Tata S&P Bse Sensex Index Fund Overview
Category Index Fund
BMSMONEY Rank 31
BMSMONEY Rating
Gro. Opt. As On: 26-07-2024
NAV ₹203.01(R) +1.61% ₹214.22(D) +1.61%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 23.6% 16.27% 16.9% 14.44% 12.39%
LumpSum (D) 23.98% 16.63% 17.49% 14.95% 12.93%
SIP (R) 32.26% 19.69% 18.42% 16.54% 14.95%
SIP (D) 32.67% 20.05% 18.9% 17.04% 15.47%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.62 0.35 0.78 -0.79% 0.08
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.67% -12.63% -10.15% 0.99 8.35%
Top Index Fund
Fund Name Rank Rating
Aditya Birla Sun Life Nifty Midcap 150 Index Fund 1
UTI Nifty200 Momentum 30 Index Fund 2
Motilal Oswal Nifty Smallcap 250 Index Fund 3
DSP Nifty 50 Equal Weight Index Fund 4
Nippon India Nifty Smallcap 250 Index Fund 5
Motilal Oswal Nifty Midcap 150 Index Fund 6
Nippon India Nifty Midcap 150 Index Fund 7
DSP Nifty Next 50 Index Fund 8
Kotak Nifty Next 50 Index Fund 9

NAV Date: 26-07-2024

Scheme Name NAV Rupee Change Percent Change
Tata S&P BSE Sensex Index Fund -Regular Plan 203.01
3.2100
1.6100%
Tata S&P BSE Sensex Index Fund - Direct Plan 214.22
3.3900
1.6100%

Review Date: 26-07-2024

Tata S&P Bse Sensex Index Fund has shown poor performance in the Index Funds category. The fund has rank of 31 out of 41 funds in the category. The fund has delivered return of 23.6% in 1 year, 16.27% in 3 years, 16.9% in 5 years and 12.39% in 10 years. The category average for the same periods is 32.75%, 18.51%, 18.55% and 12.9% respectively, which shows poor return performance of fund in the category. The fund has exhibited standard deviation of 12.67, VaR of -12.63, Average Drawdown of -4.96, Semi Deviation of 8.35 and Max Drawdown of -10.15. The category average for the same parameters is 14.57, -16.81, -6.01, 10.12 and -12.87 respectively. The fund has very low risk in the category.

Key Points:

  1. An investment of ₹10,000 in Tata S&P Bse Sensex Index Fund direct growth option would have grown to ₹12398.0 in 1 year, ₹15865.0 in 3 years and ₹22387.0 in 5 years as of today (26-07-2024).
  2. An SIP of ₹1,000 per month in Tata S&P Bse Sensex Index Fund direct growth option would have grown to ₹14024.0 in 1 year, ₹48306.0 in 3 years and ₹96091.0 in 5 years as of today (26-07-2024).
  3. standard deviation of 12.67 and based on VaR one can expect to lose more than -12.63% of current value of fund in one year.
  4. Sharpe ratio of the fund is 0.62 which shows poor performance of fund in the index funds category.
  5. The fund has R-square of 1.0, Beta of 0.99 and Jensen's Alpha of -0.79% which exhibit good performance in the index funds category .


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 3.42
3.15
-2.97 | 15.72 45 | 87 Average
3M Return % 9.45
9.43
1.79 | 22.95 63 | 87 Average
6M Return % 13.55
16.01
3.69 | 33.48 61 | 87 Average
1Y Return % 23.60
32.75
7.04 | 66.45 63 | 87 Average
3Y Return % 16.27
18.51
5.28 | 27.24 36 | 43 Poor
5Y Return % 16.90
18.55
16.81 | 22.87 20 | 21 Poor
7Y Return % 14.44
14.39
13.77 | 14.84 7 | 16 Good
10Y Return % 12.39
12.90
11.98 | 16.35 14 | 16 Poor
15Y Return % 11.89
12.15
11.73 | 12.55 9 | 11 Average
1Y SIP Return % 32.27
38.98
7.25 | 78.34 62 | 87 Average
3Y SIP Return % 19.69
25.22
6.25 | 38.62 38 | 43 Poor
5Y SIP Return % 18.42
20.93
18.19 | 28.03 20 | 21 Poor
7Y SIP Return % 16.54
17.32
16.31 | 21.55 15 | 16 Poor
10Y SIP Return % 14.96
15.39
14.63 | 18.23 14 | 16 Poor
15Y SIP Return % 13.27
13.48
12.90 | 13.97 9 | 11 Average
Standard Deviation 12.67
14.57
12.54 | 21.05 2 | 31 Very Good
Semi Deviation 8.35
10.12
8.35 | 15.48 1 | 31 Very Good
Max Drawdown % -10.15
-12.87
-28.02 | -9.87 6 | 31 Very Good
VaR 1 Y % -12.63
-16.81
-31.22 | -12.63 1 | 31 Very Good
Average Drawdown % -4.96
-6.01
-9.44 | -4.50 6 | 31 Very Good
Sharpe Ratio 0.62
0.78
0.42 | 1.25 28 | 31 Poor
Sterling Ratio 0.78
0.86
0.56 | 1.18 26 | 31 Poor
Sortino Ratio 0.35
0.42
0.23 | 0.68 26 | 31 Poor
Jensen Alpha % -0.79
-0.92
-2.45 | 0.64 16 | 31 Good
Treynor Ratio 0.08
0.12
0.07 | 0.20 28 | 31 Poor
Modigliani Square Measure % 15.79
19.71
14.64 | 28.40 28 | 31 Poor
Alpha % -0.92
-1.15
-3.44 | -0.42 13 | 31 Good
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : April 30, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 3.44 3.19 -2.91 | 15.77 45 | 87
3M Return % 9.54 9.54 1.82 | 23.10 63 | 87
6M Return % 13.72 16.23 3.76 | 33.70 61 | 87
1Y Return % 23.98 33.32 7.19 | 67.58 63 | 87
3Y Return % 16.63 19.04 5.52 | 28.07 37 | 43
5Y Return % 17.49 18.99 17.49 | 23.44 21 | 21
7Y Return % 14.95 14.83 14.46 | 15.29 5 | 16
10Y Return % 12.93 13.34 12.61 | 16.83 12 | 15
1Y SIP Return % 32.67 39.56 7.57 | 78.87 62 | 87
3Y SIP Return % 20.05 25.76 6.46 | 39.25 38 | 43
5Y SIP Return % 18.90 21.36 18.90 | 28.42 21 | 21
7Y SIP Return % 17.04 17.75 17.00 | 21.99 15 | 16
10Y SIP Return % 15.47 15.82 15.27 | 18.67 12 | 15
Standard Deviation 12.67 14.57 12.54 | 21.05 2 | 31
Semi Deviation 8.35 10.12 8.35 | 15.48 1 | 31
Max Drawdown % -10.15 -12.87 -28.02 | -9.87 6 | 31
VaR 1 Y % -12.63 -16.81 -31.22 | -12.63 1 | 31
Average Drawdown % -4.96 -6.01 -9.44 | -4.50 6 | 31
Sharpe Ratio 0.62 0.78 0.42 | 1.25 28 | 31
Sterling Ratio 0.78 0.86 0.56 | 1.18 26 | 31
Sortino Ratio 0.35 0.42 0.23 | 0.68 26 | 31
Jensen Alpha % -0.79 -0.92 -2.45 | 0.64 16 | 31
Treynor Ratio 0.08 0.12 0.07 | 0.20 28 | 31
Modigliani Square Measure % 15.79 19.71 14.64 | 28.40 28 | 31
Alpha % -0.92 -1.15 -3.44 | -0.42 13 | 31
Return data last Updated On : July 26, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : April 30, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 1.61 ₹ 10,161.00 1.61 ₹ 10,161.00
1W 1.03 ₹ 10,103.00 1.04 ₹ 10,104.00
1M 3.42 ₹ 10,342.00 3.44 ₹ 10,344.00
3M 9.45 ₹ 10,945.00 9.54 ₹ 10,954.00
6M 13.55 ₹ 11,355.00 13.72 ₹ 11,372.00
1Y 23.60 ₹ 12,360.00 23.98 ₹ 12,398.00
3Y 16.27 ₹ 15,718.00 16.63 ₹ 15,865.00
5Y 16.90 ₹ 21,829.00 17.49 ₹ 22,387.00
7Y 14.44 ₹ 25,706.00 14.95 ₹ 26,520.00
10Y 12.39 ₹ 32,166.00 12.93 ₹ 33,733.00
15Y 11.89 ₹ 53,937.00 ₹

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 32.27 ₹ 14,000.26 32.67 ₹ 14,024.46
3Y ₹ 36000 19.69 ₹ 48,063.13 20.05 ₹ 48,305.95
5Y ₹ 60000 18.42 ₹ 94,975.62 18.90 ₹ 96,090.78
7Y ₹ 84000 16.54 ₹ 151,445.62 17.04 ₹ 154,200.82
10Y ₹ 120000 14.96 ₹ 262,458.00 15.47 ₹ 269,757.12
15Y ₹ 180000 13.27 ₹ 530,847.54 ₹


Date NAV Regular Growth NAV Direct Growth
26-07-2024 203.0079 214.2173
25-07-2024 199.7983 210.8287
24-07-2024 200.0733 211.1171
23-07-2024 200.7731 211.8536
22-07-2024 200.9337 212.0213
19-07-2024 201.1996 212.2964
18-07-2024 202.9692 214.1617
16-07-2024 201.4185 212.5218
15-07-2024 201.2899 212.3843
12-07-2024 200.9398 212.0094
11-07-2024 199.3685 210.3498
10-07-2024 199.4403 210.4237
09-07-2024 200.5002 211.5401
08-07-2024 199.5198 210.5039
05-07-2024 199.622 210.6063
04-07-2024 199.7219 210.71
03-07-2024 199.5705 210.5484
02-07-2024 198.2203 209.1221
01-07-2024 198.3083 209.2132
28-06-2024 197.2167 208.0561
27-06-2024 197.7179 208.5831
26-06-2024 196.3015 207.0871

Fund Launch Date: 20/Feb/2003
Fund Category: Index Fund
Investment Objective: The investment objective of the Scheme is to reflect/mirror the market returns with a minimum tracking error.The scheme does not assure or guarantee any returns
Fund Description: A) Invests in S & P BSE Sensex index stocks with weightages equal to that in the indexb) Seeks to mirror the market returns with a minimum tracking error
Fund Benchmark: S&P BSE Sensex Total Return Index
Source: Fund FactSheet

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