Sbi S&P Bse Sensex Etf Overview
Category ETF
BMSMONEY Rank 32
BMSMONEY Rating
Growth Option As On: 23-04-2024
NAV ₹798.7 (R) +0.12% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 24.18% 16.39% 14.23% 14.49% 13.3%
LumpSum Dir. P
SIP Reg. P 21.67% 13.59% 16.45% 15.18% 13.69%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.54 0.31 0.76 -0.07% 0.07
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.93% -12.6% -9.9% 1.0 8.47%

NAV Date: 23-04-2024

Scheme Name NAV Rupee Change Percent Change
SBI S&P BSE SENSEX ETF 798.7
0.9700
0.1200%

Review Date: March 28, 2024

Performance of the SBI S&P Bse Sensex Etf has been analyzed on 21 performance parameters. Out of nine return parameters, the fund has zero return parameters in first quartile; whereas five risk parameters (out of five) in first quartile. Similarly one risk-adjusted performance parameter is in first quartile. Based on this performance SBI S&P Bse Sensex Etf has achieved 32 (out of 87 funds), which is good 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 87 funds.
Our ranking strategy involves a composite performance score that reflects the fund's returns, its associated risk, and its risk-adjusted performance for the last three years. We then use this composite performance score to rank the funds within each category.

The SBI S&P Bse Sensex Etf has below average return performance, as more than 25% 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 SBI S&P Bse Sensex Etf has given return of 0.76% in last one month which is good as it is above average in ETFs.
  2. 3 Month Return%: Three month return shows funds performance in short period of time, the SBI S&P Bse Sensex Etf has given return of 2.09% in last three month which is good as it is above average in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the SBI S&P Bse Sensex Etf has given return of 12.79% in last six month which is good as it is above average in ETFs.
  4. 1 Year Return%: The SBI S&P Bse Sensex Etf has given return of 28.68% in last one year which is poor as it is in the below average in ETFs. The one year return rank of SBI S&P Bse Sensex Etf is 78 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 12868.0 in one year.
  5. 3 Year Return%: The SBI S&P Bse Sensex Etf has given return of 14.97% in last three year which is good as it is above average with return rank of 44 in 85 funds. in ETFs.
  6. 5 Year Return%: The SBI S&P Bse Sensex Etf has given return of 14.43% in last five year which is good as it is above average with return rank of 35 in 63 funds. in ETFs.
  7. 1 Year SIP Return%: The SBI S&P Bse Sensex Etf has given return of 25.05% in last one year which is poor as it is in the below average with return rank of 77 in 121 funds. in ETFs.
  8. 3 Year SIP Return%: The SBI S&P Bse Sensex Etf has given return of 16.02% in last three year which is poor as it is in the below average with return rank of 45 in 77 funds. in ETFs.
  9. 5 Year SIP Return%: The SBI S&P Bse Sensex Etf has given return of 17.16% in last five year which is good as it is above average with return rank of 35 in 56 funds. in ETFs.
    10. '
'

The SBI S&P Bse Sensex Etf has excellent risk performance, as all risk parameters are in the top quartile in 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 SBI S&P Bse Sensex Etf has standard deviation of 12.93 which is very good as it is in the top quartile with risk rank of 7 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 SBI S&P Bse Sensex Etf has semi deviation of 8.47 which is very good as it is in the top quartile with risk rank of 5 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 SBI S&P Bse Sensex Etf has max drawdown of -9.9% which is very good as it is in the top quartile with risk rank of 6 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 SBI S&P Bse Sensex Etf has 1Y VaR at 95% of -12.6% which is very good as it is in the top quartile with risk rank of 7 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The SBI S&P Bse Sensex Etf has average drawdown of -4.44% which is very good as it is in the top quartile with risk rank of 8 in 47 funds. in ETFs.
    6. '
'

The SBI 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 SBI S&P Bse Sensex Etf has Sterling Ratio of 0.76 which is good as it is above average with risk rank of 30 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The SBI S&P Bse Sensex Etf has Sortino Ratio of 0.31 which is good as it is above average with risk rank of 30 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The SBI S&P Bse Sensex Etf has Jensen Alpha of -0.07% which is good as it is above average with risk rank of 13 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The SBI S&P Bse Sensex Etf has Treynor Ratio of 0.07 which is good as it is above average with risk rank of 31 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The SBI S&P Bse Sensex Etf has Modigliani Square Measure of 15.06% which is good as it is above average with risk rank of 30 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The SBI S&P Bse Sensex Etf has Alpha of -0.08% which is very good as it is in the top quartile with risk rank of 8 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 % 1.75
1.62
-5.45 | 7.28 59 | 129
Yes
No
No
3M Return % 3.88
1.69
-89.72 | 20.59 81 | 129
Yes
No
No
6M Return % 14.53
15.66
-89.33 | 59.33 79 | 127
No
No
No
1Y Return % 24.18
25.93
-88.81 | 104.05 85 | 129
No
No
No
3Y Return % 16.39
6.94
-48.31 | 55.27 44 | 87
Yes
No
No
5Y Return % 14.23
1.54
-54.29 | 24.94 35 | 63
Yes
No
No
7Y Return % 14.49
3.74
-40.33 | 19.19 16 | 48
Yes
No
No
10Y Return % 13.30
8.02
-10.17 | 19.08 8 | 16
Yes
No
No
1Y SIP Return % 21.67
30.74
-34.68 | 118.49 76 | 121
No
No
No
3Y SIP Return % 13.59
14.60
-21.13 | 59.68 44 | 80
No
No
No
5Y SIP Return % 16.45
15.76
-12.58 | 45.22 36 | 55
Yes
No
No
7Y SIP Return % 15.18
14.72
-1.47 | 31.02 28 | 39
Yes
No
No
10Y SIP Return % 13.69
14.31
4.29 | 19.34 10 | 13
No
No
Yes
Standard Deviation 12.93
24.27
12.87 | 55.65 7 | 47
Yes
Yes
No
Semi Deviation 8.47
19.82
8.24 | 52.10 5 | 47
Yes
Yes
No
Max Drawdown % -9.90
-30.26
-91.42 | -8.96 6 | 47
Yes
Yes
No
VaR 1 Y % -12.60
-16.34
-30.81 | -10.27 7 | 47
Yes
Yes
No
Average Drawdown % -4.44
-13.05
-91.31 | -3.15 8 | 47
Yes
Yes
No
Sharpe Ratio 0.54
0.31
-0.98 | 1.22 30 | 47
Yes
No
No
Sterling Ratio 0.76
0.56
-0.49 | 1.77 30 | 47
Yes
No
No
Sortino Ratio 0.31
0.27
-0.15 | 0.74 30 | 47
Yes
No
No
Jensen Alpha % -0.07
-15.84
-77.69 | 1.23 13 | 47
Yes
No
No
Treynor Ratio 0.07
0.03
-0.61 | 1.02 31 | 47
Yes
No
No
Modigliani Square Measure % 15.06
12.04
-14.28 | 47.68 30 | 47
Yes
No
No
Alpha % -0.08
-14.89
-65.16 | -0.04 8 | 47
Yes
Yes
No
Return data last Updated On : April 23, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 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 12.93 24.27 12.87 | 55.65 7 | 47
Yes
Yes
No
Semi Deviation 8.47 19.82 8.24 | 52.10 5 | 47
Yes
Yes
No
Max Drawdown % -9.90 -30.26 -91.42 | -8.96 6 | 47
Yes
Yes
No
VaR 1 Y % -12.60 -16.34 -30.81 | -10.27 7 | 47
Yes
Yes
No
Average Drawdown % -4.44 -13.05 -91.31 | -3.15 8 | 47
Yes
Yes
No
Sharpe Ratio 0.54 0.31 -0.98 | 1.22 30 | 47
Yes
No
No
Sterling Ratio 0.76 0.56 -0.49 | 1.77 30 | 47
Yes
No
No
Sortino Ratio 0.31 0.27 -0.15 | 0.74 30 | 47
Yes
No
No
Jensen Alpha % -0.07 -15.84 -77.69 | 1.23 13 | 47
Yes
No
No
Treynor Ratio 0.07 0.03 -0.61 | 1.02 31 | 47
Yes
No
No
Modigliani Square Measure % 15.06 12.04 -14.28 | 47.68 30 | 47
Yes
No
No
Alpha % -0.08 -14.89 -65.16 | -0.04 8 | 47
Yes
Yes
No
Return data last Updated On : April 23, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.12 ₹ 10012.0 ₹
1W 1.72 ₹ 10172.0 ₹
1M 1.75 ₹ 10175.0 ₹
3M 3.88 ₹ 10388.0 ₹
6M 14.53 ₹ 11453.0 ₹
1Y 24.18 ₹ 12418.0 ₹
3Y 16.39 ₹ 15765.0 ₹
5Y 14.23 ₹ 19452.0 ₹
7Y 14.49 ₹ 25782.0 ₹
10Y 13.3 ₹ 34858.0 ₹
15Y - ₹ - ₹

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 21.6739 ₹ 13364.256 ₹
3Y ₹ 36000 13.5906 ₹ 44082.396 ₹
5Y ₹ 60000 16.45 ₹ 90522.18 ₹
7Y ₹ 84000 15.178 ₹ 144303.936 ₹
10Y ₹ 120000 13.6877 ₹ 245256.36 ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
23-04-2024 798.6956 None
22-04-2024 797.7235 None
19-04-2024 791.6574 None
18-04-2024 785.1665 None
16-04-2024 790.0933 None
15-04-2024 795.0344 None
12-04-2024 804.1911 None
09-04-2024 808.9467 None
08-04-2024 809.5846 None
05-04-2024 804.2334 None
04-04-2024 804.0113 None
03-04-2024 800.2123 None
02-04-2024 800.5067 None
01-04-2024 801.7061 None
28-03-2024 797.7757 None
27-03-2024 790.6812 None
26-03-2024 784.9844 None
22-03-2024 788.9044 None
21-03-2024 786.8448 None
20-03-2024 781.0017 None
19-03-2024 780.0314 None
18-03-2024 788.0086 None
15-03-2024 786.8739 None
14-03-2024 791.7932 None
13-03-2024 788.1611 None
12-03-2024 797.9766 None
11-03-2024 796.1867 None
07-03-2024 802.8708 None
06-03-2024 802.5098 None
05-03-2024 798.0826 None
04-03-2024 800.197 None
01-03-2024 798.825 None
29-02-2024 785.3426 None
28-02-2024 783.2272 None
27-02-2024 791.787 None
26-02-2024 788.4857 None
23-02-2024 792.305 None
22-02-2024 792.4729 None
21-02-2024 786.682 None
20-02-2024 791.3825 None
19-02-2024 787.6042 None
16-02-2024 784.5605 None
15-02-2024 780.4903 None
14-02-2024 777.811 None
13-02-2024 774.9161 None
12-02-2024 769.6943 None
09-02-2024 775.3555 None
08-02-2024 773.4618 None
07-02-2024 780.767 None
06-02-2024 781.1368 None
05-02-2024 776.1179 None
02-02-2024 779.9517 None
01-02-2024 775.1899 None
31-01-2024 776.3459 None
30-01-2024 769.7258 None
29-01-2024 778.3961 None
25-01-2024 764.9797 None
24-01-2024 768.8699 None
23-01-2024 761.398 None
20-01-2024 772.7892 None
19-01-2024 775.5973 None
18-01-2024 770.0225 None
17-01-2024 773.4188 None
16-01-2024 791.0298 None
15-01-2024 793.185 None
12-01-2024 784.9719 None
11-01-2024 775.8079 None
10-01-2024 775.1222 None
09-01-2024 772.1863 None
08-01-2024 771.8519 None
05-01-2024 779.112 None
04-01-2024 777.1813 None
03-01-2024 771.8712 None
02-01-2024 777.6687 None
01-01-2024 781.7742 None
29-12-2023 781.4339 None
28-12-2023 783.2749 None
27-12-2023 779.2522 None
26-12-2023 771.6634 None
22-12-2023 769.1805 None
21-12-2023 766.5651 None
20-12-2023 762.6848 None
19-12-2023 772.7551 None
18-12-2023 771.4351 None
15-12-2023 773.2621 None
14-12-2023 762.7767 None
13-12-2023 752.7218 None
12-12-2023 752.3595 None
11-12-2023 756.4439 None
08-12-2023 755.333 None
07-12-2023 752.0463 None
06-12-2023 753.4745 None
05-12-2023 749.6082 None
04-12-2023 744.9475 None
01-12-2023 729.9826 None
30-11-2023 724.6543 None
29-11-2023 723.7192 None
28-11-2023 715.8497 None
24-11-2023 713.6449 None
23-11-2023 714.1623 None
22-11-2023 714.222 None
21-11-2023 713.2229 None
20-11-2023 710.2437 None
17-11-2023 711.7553 None
16-11-2023 713.7862 None
15-11-2023 710.302 None
13-11-2023 702.2822 None
10-11-2023 701.969 None
09-11-2023 701.1863 None
08-11-2023 702.7373 None
07-11-2023 702.3791 None
06-11-2023 702.556 None
03-11-2023 696.1331 None
02-11-2023 692.9558 None
01-11-2023 687.4465 None
31-10-2023 690.4624 None
30-10-2023 693.0301 None
27-10-2023 689.4711 None
26-10-2023 682.6195 None
25-10-2023 692.3474 None
23-10-2023 697.3849 None
20-10-2023 706.3028 None
19-10-2023 708.684 None
18-10-2023 711.2727 None
17-10-2023 717.2234 None
16-10-2023 714.4045 None
13-10-2023 715.657 None
12-10-2023 717.0145 None
