ReviewPlan n/a · Option n/a
HSBC Fixed Term Series 129 (1120 days plan)
- NAV
- 10.00
- 30 Jun 2020
- 1Y
- -12.4%
- Trailing CAGR
- AUM
- ₹63.27 L
- 30 Jun 2020
- Volatility
- Medium
- 10.9% 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-12.4%
- 3Y-0.2%
- 5Yn/a
- 10Yn/a
- SI-0.1%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-28.0%
- 3Y-6.4%
- 5Yn/a
- 10Yn/a
- Since inception
- -0.1%
- Calendar-day CAGR
- Excess 1Y
- -19.4%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- -0.2%
- 13 daily-ending windows
- Median rolling 3Y
- +6.9%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -6.4%
- 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
- 5 days
- 58 recovered episodes
- Longest recovery
- 48 days
- Trough to prior peak
- Current spell
- 1 days
- Days below latest peak
- Time below peak
- +36%
- NAV observations
29 Jun 2020 – open
Trough 30 Jun 2020 · not recovered
-18.6%
9 Apr 2018 – 4 Jul 2018
Trough 17 May 2018 · recovered in 48 days
-1.0%
3 Sept 2018 – 5 Oct 2018
Trough 25 Sept 2018 · recovered in 10 days
-0.5%
11 Mar 2020 – 27 Mar 2020
Trough 24 Mar 2020 · recovered in 3 days
-0.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
0
Consistency
0
Risk-adjusted
4
Drawdown
54
Mean
13
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
30 Jun 2020
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 30 Jun 2020
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.
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
No supporting reads in the current evidence set.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
DSP FMP Series - 267 - 1172 Days
DSP Mutual Fund
- 1Y
- +6.1%
- 3Y
- +7.1%
- Vol
- 0.9%
- Max DD
- -0.5%
- Sharpe
- 2.15
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
HDFC FMP 1190D January 2019 (1)
HDFC Mutual Fund
- 1Y
- +4.2%
- 3Y
- +7.6%
- Vol
- 1.6%
- Max DD
- -2.3%
- Sharpe
- 1.72
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
HDFC FMP 1224D December 2018 (1)
HDFC Mutual Fund
- 1Y
- +4.1%
- 3Y
- +7.5%
- Vol
- 1.7%
- Max DD
- -2.1%
- Sharpe
- 1.64
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
HDFC FMP 3360D March 2014 (1)
HDFC Mutual Fund
- 1Y
- +6.1%
- 3Y
- +4.8%
- Vol
- 2.7%
- Max DD
- -3.9%
- Sharpe
- 0.70
- 3Y win
- +63%
- 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%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns