ReviewPlan n/a · Option n/a
HSBC Fixed Term Series 126 (1138 days plan)
- NAV
- 12.4567
- 1 Jul 2019
- 1Y
- +7.4%
- Trailing CAGR
- AUM
- ₹37.2 Cr
- 30 Jun 2019
- Volatility
- Low
- 0.8% annualized
NAV
Path not in current snapshots
n/a
Returns
Trailing CAGR and simulated monthly SIP XIRR from daily NAV. Category comparison uses the median of comparable share classes in the peer set.
Trailing CAGR
Point-to-point, calendar-day annualized
- 1Y+7.4%
- 3Y+7.3%
- 5Yn/a
- 10Yn/a
- SI+7.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.1%
- 3Y+6.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.3%
- Calendar-day CAGR
- Excess 1Y
- +0.4%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +7.3%
- 25 daily-ending windows
- Median rolling 3Y
- +7.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +6.8%
- Simulated monthly SIP
Drawdown
Peak to trough from a running NAV high. Move across the path to read a date.
Drawdown
Path not in current snapshots
n/a
- Average recovery
- 4 days
- 58 recovered episodes
- Longest recovery
- 31 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +26%
- NAV observations
6 Dec 2016 – 3 Jan 2017
Trough 8 Dec 2016 · recovered in 26 days
-0.6%
7 Feb 2017 – 27 Feb 2017
Trough 9 Feb 2017 · recovered in 18 days
-0.5%
3 Mar 2017 – 22 Mar 2017
Trough 10 Mar 2017 · recovered in 12 days
-0.3%
17 Apr 2018 – 28 May 2018
Trough 27 Apr 2018 · recovered in 31 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
53
Consistency
5
Risk-adjusted
100
Drawdown
99
Mean
52
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
1 Jul 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 1 Jul 2019
Review
Engine status
Review
Closer look
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- Three-year return sits below the 25th percentile of comparable share classes.
Supporting reads
- Risk-adjusted return sits above the documented risk-free proxy.
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Fixed Maturity Plan - Series 80 - 1150 Days Plan N
ICICI Prudential Mutual Fund
- 1Y
- +8.4%
- 3Y
- +7.9%
- Vol
- 0.8%
- Max DD
- -0.4%
- Sharpe
- 3.70
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan-Series 72-500 Days Plan E
ICICI Prudential Mutual Fund
- 1Y
- +8.4%
- 3Y
- n/a
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 8.45
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan-Series 73-392 Days Plan F
ICICI Prudential Mutual Fund
- 1Y
- +7.2%
- 3Y
- +8.4%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.71
- 3Y win
- +36%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan - Series 80 - 1125 Days Plan S
ICICI Prudential Mutual Fund
- 1Y
- +8.4%
- 3Y
- +8.0%
- Vol
- 0.8%
- Max DD
- -0.3%
- Sharpe
- 3.39
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
ICICI Prudential Fixed Maturity Plan-Series 72-366 Days Plan T
ICICI Prudential Mutual Fund
- 1Y
- +5.9%
- 3Y
- +7.0%
- Vol
- 0.4%
- Max DD
- -0.1%
- Sharpe
- 5.74
- 3Y win
- +24%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns