MonitorPlan n/a · Option n/a
ICICI Prudential Business Cycle Fund - Series 3
ICICI Prudential Mutual FundClose Ended Schemes(Growth10.6 years
- NAV
- 13.56
- 25 Feb 2019
- 1Y
- -19.2%
- Trailing CAGR
- AUM
- ₹6.4 Cr
- 31 Mar 2019
- Volatility
- Medium
- 11.7% 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-19.2%
- 3Y+12.4%
- 5Yn/a
- 10Yn/a
- SI+10.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-17.6%
- 3Y-1.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +10.4%
- Calendar-day CAGR
- Excess 1Y
- -29.1%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 43
- Vs comparable share classes
- Worst rolling 3Y
- +10.6%
- 20 daily-ending windows
- Median rolling 3Y
- +11.2%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -1.8%
- 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
- 7 days
- 52 recovered episodes
- Longest recovery
- 75 days
- Trough to prior peak
- Current spell
- 413 days
- Days below latest peak
- Time below peak
- +83%
- NAV observations
8 Jan 2018 – open
Trough 18 Feb 2019 · not recovered
-25.9%
1 Nov 2016 – 12 Jan 2017
Trough 21 Nov 2016 · recovered in 52 days
-7.6%
17 May 2017 – 7 Aug 2017
Trough 24 May 2017 · recovered in 75 days
-5.5%
5 Feb 2016 – 4 Mar 2016
Trough 29 Feb 2016 · recovered in 4 days
-5.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
43
Vs category
0
Consistency
87
Risk-adjusted
49
Drawdown
35
Mean
43
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
25 Feb 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 25 Feb 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 100% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
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 trailing returns
Caveat: Higher volatility
HDFC Equity Opp Fund - II - 1126D May 2017 (1)
HDFC Mutual Fund
- 1Y
- +25.6%
- 3Y
- +12.6%
- Vol
- 17.4%
- Max DD
- -30.4%
- Sharpe
- 0.24
- 3Y win
- 0%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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
Caveat: Higher volatility · Lower trailing returns
ICICI Prudential Business Cycle Fund - Series 1
ICICI Prudential Mutual Fund
- 1Y
- -7.6%
- 3Y
- +10.8%
- Vol
- 13.2%
- Max DD
- -21.3%
- Sharpe
- 0.21
- 3Y win
- +74%
- Shallower drawdown
Caveat: Higher volatility · Lower trailing returns