ETF · Passive
Nippon India ETF BSE Sensex - Direct Plan
SignalIQ View
Descriptive research · not a buy/sell recommendation
Sharpe (3Y)
-0.06
Return per unit of risk · rf 6.5%
Sortino (3Y)
-0.08
Downside-only Sharpe
Max Drawdown
-37.8%
Peak-to-trough · full history
Vol (3Y)
13.2%
Annualised σ of daily returns
Positive Days
54%
Smoothness proxy
This fund has delivered negative risk-adjusted returns over the last 3 years (Sharpe -0.06). Its worst peak-to-trough drop over the full history was 37.8% (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
-12.0%
Calendar YTD
1 Year
-9.2%
Trailing 12 mo
3 Year
+4.8%
CAGR
5 Year
+6.1%
CAGR
10 Year
+11.3%
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
- 2217 windows
- Best window CAGR
- +31.92%
- Median CAGR
- +13.80%
- Avg CAGR
- +13.52%
- Worst window CAGR
- -2.92%
- Positive windows
- 99.7%
5-Year Rolling Windows
- Sample size
- 1727 windows
- Best window CAGR
- +23.99%
- Median CAGR
- +14.43%
- Avg CAGR
- +13.79%
- Worst window CAGR
- -0.31%
- Positive windows
- 99.9%
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 ETF
| Scheme | 1Y | 3Y CAGR | 5Y CAGR | Latest NAV |
|---|---|---|---|---|
|
Mirae Asset NYSE FANG + ETF Fund of Fund
Mirae Asset Mutual Fund
|
+48.4% | +57.2% | +35.8% | — |
|
Mirae Asset S&P 500 Top 50 ETF Fund of Fund
Mirae Asset Mutual Fund
|
+85.0% | +55.8% | — | — |
|
Nippon India Silver ETF
Nippon India Mutual Fund
|
+82.3% | +46.7% | — | — |
|
UTI Silver Exchange Traded Fund
UTI Mutual Fund
|
+82.0% | +46.3% | — | — |
|
Kotak Silver ETF Fund of Fund
Kotak Mahindra Mutual Fund
|
+81.4% | +46.3% | — | — |
|
UTI Silver ETF Fund of Fund
UTI Mutual Fund
|
+79.5% | +46.2% | — | — |
|
Nippon India ETF BSE Sensex (this fund)
Nippon India Mutual Fund
|
-9.2% | +4.8% | +6.1% | — |
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.