.21
|
2 |
-0.12
|
2 |
0.05
|
4 |
2.04
|
3 |
2.88
|
4 |
1.92
|
4 |
4.08
|
4 |
6.04
|
4 |
|
Idfc Government Securities Fund - Constant Maturity Plan |
-0.21
|
3 |
-0.12
|
3 |
0.05
|
3 |
2.03
|
4 |
3.00
|
3 |
2.45
|
3 |
5.05
|
3 |
8.24
|
1 |
|
Sbi Magnum Constant Maturity Fund |
-0.22
|
4 |
-0.15
|
4 |
0.14
|
2 |
2.12
|
2 |
3.27
|
1 |
3.08
|
2 |
5.22
|
2 |
7.64
|
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 |
0.23
|
4 |
0.18
|
4 |
-0.75
|
4 |
0.74
|
4 |
7.50
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.29
|
1 |
0.20
|
3 |
-0.02
|
2 |
3.36
|
1 |
9.55
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.26
|
3 |
0.24
|
2 |
-0.34
|
3 |
2.25
|
3 |
9.48
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.29
|
2 |
0.33
|
1 |
0.15
|
1 |
2.59
|
2 |
8.47
|
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 |
0.25
|
4 |
0.23
|
4 |
-0.65
|
4 |
0.95
|
4 |
7.73
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
0.31
|
2 |
0.24
|
3 |
0.06
|
2 |
3.52
|
1 |
9.75
|
1 |
| Idfc Gsf - Constant Maturityplan |
0.27
|
3 |
0.27
|
2 |
-0.27
|
3 |
2.39
|
3 |
9.62
|
2 |
| Sbi Magnum Constant Maturity Fund |
0.31
|
1 |
0.41
|
1 |
0.30
|
1 |
2.91
|
2 |
8.80
|
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 |
-5.63
|
3 |
-4.65
|
4 |
-2.69
|
4 |
3.86
|
2 |
2.79
|
1 |
| Icici Prudential Constant Maturity Gilt Fund |
-4.80
|
2 |
-3.74
|
2 |
-1.59
|
1 |
3.93
|
3 |
2.86
|
3 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-5.88
|
4 |
-3.96
|
3 |
-2.32
|
3 |
4.06
|
4 |
3.02
|
4 |
| Sbi Magnum Constant Maturity Fund |
-4.78
|
1 |
-3.61
|
1 |
-2.03
|
2 |
3.74
|
1 |
2.81
|
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 |
-0.67
|
4 |
-0.23
|
4 |
0.27
|
4 |
0.38
|
0.85
|
4 | 0.84 | 2 |
0.80
|
1 |
-0.03
|
4 |
3.79
|
4 |
0.00
|
4 |
| Icici Prudential Constant Maturity Gilt Fund |
-0.25
|
1 |
-0.09
|
1 |
0.41
|
1 |
0.41
|
2.66
|
1 | 0.81 | 3 |
0.73
|
4 |
-0.01
|
1 |
5.37
|
1 |
0.01
|
1 |
| Idfc Government Securities Fund - Constant Maturity Plan |
-0.40
|
2 |
-0.14
|
2 |
0.35
|
3 |
0.41
|
1.86
|
3 | 0.84 | 1 |
0.76
|
3 |
-0.02
|
2 |
4.57
|
3 |
0.01
|
2 |
| Sbi Magnum Constant Maturity Fund |
-0.44
|
3 |
-0.15
|
3 |
0.36
|
2 |
0.43
|
1.99
|
2 | 0.79 | 4 |
0.78
|
2 |
-0.02
|
3 |
4.91
|
2 |
0.01
|
3 |
| Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
|---|---|---|---|---|---|---|---|---|
| Regular Plan Value of 1000 Rupee | 997.78 | 998.39 | 1001.18 | 1020.48 | 1031.09 | 1027.62 | 1154.28 | 1421.99 |
| Direct Plan Value of 1000 Rupee | 997.80 | 998.45 | 1001.45 | 1021.24 | 1032.71 | 1030.80 | 1165.01 | 1444.71 |
| 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.
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.