ETF · Passive
CPSE ETF - Direct Plan
SignalIQ View
Descriptive research · not a buy/sell recommendation
Sharpe (3Y)
0.81
Return per unit of risk · rf 6.5%
Sortino (3Y)
0.93
Downside-only Sharpe
Max Drawdown
-54.1%
Peak-to-trough · full history
Vol (3Y)
22.3%
Annualised σ of daily returns
Positive Days
54%
Smoothness proxy
This fund has delivered moderate risk-adjusted returns over the last 3 years (Sharpe 0.81). Its worst peak-to-trough drop over the full history was 54.1% (severe drawdowns) between 2018-01-12 and 2020-03-19. About 54% of trading days closed up.
YTD
+0.5%
Calendar YTD
1 Year
-0.7%
Trailing 12 mo
3 Year
+20.4%
CAGR
5 Year
+27.6%
CAGR
10 Year
—
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
- 1699 windows
- Best window CAGR
- +60.33%
- Median CAGR
- +25.98%
- Avg CAGR
- +21.02%
- Worst window CAGR
- -19.89%
- Positive windows
- 74.1%
5-Year Rolling Windows
- Sample size
- 1204 windows
- Best window CAGR
- +43.09%
- Median CAGR
- +26.47%
- Avg CAGR
- +21.82%
- Worst window CAGR
- +1.32%
- 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 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% | — | — |
|
Cpse ETF (this fund)
Nippon India Mutual Fund
|
-0.7% | +20.4% | +27.6% | — |
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.