MonitorPlan n/a · Option n/a
ICICI Prudential Business Cycle Fund - Series 1
ICICI Prudential Mutual FundClose Ended Schemes(Growth10.9 years
- NAV
- 12.80
- 9 Apr 2019
- 1Y
- -7.6%
- Trailing CAGR
- AUM
- ₹7.03 Cr
- 30 Jun 2019
- Volatility
- Medium
- 13.2% 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-7.6%
- 3Y+10.8%
- 5Yn/a
- 10Yn/a
- SI+7.2%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+0.3%
- 3Y+4.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.2%
- Calendar-day CAGR
- Excess 1Y
- -17.5%
- Category median, same plan and option
- 3Y win rate
- +74%
- Windows beating the median
- 3Y percentile
- 57
- Vs comparable share classes
- Worst rolling 3Y
- +5.4%
- 125 daily-ending windows
- Median rolling 3Y
- +8.8%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +4.0%
- 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
- 12 days
- 33 recovered episodes
- Longest recovery
- 99 days
- Trough to prior peak
- Current spell
- 449 days
- Days below latest peak
- Time below peak
- +90%
- NAV observations
15 Jan 2018 – open
Trough 18 Feb 2019 · not recovered
-21.3%
20 Oct 2015 – 7 Jun 2016
Trough 29 Feb 2016 · recovered in 99 days
-14.0%
5 Oct 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-13.6%
16 May 2017 – 10 Jul 2017
Trough 24 May 2017 · recovered in 47 days
-5.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
57
Vs category
0
Consistency
63
Risk-adjusted
35
Drawdown
47
Mean
40
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
9 Apr 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 9 Apr 2019
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 74% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
Reliance Close Ended Equity Fund II- Series A
Nippon India Mutual Fund
- 1Y
- +1.7%
- 3Y
- +13.7%
- Vol
- 13.8%
- Max DD
- -17.4%
- Sharpe
- 0.62
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
ICICI Prudential Fund - Series 6
ICICI Prudential Mutual Fund
- 1Y
- -12.2%
- 3Y
- +1.9%
- Vol
- 14.7%
- Max DD
- -20.1%
- Sharpe
- -0.11
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
Caveat: Higher volatility · Lower trailing returns
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual Fund
- 1Y
- +16.2%
- 3Y
- +9.4%
- Vol
- 13.9%
- Max DD
- -15.5%
- Sharpe
- 0.35
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
Caveat: Higher volatility · Lower trailing returns
ICICI Prudential Value Fund - Series 18
ICICI Prudential Mutual Fund
- 1Y
- +54.3%
- 3Y
- +12.0%
- Vol
- 16.6%
- Max DD
- -35.0%
- Sharpe
- 0.43
- 3Y win
- +100%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Kotak India Fund Series 4
Kotak Mahindra Mutual Fund
- 1Y
- +50.3%
- 3Y
- +25.4%
- Vol
- 17.0%
- Max DD
- -29.1%
- Sharpe
- 0.91
- 3Y win
- +100%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown