हिंदी English

Share on WhatsApp

Sbi Magnum Constant Maturity Fund

Previously Known As : Sbi Magnum Gilt Fund - Short Term Plan
हिंदी में: एसबीआई मैग्नम कांस्टेंट मैचोरिटी फंड
Click on + to See NAV
Fund Name NAV Date NAV Rupee Change Percent Change
SBI Magnum Constant Maturity Fund - Regular Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 31/May/2023 17.6736
0.0300
0.1700%
SBI Magnum Constant Maturity Fund - Direct Plan - Income Distribution cum Capital Withdrawal Option (IDCW) 31/May/2023 18.2546
0.0312
0.1712%
SBI MAGNUM CONSTANT MATURITY FUND - REGULAR PLAN - GROWTH 31/May/2023 54.3413
0.0924
0.1703%
SBI MAGNUM CONSTANT MATURITY FUND - DIRECT PLAN - GROWTH 31/May/2023 56.1189
0.0959
0.1712%

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)

Rotate the phone! Best viewed in landscape mode on mobile
KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
1.44
1.43
Yes
Yes
No
1/4 1.39 / 1.44
1M Rolling Return %
0.65
0.69
No
No
Yes
4/4 0.65 / 0.70
3M Return %
4.44
4.52
No
No
Yes
3/4 4.36 / 4.69
3M Rolling Return %
1.49
1.46
Yes
Yes
No
1/4 1.40 / 1.49
6M Return %
5.16
5.23
No
No
Yes
3/4 5.02 / 5.39
6M Rolling Return %
2.41
2.33
Yes
Yes
No
1/4 2.25 / 2.41
1Y Return %
9.67
9.56
Yes
No
No
2/4 9.35 / 9.71
1Y Rolling Return %
2.50
2.02
Yes
No
No
2/4 0.76 / 2.79
3Y Return %
4.21
3.89
Yes
No
No
2/4 2.94 / 4.52
3Y Rolling Return %
8.06
8.29
No
No
Yes
3/4 7.01 / 9.19
5Y Return %
7.77
8.01
No
No
Yes
3/4 6.97 / 8.71
Standard Deviation
3.70
3.85
Yes
Yes
No
1/4 3.70 / 4.02
Semi Deviation
2.77
2.83
Yes
No
No
2/4 2.74 / 2.98
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
-1.63
-1.88
Yes
No
No
2/4 -2.69 / -1.33
Sharpe Ratio
-0.65
-0.65
Yes
No
Yes
3/4 -0.89 / -0.47
Sterling Ratio
0.34
0.32
Yes
No
No
2/4 0.24 / 0.38
Sortino Ratio
-0.22
-0.22
Yes
No
Yes
3/4 -0.30 / -0.17
Jensen Alpha
2.13
1.94
Yes
No
No
2/4 0.96 / 2.71
Treynor Ratio
-0.03
-0.03
Yes
No
Yes
3/4 -0.04 / -0.02
Modigliani Square measure
4.41
4.14
Yes
No
No
2/4 3.31 / 4.77
Active Return
0.02
0.02
No
No
Yes
3/4 0.01 / 0.02
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 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)

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
1.47
1.45
Yes
Yes
No
1/4 1.41 / 1.47
1M Rolling Return %
0.68
0.70
No
No
Yes
4/4 0.68 / 0.71
3M Return %
4.53
4.57
No
No
Yes
3/4 4.40 / 4.75
3M Rolling Return %
1.57
1.51
Yes
Yes
No
1/4 1.45 / 1.57
6M Return %
5.32
5.34
No
No
Yes
3/4 5.10 / 5.50
6M Rolling Return %
2.56
2.43
Yes
Yes
No
1/4 2.36 / 2.56
1Y Return %
10.01
9.79
Yes
Yes
No
1/4 9.52 / 10.01
1Y Rolling Return %
2.82
2.23
Yes
No
No
2/4 0.97 / 2.95
3Y Return %
4.53
4.10
Yes
No
No
2/4 3.16 / 4.68
3Y Rolling Return %
8.39
8.51
No
No
Yes
3/4 7.24 / 9.38
5Y Return %
8.11
8.24
No
No
Yes
3/4 7.20 / 8.85
Standard Deviation
3.70
3.85
Yes
Yes
No
1/4 3.70 / 4.02
Semi Deviation
2.77
2.83
Yes
No
No
2/4 2.74 / 2.98
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
-1.63
-1.88
Yes
No
No
2/4 -2.69 / -1.33
Sharpe Ratio
-0.65
-0.65
Yes
No
Yes
3/4 -0.89 / -0.47
Sterling Ratio
0.34
0.32
Yes
No
No
2/4 0.24 / 0.38
Sortino Ratio
-0.22
-0.22
Yes
No
Yes
3/4 -0.30 / -0.17
Jensen Alpha
2.13
1.94
Yes
No
No
2/4 0.96 / 2.71
Treynor Ratio
-0.03
-0.03
Yes
No
Yes
3/4 -0.04 / -0.02
Modigliani Square measure
4.41
4.14
Yes
No
No
2/4 3.31 / 4.77
Active Return
0.02
0.02
No
No
Yes
3/4 0.01 / 0.02
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : May 31, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Sbi Magnum Constant Maturity Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 1.44% 1.47%
1M Rolling Return % 0.65% 0.68%
3M Return % 4.44% 4.53%
3M Rolling Return % 1.49% 1.57%
6M Return % 5.16% 5.32%
6M Rolling Return % 2.41% 2.56%
1Y Return % 9.67% 10.01%
1Y Rolling Return % 2.50% 2.82%
3Y Return % 4.21% 4.53%
3Y Rolling Return % 8.06% 8.39%
5Y Return % 7.77% 8.11%
Standard Deviation 3.70% 3.70%
Semi Deviation 2.77% 2.77%
Max Drawdown -3.61% -3.61%
VaR 1 Y -4.78% -4.78%
Average Drawdown -1.63% -1.63%
Sharpe Ratio -0.65% -0.65%
Sterling Ratio 0.34% 0.34%
Sortino Ratio -0.22% -0.22%
Jensen Alpha 2.13% 2.13%
Treynor Ratio -0.03% -0.03%
Modigliani Square measure 4.41% 4.41%
Active Return 0.02% 0.02%

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

Methodology

For Any Question Join Our Group On Facebook

Gilt Fund with 10 year constant duration Category Performance Analysis

Return Chart (Regular Plan)

Click on + to See Details
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

Sbi Magnum Constant Maturity Fund

0.17
1
0.10
4
1.44
1
4.44
3
5.16
3
9.67
2
4.21
2
7.77
3

Icici Prudential Constant Maturity Gilt Fund

0.17
2
0.12
1
1.44
3
4.58
2
5.37
2
9.71
1
4.52
1
8.59
2

Idfc Government Securities Fund - Constant Maturity Plan

0.16
3
0.12
2
1.39
4
4.36
4
5.02
4
9.35
4
3.88
3
8.71
1

Dsp 10y G-Sec Fund

0.16
4
0.11
3
1.44
2
4.69
1
5.39
1
9.52
3
2.94
4
6.97
4
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

Sbi Magnum Constant Maturity Fund
0.17
1
0.11
4
1.47
1
4.53
3
5.32
3
10.01
1
4.53
2
8.11
3

Icici Prudential Constant Maturity Gilt Fund
0.17
2
0.12
1
1.46
3
4.62
2
5.45
2
9.89
2
4.68
1
8.78
2

Idfc Government Securities Fund - Constant Maturity Plan
0.16
3
0.12
2
1.41
4
4.40
4
5.10
4
9.52
4
4.02
3
8.85
1

Dsp 10y G-Sec Fund
0.16
4
0.12
3
1.46
2
4.75
1
5.50
1
9.75
3
3.16
4
7.20
4
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

0.69
3
1.40
4
2.25
4
0.76
4
7.01
4

Icici Prudential Constant Maturity Gilt Fund

0.70
2
1.48
2
2.33
2
2.79
1
9.19
1

Idfc Gsf - Constant Maturityplan

0.70
1
1.47
3
2.32
3
2.02
3
8.89
2

Sbi Magnum Constant Maturity Fund

0.65
4
1.49
1
2.41
1
2.50
2
8.06
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

0.70
3
1.45
4
2.36
4
0.97
4
7.24
4

Icici Prudential Constant Maturity Gilt Fund

0.71
1
1.52
2
2.41
2
2.95
1
9.38
1

Idfc Gsf - Constant Maturityplan

0.71
2
1.51
3
2.39
3
2.17
3
9.03
2

Sbi Magnum Constant Maturity Fund

0.68
4
1.57
1
2.56
1
2.82
2
8.39
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
3.82
2
2.74
1

Icici Prudential Constant Maturity Gilt Fund

-4.80
2
-3.74
2
-1.33
1
3.87
3
2.81
3

Idfc Government Securities Fund - Constant Maturity Plan

-5.88
4
-3.96
3
-1.87
3
4.02
4
2.98
4

Sbi Magnum Constant Maturity Fund

-4.78
1
-3.61
1
-1.63
2
3.70
1
2.77
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

-0.89
4
-0.30
4
0.24
4
0.39
0.96
4 0.97 2
0.80
1
-0.04
4
3.31
4
0.01
4

Icici Prudential Constant Maturity Gilt Fund

-0.47
1
-0.17
1
0.38
1
0.42
2.71
1 0.93 3
0.74
4
-0.02
1
4.77
1
0.02
1

Idfc Government Securities Fund - Constant Maturity Plan

-0.61
2
-0.21
2
0.33
3
0.42
1.95
3 0.98 1
0.77
3
-0.03
2
4.05
3
0.02
2

Sbi Magnum Constant Maturity Fund

-0.65
3
-0.22
3
0.34
2
0.42
2.13
2 0.93 4
0.80
2
-0.03
3
4.41
2
0.02
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 1001.70 1001.02 1014.44 1044.42 1051.62 1096.68 1131.70 1453.79
Direct Plan Value of 1000 Rupee 1001.71 1001.08 1014.72 1045.27 1053.25 1100.08 1142.18 1476.84
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.


For Any Question Join Our Group On Facebook

Bmsmoney Highlights



More Mutual Fund Analysis Article

म्यूचुअल फंड के फायदे और नुकसान क्या है?

फायदा:

  1.     विविधता
  2.     व्यावसायिक प्रबंधन
  3.     पैमाने की अर्थव्यवस्थाएं (ईकानमी ऑफ स्केल)
  4.     तरलता (लिक्विडिटी)
  5.     विभिन्न प्रकार के निवेश विकल्प
  6.     स्वत: पुनर्निवेश

नुकसान:

  1.     शुल्क और व्यय
  2.     रिटर्न की कोई गारंटी नहीं
  3.     सीमित नियंत्रण
  4.     अंडरपरफॉर्मेंस की संभावना
  5.     कर (टैक्स)

 

Read Full Article Here
Understanding The Treynor Ratio A Comprehensive Guide For Mutual Fund Investments

  • The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
  • Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
  • Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
  • The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

Read Full Article Here
Understanding The Sortino Ratio In Mutual Funds, Its Advantages And Disadvantages: A Guide For Layman Investors

  • The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
  • It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
  • The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
  • It identifies consistent performers with better risk-adjusted returns.
  • However, the Sortino Ratio neglects the upside potential of investments.

Read Full Article Here