MonitorPlan n/a · Option n/a
ICICI Prudential Business Cycle Fund - Series 2
ICICI Prudential Mutual FundClose Ended Schemes(Growth10.9 years
- NAV
- 14.46
- 22 Feb 2019
- 1Y
- +3.6%
- Trailing CAGR
- AUM
- ₹21.79 L
- 31 Mar 2019
- Volatility
- Medium
- 10.6% 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+3.6%
- 3Y+16.7%
- 5Yn/a
- 10Yn/a
- SI+11.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+1.4%
- 3Y+8.5%
- 5Yn/a
- 10Yn/a
- Since inception
- +11.8%
- Calendar-day CAGR
- Excess 1Y
- -6.4%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 62
- Vs comparable share classes
- Worst rolling 3Y
- +12.9%
- 74 daily-ending windows
- Median rolling 3Y
- +14.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.5%
- 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
- 7 days
- 49 recovered episodes
- Longest recovery
- 59 days
- Trough to prior peak
- Current spell
- 161 days
- Days below latest peak
- Time below peak
- +85%
- NAV observations
24 Oct 2016 – 23 Feb 2017
Trough 26 Dec 2016 · recovered in 59 days
-13.4%
2 Dec 2015 – 20 Apr 2016
Trough 25 Feb 2016 · recovered in 55 days
-12.6%
1 Feb 2018 – 3 Aug 2018
Trough 16 Jul 2018 · recovered in 18 days
-5.3%
14 Sept 2018 – open
Trough 10 Dec 2018 · not recovered
-5.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
62
Vs category
10
Consistency
88
Risk-adjusted
57
Drawdown
67
Mean
57
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 22 Feb 2019
Monitor
Engine status
Monitor
Recent evidence
Why this status
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 100% of rolling 3-year windows.
- Three-year return is above the category median.
- 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.
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 trailing returns
Caveat: Higher volatility · Deeper drawdown
Kotak India Fund Series 7
Kotak Mahindra Mutual Fund
- 1Y
- +38.2%
- 3Y
- n/a
- Vol
- 19.7%
- Max DD
- -30.0%
- Sharpe
- 0.55
- 3Y win
- n/a
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Nippon India Capital Builder Fund IV- Series D
Nippon India Mutual Fund
- 1Y
- +28.1%
- 3Y
- n/a
- Vol
- 21.6%
- Max DD
- -58.0%
- Sharpe
- -0.08
- 3Y win
- n/a
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Reliance Capital Builder Fund II - Series B
Nippon India Mutual Fund
- 1Y
- +2.6%
- 3Y
- +18.1%
- Vol
- 19.2%
- Max DD
- -33.5%
- Sharpe
- 0.22
- 3Y win
- +100%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Reliance Capital Builder Fund- Series A
Nippon India Mutual Fund
- 1Y
- +31.3%
- 3Y
- n/a
- Vol
- 18.4%
- Max DD
- -23.0%
- Sharpe
- 0.85
- 3Y win
- n/a
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown