ReviewPlan n/a · Option n/a
HSBC Fixed Term Series 130 (1204 days plan)
- NAV
- 12.4433
- 8 Apr 2021
- 1Y
- +5.2%
- Trailing CAGR
- AUM
- ₹1.35 Cr
- 30 Jun 2021
- Volatility
- Low
- 1.2% 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+5.2%
- 3Y+6.8%
- 5Yn/a
- 10Yn/a
- SI+6.9%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+3.8%
- 3Y+6.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +6.9%
- Calendar-day CAGR
- Excess 1Y
- -1.9%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 12
- Vs comparable share classes
- Worst rolling 3Y
- +6.8%
- 68 daily-ending windows
- Median rolling 3Y
- +7.2%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +6.6%
- 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
- 54 recovered episodes
- Longest recovery
- 57 days
- Trough to prior peak
- Current spell
- 1 days
- Days below latest peak
- Time below peak
- +33%
- NAV observations
9 Apr 2018 – 13 Jul 2018
Trough 17 May 2018 · recovered in 57 days
-1.5%
9 Mar 2020 – 30 Mar 2020
Trough 24 Mar 2020 · recovered in 6 days
-1.3%
29 Aug 2018 – 5 Oct 2018
Trough 25 Sept 2018 · recovered in 10 days
-0.6%
29 Jan 2018 – 8 Feb 2018
Trough 1 Feb 2018 · recovered in 7 days
-0.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
12
Vs category
38
Consistency
2
Risk-adjusted
97
Drawdown
96
Mean
49
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
8 Apr 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 8 Apr 2021
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.
- AUM fell by 30% or more versus the prior observation.
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.
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
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
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 81 - 1116 Days Plan I
ICICI Prudential Mutual Fund
- 1Y
- +8.0%
- 3Y
- +7.6%
- Vol
- 0.9%
- Max DD
- -0.6%
- Sharpe
- 2.84
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
- Higher trailing returns