MonitorPlan n/a · Option n/a
ICICI Prudential Capital Protection Oriented Fund - Series XIV - Plan A 1275 Days
ICICI Prudential Mutual FundClose Ended Schemes(Income12 years
- NAV
- 12.3715
- 21 Sept 2017
- 1Y
- +5.9%
- Trailing CAGR
- AUM
- ₹63.21 Cr
- 30 Sept 2017
- Volatility
- Low
- 2.4% 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+5.9%
- 3Y+7.3%
- 5Yn/a
- 10Yn/a
- SI+7.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.4%
- 3Y+6.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.3%
- Calendar-day CAGR
- Excess 1Y
- -1.1%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +7.3%
- 3 daily-ending windows
- Median rolling 3Y
- +7.3%
- 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
- 6 days
- 73 recovered episodes
- Longest recovery
- 46 days
- Trough to prior peak
- Current spell
- 51 days
- Days below latest peak
- Time below peak
- +73%
- NAV observations
1 Dec 2015 – 18 Mar 2016
Trough 25 Feb 2016 · recovered in 22 days
-1.9%
9 Apr 2015 – 22 Jun 2015
Trough 7 May 2015 · recovered in 46 days
-1.5%
19 Aug 2015 – 30 Sept 2015
Trough 7 Sept 2015 · recovered in 23 days
-1.5%
27 Feb 2015 – 7 Apr 2015
Trough 26 Mar 2015 · recovered in 12 days
-1.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
43
Consistency
2
Risk-adjusted
69
Drawdown
95
Mean
43
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 21 Sept 2017
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Three-year return sits below the 25th percentile of comparable share classes.
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.
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 83 - 1392 Days Plan J
ICICI Prudential Mutual Fund
- 1Y
- +4.3%
- 3Y
- +7.4%
- Vol
- 1.2%
- Max DD
- -0.9%
- Sharpe
- 2.35
- 3Y win
- +2%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan-Series 72-500 Days Plan E
ICICI Prudential Mutual Fund
- 1Y
- +8.4%
- 3Y
- n/a
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 8.45
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns