Sbi Magnum Constant Maturity Fund

Previously Known As : Sbi Magnum Gilt Fund - Short Term Plan
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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.

Fund Performance Analysis

Sbi Magnum Constant Maturity Fund Analysis

Sbi Magnum Constant Maturity 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 %
0.12
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
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Jan. 27, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2022 KPIs: Key Performance Indicators

Sbi Magnum Constant Maturity Fund Performance vs Category Average

All parametrs are in percentage

Sbi Magnum Constant Maturity 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
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
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Jan. 27, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2022 KPIs: Key Performance Indicators

Sbi Magnum Constant Maturity Fund Regular vs Direct Plan Performance

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

Sbi Magnum Constant Maturity Fund Expected Return

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


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Gilt Fund with 10 year constant duration 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

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

Sbi Magnum Constant Maturity Fund Additional Return Analysis

Sbi Magnum Constant Maturity 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 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 Information
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
Source: Fund FactSheet


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


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