Index Fund · Passive
Nippon India Index Fund - BSE Sensex Plan - Direct Plan - Bonus Option
SignalIQ View
Descriptive research · not a buy/sell recommendation
Sharpe (3Y)
-0.08
Return per unit of risk · rf 6.5%
Sortino (3Y)
-0.11
Downside-only Sharpe
Max Drawdown
-37.2%
Peak-to-trough · full history
Vol (3Y)
13.1%
Annualised σ of daily returns
Positive Days
54%
Smoothness proxy
This fund has delivered negative risk-adjusted returns over the last 3 years (Sharpe -0.08). Its worst peak-to-trough drop over the full history was 37.2% (large drawdowns) between 2020-01-14 and 2020-03-23. About 53% of trading days closed up. Profile: risk-on with weak risk-adjusted return.
YTD
-12.2%
Calendar YTD
1 Year
-9.3%
Trailing 12 mo
3 Year
+4.6%
CAGR
5 Year
+5.9%
CAGR
10 Year
+11.0%
CAGR
Since Inception
—
CAGR (?y)
📈 NAV History
End-of-day NAV series from AMFI (via MFAPI.in).
🎯 Rolling-Return Consistency
3-Year Rolling Windows
- Sample size
- 2634 windows
- Best window CAGR
- +31.29%
- Median CAGR
- +12.66%
- Avg CAGR
- +12.65%
- Worst window CAGR
- -2.84%
- Positive windows
- 99.8%
5-Year Rolling Windows
- Sample size
- 2142 windows
- Best window CAGR
- +23.62%
- Median CAGR
- +13.47%
- Avg CAGR
- +13.19%
- Worst window CAGR
- -0.61%
- Positive windows
- 100.0%
Every trading day in the history is treated as a potential window end-date; the fund's CAGR over the trailing 3 (or 5) years ending that day is computed, and the full distribution is summarised. A narrower band + higher "positive windows" percentage means more predictable outcomes — reduces the timing luck a single point-in-time CAGR can hide.
🏁 Peer Comparison · Top in Index Fund
| Scheme | 1Y | 3Y CAGR | 5Y CAGR | Latest NAV |
|---|---|---|---|---|
|
ICICI Prudential NASDAQ 100 Index Fund
ICICI Prudential Mutual Fund
|
+30.4% | +31.6% | — | — |
|
Motilal Oswal S&P 500 Index Fund
Motilal Oswal Mutual Fund
|
+25.2% | +26.4% | +18.0% | — |
|
UTI Nifty 500 Value 50 Index Fund
UTI Mutual Fund
|
+8.8% | +21.2% | — | — |
|
ICICI Prudential Nifty Pharma Index Fund
ICICI Prudential Mutual Fund
|
+17.9% | +20.0% | — | — |
|
Kotak Nifty Smallcap 50 Index Fund
Kotak Mahindra Mutual Fund
|
+11.7% | +19.6% | — | — |
|
Axis Nifty Smallcap 50 Index Fund
Axis Mutual Fund
|
+12.0% | +19.5% | — | — |
|
Nippon India Index Fund - BSE Sensex Plan - Direct Plan - Bonus Option (this fund)
Nippon India Mutual Fund
|
-9.3% | +4.6% | +5.9% | — |
Disclaimer: Mutual fund investments are subject to market risks. Read all scheme related documents carefully before investing. Past performance is not indicative of future results. This page publishes descriptive rank-and-return analysis only — not personalised advice on which fund to buy. Trailing returns and rolling-window statistics are computed from AMFI's official daily NAV series. Research by Equity Alfa Analytics, SEBI Registered Research Analyst · INH000024985 · BSE RAASB Enlistment 6942.