Kotak Nifty Bank Etf Overview
Category ETF
BMSMONEY Rank 50
BMSMONEY Rating
Growth Option As On: 22-04-2024
NAV ₹488.95 (R) +0.74% (D) %
Returns Gro. Opt. 1Y 3Y 5Y 7Y 10Y
LumpSum Reg. P 13.1% 15.22% 10.18% 11.96% -%
LumpSum Dir. P
SIP Reg. P -3.17% 9.93% 14.26% 12.49% -%
SIP Dir. P
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.26 0.16 0.5 -0.26% 0.04
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
16.21% -19.09% -14.19% 1.0 10.9%

NAV Date: 22-04-2024

Scheme Name NAV Rupee Change Percent Change
Kotak Nifty Bank ETF 488.95
3.5700
0.7400%

Review Date: March 28, 2024

The ETFs category has 87 funds. Performance of the Kotak Nifty Bank Etf has been analyzed on 21 performance parameters. Out of nine return parameters, the fund has zero return parameters in first quartile; whereas zero risk parameters (out of five) in first quartile. Similarly zero risk-adjusted performance parameters are in first quartile, the performance on different parameters provides has achieved 50 (out of 87 funds), which is ok rank in the ETFs category.
Our ranking method uses a composite performance score to rank funds in a category. The score incorporates the fund's return, risk, and risk adjusted performance of the last three years.

The Kotak Nifty Bank 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 Kotak Nifty Bank Etf has given return of 1.12% 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 Kotak Nifty Bank Etf has given return of -2.47% in last three month which is very poor as it is in the fourth quartile in ETFs.
  3. 6 Month Return%: Six month return shows funds performance in short period of time, the Kotak Nifty Bank Etf has given return of 6.27% in last six month which is poor as it is in the below average in ETFs.
  4. 1 Year Return%: The Kotak Nifty Bank Etf has given return of 18.81% in last one year which is very poor as it is in the fourth quartile in ETFs. The one year return rank of Kotak Nifty Bank Etf is 98 in 129 funds. The investment of ₹ 10,000 in this fund would have become ₹ 11881.0 in one year.
  5. 3 Year Return%: The Kotak Nifty Bank Etf has given return of 12.11% in last three year which is good as it is above average with return rank of 52 in 85 funds. in ETFs.
  6. 5 Year Return%: The Kotak Nifty Bank Etf has given return of 9.12% in last five year which is good as it is above average with return rank of 38 in 63 funds. in ETFs.
  7. 1 Year SIP Return%: The Kotak Nifty Bank Etf has given return of 12.31% in last one year which is very poor as it is in the fourth quartile with rank of 96 in 121 funds. in ETFs.
  8. 3 Year SIP Return%: The Kotak Nifty Bank Etf has given return of 12.79% in last three year which is poor as it is in the below average with return rank of 53 in 77 funds. in ETFs.
  9. 5 Year SIP Return%: The Kotak Nifty Bank Etf has given return of 14.41% in last five year which is poor as it is in the below average with return rank of 39 in 56 funds. in ETFs.
    10. '
'

The Kotak Nifty Bank Etf has average risk performance, as more than 25% risk parameters are above average 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 Kotak Nifty Bank Etf has standard deviation of 16.21 which is good as it is above average with risk rank of 29 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 Kotak Nifty Bank Etf has semi deviation of 10.9 which is good as it is above average with risk rank of 28 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 Kotak Nifty Bank Etf has max drawdown of -14.19% which is good as it is above average with risk rank of 28 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 Kotak Nifty Bank Etf has 1Y VaR at 95% of -19.09% which is very poor as it is in the fourth quartile with risk rank of 36 in 47 funds. in ETFs.
  5. Average Drawdown %: It is the average of the drawdowns over a period of time. The Kotak Nifty Bank Etf has average drawdown of -5.67% which is good as it is above average with risk rank of 28 in 47 funds. in ETFs.
    6. '
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The Kotak Nifty Bank 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 Kotak Nifty Bank Etf has Sterling Ratio of 0.5 which is poor as it is in the below average with risk rank of 34 in 47 funds. in ETFs.
  2. Sortino Ratio: It is a measure of risk-adjusted return. The Kotak Nifty Bank Etf has Sortino Ratio of 0.16 which is poor as it is in the below average with risk rank of 34 in 47 funds. in ETFs.
  3. Jensen Alpha %: It is a measure of risk-adjusted return. The Kotak Nifty Bank Etf has Jensen Alpha of -0.26% which is good as it is above average with risk rank of 24 in 47 funds. in ETFs.
  4. Treynor Ratio: It is a measure of risk-adjusted return. The Kotak Nifty Bank Etf has Treynor Ratio of 0.04 which is good as it is above average with risk rank of 35 in 47 funds. in ETFs.
  5. Modigliani Square Measure %: It is a measure of risk-adjusted return. The Kotak Nifty Bank Etf has Modigliani Square Measure of 12.14% which is good as it is above average with risk rank of 34 in 47 funds. in ETFs.
  6. Alpha %: It is a measure of risk-adjusted return. The Kotak Nifty Bank Etf has Alpha of -0.28% which is good as it is above average with risk rank of 21 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 % 2.81
1.37
-6.93 | 9.83 34 | 129
Yes
No
No
3M Return % 6.40
2.60
-89.66 | 22.92 46 | 129
Yes
No
No
6M Return % 10.95
15.40
-89.34 | 58.25 93 | 127
No
No
No
1Y Return % 13.10
25.68
-88.81 | 102.58 96 | 129
No
No
No
3Y Return % 15.22
7.13
-48.35 | 55.39 51 | 87
Yes
No
No
5Y Return % 10.18
1.69
-54.19 | 25.10 38 | 63
Yes
No
No
7Y Return % 11.96
3.70
-40.35 | 19.11 28 | 48
Yes
No
No
1Y SIP Return % -3.17
14.56
-9.28 | 93.33 95 | 119
No
No
Yes
3Y SIP Return % 9.93
13.37
-7.45 | 57.89 52 | 78
No
No
No
5Y SIP Return % 14.26
15.72
-10.89 | 44.73 38 | 54
No
No
No
7Y SIP Return % 12.49
14.43
-1.78 | 30.72 31 | 39
No
No
Yes
Standard Deviation 16.21
24.27
12.87 | 55.65 29 | 47
Yes
No
No
Semi Deviation 10.90
19.82
8.24 | 52.10 28 | 47
Yes
No
No
Max Drawdown % -14.19
-30.26
-91.42 | -8.96 28 | 47
Yes
No
No
VaR 1 Y % -19.09
-16.34
-30.81 | -10.27 36 | 47
No
No
Yes
Average Drawdown % -5.67
-13.05
-91.31 | -3.15 28 | 47
Yes
No
No
Sharpe Ratio 0.26
0.31
-0.98 | 1.22 34 | 47
No
No
No
Sterling Ratio 0.50
0.56
-0.49 | 1.77 34 | 47
No
No
No
Sortino Ratio 0.16
0.27
-0.15 | 0.74 34 | 47
No
No
No
Jensen Alpha % -0.26
-15.84
-77.69 | 1.23 24 | 47
Yes
No
No
Treynor Ratio 0.04
0.03
-0.61 | 1.02 35 | 47
Yes
No
No
Modigliani Square Measure % 12.14
12.04
-14.28 | 47.68 34 | 47
Yes
No
No
Alpha % -0.28
-14.89
-65.16 | -0.04 21 | 47
Yes
No
No
Return data last Updated On : April 22, 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 16.21 24.27 12.87 | 55.65 29 | 47
Yes
No
No
Semi Deviation 10.90 19.82 8.24 | 52.10 28 | 47
Yes
No
No
Max Drawdown % -14.19 -30.26 -91.42 | -8.96 28 | 47
Yes
No
No
VaR 1 Y % -19.09 -16.34 -30.81 | -10.27 36 | 47
No
No
Yes
Average Drawdown % -5.67 -13.05 -91.31 | -3.15 28 | 47
Yes
No
No
Sharpe Ratio 0.26 0.31 -0.98 | 1.22 34 | 47
No
No
No
Sterling Ratio 0.50 0.56 -0.49 | 1.77 34 | 47
No
No
No
Sortino Ratio 0.16 0.27 -0.15 | 0.74 34 | 47
No
No
No
Jensen Alpha % -0.26 -15.84 -77.69 | 1.23 24 | 47
Yes
No
No
Treynor Ratio 0.04 0.03 -0.61 | 1.02 35 | 47
Yes
No
No
Modigliani Square Measure % 12.14 12.04 -14.28 | 47.68 34 | 47
Yes
No
No
Alpha % -0.28 -14.89 -65.16 | -0.04 21 | 47
Yes
No
No
Return data last Updated On : April 22, 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 0.74 ₹ 10074.0 ₹
1W 0.92 ₹ 10092.0 ₹
1M 2.81 ₹ 10281.0 ₹
3M 6.4 ₹ 10640.0 ₹
6M 10.95 ₹ 11095.0 ₹
1Y 13.1 ₹ 11310.0 ₹
3Y 15.22 ₹ 15297.0 ₹
5Y 10.18 ₹ 16240.0 ₹
7Y 11.96 ₹ 22046.0 ₹
10Y - ₹ - ₹
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 -3.1744 ₹ 11792.604 ₹
3Y ₹ 36000 9.9334 ₹ 41800.752 ₹
5Y ₹ 60000 14.2569 ₹ 85769.4 ₹
7Y ₹ 84000 12.4857 ₹ 131080.824 ₹
10Y ₹ 120000 - ₹ - ₹
15Y ₹ 180000 - ₹ - ₹


Date NAV Regular Growth NAV Direct Growth
22-04-2024 488.9463 None
19-04-2024 485.3743 None
18-04-2024 480.2278 None
16-04-2024 484.4687 None
15-04-2024 487.4135 None
12-04-2024 495.4919 None
09-04-2024 497.192 None
08-04-2024 495.6753 None
05-04-2024 494.777 None
04-04-2024 490.369 None
03-04-2024 485.9174 None
02-04-2024 485.1155 None
01-04-2024 485.4518 None
28-03-2024 480.8319 None
27-03-2024 477.3801 None
26-03-2024 475.5762 None
22-03-2024 478.2743 None
21-03-2024 476.4511 None
20-03-2024 472.6367 None
19-03-2024 473.3926 None
18-03-2024 475.3448 None
15-03-2024 475.535 None
14-03-2024 477.5354 None
13-03-2024 479.4903 None
12-03-2024 482.5651 None
11-03-2024 483.0309 None
07-03-2024 488.223 None
06-03-2024 489.5475 None
05-03-2024 485.6268 None
04-03-2024 484.3546 None
01-03-2024 482.6332 None
29-02-2024 470.7352 None
28-02-2024 469.1275 None
27-02-2024 475.5073 None
26-02-2024 475.3911 None
23-02-2024 477.7979 None
22-02-2024 478.9029 None
21-02-2024 479.9244 None
20-02-2024 480.6867 None
19-02-2024 474.9869 None
16-02-2024 473.4555 None
15-02-2024 471.7637 None
14-02-2024 468.596 None
13-02-2024 464.4551 None
12-02-2024 458.1282 None
09-02-2024 465.8115 None
08-02-2024 459.4596 None
07-02-2024 467.6931 None
06-02-2024 466.3916 None
05-02-2024 467.7692 None
02-02-2024 469.2593 None
01-02-2024 471.4835 None
31-01-2024 469.5276 None
30-01-2024 463.1088 None
29-01-2024 463.8718 None
25-01-2024 457.9983 None
24-01-2024 460.2077 None
23-01-2024 459.5208 None
20-01-2024 470.1733 None
19-01-2024 466.5311 None
18-01-2024 466.6593 None
17-01-2024 470.2427 None
16-01-2024 491.2777 None
15-01-2024 491.6184 None
12-01-2024 487.0464 None
11-01-2024 484.278 None
10-01-2024 483.489 None
09-01-2024 482.2843 None
08-01-2024 484.4055 None
05-01-2024 491.6461 None
04-01-2024 492.0242 None
03-01-2024 487.0151 None
02-01-2024 487.5962 None
01-01-2024 492.4227 None
29-12-2023 493.0197 None
28-12-2023 495.2299 None
27-12-2023 492.9356 None
26-12-2023 487.2477 None
22-12-2023 484.8768 None
21-12-2023 488.4344 None
20-12-2023 484.4054 None
19-12-2023 488.7522 None
18-12-2023 488.7217 None
15-12-2023 491.5441 None
14-12-2023 487.3475 None
13-12-2023 480.8154 None
12-12-2023 480.8716 None
11-12-2023 483.0861 None
08-12-2023 482.5586 None
07-12-2023 478.2667 None
06-12-2023 478.1985 None
05-12-2023 480.0147 None
04-12-2023 474.0863 None
01-12-2023 457.5809 None
30-11-2023 454.1885 None
29-11-2023 455.0551 None
28-11-2023 448.0582 None
24-11-2023 446.9244 None
23-11-2023 444.9698 None
22-11-2023 443.6663 None
21-11-2023 446.1138 None
20-11-2023 445.052 None
17-11-2023 445.0474 None
16-11-2023 450.9466 None
15-11-2023 451.3584 None
13-11-2023 448.1924 None
10-11-2023 447.4717 None
09-11-2023 446.0802 None
08-11-2023 445.8272 None
07-11-2023 446.6381 None
06-11-2023 445.4304 None
03-11-2023 442.3611 None
02-11-2023 439.2889 None
01-11-2023 436.0615 None
31-10-2023 437.5439 None
30-10-2023 439.5186 None
27-10-2023 436.8986 None
26-10-2023 431.7763 None
25-10-2023 437.413 None
23-10-2023 440.676 None
20-10-2023 446.5208 None
19-10-2023 446.8441 None
18-10-2023 448.2161 None
17-10-2023 453.5362 None
16-10-2023 451.6631 None
13-10-2023 452.3024 None
12-10-2023 455.4823 None
11-10-2023 454.6443 None
10-10-2023 453.0456 None
09-10-2023 448.2109 None
06-10-2023 453.0581 None
05-10-2023 451.5532 None
04-10-2023 449.0095 None
03-10-2023 453.4534 None
29-09-2023 455.355 None
28-09-2023 452.4614 None
27-09-2023 455.3886 None
26-09-2023 455.757 None
25-09-2023 457.208 None
22-09-2023 455.6409 None
21-09-2023 455.7632 None
20-09-2023 463.534 None
18-09-2023 469.617 None
15-09-2023 472.1928 None
14-09-2023 469.8395 None
13-09-2023 468.908 None
12-09-2023 464.8447 None
11-09-2023 465.453 None
08-09-2023 461.2277 None
07-09-2023 458.3899 None
06-09-2023 453.5992 None
05-09-2023 454.8584 None
04-09-2023 455.3315 None
01-09-2023 453.8888 None
31-08-2023 449.334 None
30-08-2023 451.818 None
29-08-2023 454.4975 None
28-08-2023 454.4937 None
25-08-2023 451.8185 None
24-08-2023 454.5174 None
23-08-2023 454.3453 None
22-08-2023 449.4001 None
21-08-2023 449.4907 None
18-08-2023 447.9597 None
17-08-2023 448.372 None
16-08-2023 448.9347 None
14-08-2023 450.4059 None
11-08-2023 451.5098 None
10-08-2023 454.874 None
09-08-2023 458.3169 None
08-08-2023 458.2765 None
07-08-2023 456.989 None
04-08-2023 457.4216 None
03-08-2023 453.6718 None
02-08-2023 458.5705 None
01-08-2023 464.6313 None
31-07-2023 465.2282 None
28-07-2023 463.3769 None
27-07-2023 465.5266 None
26-07-2023 469.4176 None
25-07-2023 467.213 None
24-07-2023 468.0075 None
21-07-2023 469.5586 None
20-07-2023 470.6948 None
19-07-2023 465.4464 None
18-07-2023 462.8265 None
17-07-2023 463.2234 None
14-07-2023 456.8345 None
13-07-2023 455.2552 None
12-07-2023 454.9978 None
11-07-2023 456.1538 None
10-07-2023 457.3313 None
07-07-2023 457.9882 None
06-07-2023 462.1533 None
05-07-2023 460.2466 None
04-07-2023 461.7668 None
03-07-2023 460.3145 None
30-06-2023 456.1654 None
28-06-2023 451.9185 None
27-06-2023 449.8894 None
26-06-2023 445.0121 None
23-06-2023 444.8331 None
22-06-2023 445.8002 None
21-06-2023 447.1663 None
20-06-2023 446.2267 None
19-06-2023 444.8806 None
16-06-2023 447.9776 None
15-06-2023 442.9571 None
14-06-2023 448.4876 None
13-06-2023 449.4213 None
12-06-2023 448.0482 None
09-06-2023 448.5082 None
08-06-2023 448.5733 None
07-06-2023 451.4139 None
06-06-2023 450.2933 None
05-06-2023 449.6572 None
02-06-2023 448.0022 None
01-06-2023 446.1749 None
31-05-2023 449.6022 None
30-05-2023 451.8312 None
29-05-2023 450.5718 None
26-05-2023 447.5985 None
25-05-2023 444.1886 None
24-05-2023 444.1542 None
23-05-2023 446.9602 None
22-05-2023 446.2589 None
19-05-2023 447.1191 None
18-05-2023 444.9203 None
17-05-2023 444.3788 None
16-05-2023 446.459 None
15-05-2023 446.8154 None
12-05-2023 443.9989 None
11-05-2023 440.7749 None
10-05-2023 439.3151 None
09-05-2023 437.9701 None
08-05-2023 438.8423 None
05-05-2023 432.5356 None
04-05-2023 442.92 None
03-05-2023 439.1441 None
02-05-2023 439.5452 None
28-04-2023 438.3548 None
27-04-2023 435.9944 None
26-04-2023 434.2635 None
25-04-2023 432.7304 None
24-04-2023 432.2979 None

Fund Launch Date: 24/Nov/2014
Fund Category: ETF
Investment Objective: The investment objective of the scheme isto provide returns before expenses thatclosely correspond to the total returns ofstocks as represented by the Nifty BankIndex subject to tracking errors. There is noassurance or guarantee that the investmentobjective of the scheme will be achieved.
Fund Description: An open-ended scheme replicating/ tracking nifty bank index
Fund Benchmark: Nifty Bank Index Total Return Index
Source: Fund FactSheet

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