11-10-2023 717.7135 None
10-10-2023 713.4636 None
09-10-2023 707.3427 None
06-10-2023 712.5627 None
05-10-2023 708.6326 None
04-10-2023 704.2548 None
03-10-2023 707.3442 None
29-09-2023 710.7625 None
28-09-2023 707.3072 None
27-09-2023 713.8983 None
26-09-2023 712.0288 None
25-09-2023 712.8741 None
22-09-2023 712.7194 None
21-09-2023 715.1074 None
20-09-2023 721.269 None
18-09-2023 729.8652 None
15-09-2023 732.4773 None
14-09-2023 729.0416 None
13-09-2023 728.4808 None
12-09-2023 725.8268 None
11-09-2023 724.8124 None
08-09-2023 719.1142 None
07-09-2023 715.5171 None
06-09-2023 711.362 None
05-09-2023 710.2806 None
04-09-2023 708.6397 None
01-09-2023 706.0413 None
31-08-2023 700.0486 None
30-08-2023 702.8171 None
29-08-2023 702.6947 None
28-08-2023 701.8422 None
25-08-2023 700.658 None
24-08-2023 704.6012 None
23-08-2023 706.5525 None
22-08-2023 704.2553 None
21-08-2023 704.2136 None
18-08-2023 701.0416 None
17-08-2023 703.2229 None
16-08-2023 707.4091 None
14-08-2023 705.9284 None
11-08-2023 705.0785 None
10-08-2023 708.7806 None
09-08-2023 712.0862 None
08-08-2023 709.9579 None
07-08-2023 710.9554 None
04-08-2023 708.4641 None
03-08-2023 703.284 None
02-08-2023 708.9939 None
01-08-2023 715.9872 None
31-07-2023 716.7222 None
28-07-2023 712.7789 None
27-07-2023 713.8509 None
26-07-2023 718.5389 None
25-07-2023 714.7659 None
24-07-2023 715.0787 None
21-07-2023 718.2968 None
20-07-2023 727.638 None
19-07-2023 722.3584 None
18-07-2023 719.1134 None
17-07-2023 716.9108 None
14-07-2023 711.2329 None
13-07-2023 705.6974 None
12-07-2023 703.6548 None
11-07-2023 706.086 None
10-07-2023 703.1511 None
07-07-2023 702.4697 None
06-07-2023 707.8652 None
05-07-2023 704.222 None
04-07-2023 704.5771 None
03-07-2023 701.6378 None
30-06-2023 696.4288 None
28-06-2023 687.7464 None
27-06-2023 682.3974 None
26-06-2023 677.6199 None
23-06-2023 677.7239 None
22-06-2023 680.5055 None
21-06-2023 683.2788 None
20-06-2023 681.1859 None
19-06-2023 679.4794 None
16-06-2023 681.6152 None
15-06-2023 676.6145 None
14-06-2023 679.7148 None
13-06-2023 678.8026 None
12-06-2023 674.3235 None
09-06-2023 673.2663 None
08-06-2023 675.5653 None
07-06-2023 678.7179 None
06-06-2023 674.9707 None
05-06-2023 674.9141 None
02-06-2023 672.3441 None
01-06-2023 670.3948 None
31-05-2023 672.47 None
30-05-2023 675.7867 None
29-05-2023 673.9159 None
26-05-2023 670.2316 None
25-05-2023 663.5025 None
24-05-2023 662.4461 None
23-05-2023 664.6729 None
22-05-2023 664.4803 None
19-05-2023 661.9803 None
18-05-2023 658.7937 None
17-05-2023 660.174 None
16-05-2023 664.1535 None
15-05-2023 667.0334 None
12-05-2023 663.6367 None
11-05-2023 662.3177 None
10-05-2023 662.7006 None
09-05-2023 660.788 None
08-05-2023 660.821 None
05-05-2023 653.2308 None
04-05-2023 660.6652 None
03-05-2023 654.72 None
02-05-2023 656.4475 None
28-04-2023 653.8609 None
27-04-2023 648.7303 None
26-04-2023 645.0008 None
25-04-2023 643.1852 None
24-04-2023 642.3885 None

Fund Launch Date: 09/Feb/2013
Fund Category: ETF
Investment Objective: The investment objective of the scheme is to providereturns, before expenses, that closely correspond to thetotal returns of the securities as represented by the S&PBSE SENSEX by holding S&P BSE SENSEX stocks in the sameproportion. However, the performance of the scheme may differfrom that of the underlying index due to tracking error.
Fund Description: An open-ended Scheme trackingS&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.