ReviewPlan n/a · Option n/a
ICICI Prudential Capital Protection Oriented Fund VIII - PLAN J - 1284 Days
ICICI Prudential Mutual FundClose Ended Schemes(Income12.7 years
- NAV
- 16.455
- 21 Jan 2019
- 1Y
- +1.8%
- Trailing CAGR
- AUM
- ₹5.75 L
- 31 Mar 2019
- Volatility
- Low
- 4.2% 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+1.8%
- 3Y+8.9%
- 5Yn/a
- 10Yn/a
- SI+10.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+3.5%
- 3Y+6.5%
- 5Y+7.8%
- 10Yn/a
- Since inception
- +10.5%
- Calendar-day CAGR
- Excess 1Y
- -5.2%
- Category median, same plan and option
- 3Y win rate
- +72%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +6.9%
- 482 daily-ending windows
- Median rolling 3Y
- +8.9%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +6.5%
- 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
- 8 days
- 94 recovered episodes
- Longest recovery
- 122 days
- Trough to prior peak
- Current spell
- 146 days
- Days below latest peak
- Time below peak
- +78%
- NAV observations
28 Aug 2018 – open
Trough 26 Oct 2018 · not recovered
-3.9%
20 Oct 2015 – 21 Mar 2016
Trough 25 Feb 2016 · recovered in 25 days
-3.7%
23 Jan 2018 – 23 Jul 2018
Trough 23 Mar 2018 · recovered in 122 days
-3.1%
5 Aug 2015 – 20 Oct 2015
Trough 7 Sept 2015 · recovered in 43 days
-2.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
18
Consistency
68
Risk-adjusted
88
Drawdown
90
Mean
54
What changed
RENAME
ICICI Prudential Capital Protection Oriented Fund VIII - PLAN I - 1290 Days renamed to ICICI Prudential Capital Protection Oriented Fund VIII - PLAN J - 1284 Days
7 Mar 2019
RENAME
ICICI Prudential Capital Protection Oriented Fund VIII - PLAN H - 1105 Days renamed to ICICI Prudential Capital Protection Oriented Fund VIII - PLAN I - 1290 Days
7 Mar 2019
RENAME
ICICI Prudential Capital Protection Oriented Fund VIII - PLAN A - 1300 Days renamed to ICICI Prudential Capital Protection Oriented Fund VIII - PLAN H - 1105 Days
29 Aug 2018
RENAME
ICICI Prudential Capital Protection Oriented Fund VII - PLAN H - 1284 Days renamed to ICICI Prudential Capital Protection Oriented Fund VIII - PLAN A - 1300 Days
16 Oct 2018
RENAME
ICICI Prudential Capital Protection Oriented Fund VII - PLAN G - 1285 Days renamed to ICICI Prudential Capital Protection Oriented Fund VII - PLAN H - 1284 Days
14 Sept 2018
RENAME
ICICI Prudential Capital Protection Oriented Fund VII - PLAN D - 1822 Days renamed to ICICI Prudential Capital Protection Oriented Fund VII - PLAN G - 1285 Days
30 Aug 2018
RENAME
ICICI Prudential Capital Protection Oriented Fund VI - PLAN C - 1825 Days renamed to ICICI Prudential Capital Protection Oriented Fund VII - PLAN D - 1822 Days
2 Jan 2020
RENAME
ICICI Prudential Capital Protection Oriented Fund VI - PLAN A - 1825 Days renamed to ICICI Prudential Capital Protection Oriented Fund VI - PLAN C - 1825 Days
2 Jul 2019
RENAME
ICICI Prudential Capital Protection Oriented Fund V - Plan F -1100 Days renamed to ICICI Prudential Capital Protection Oriented Fund VI - PLAN A - 1825 Days
4 Jun 2019
RENAME
ICICI Prudential Capital Protection Oriented Fund V - PLAN E - 1100 Days renamed to ICICI Prudential Capital Protection Oriented Fund V - Plan F -1100 Days
7 Jun 2017
RENAME
ICICI Prudential Capital Protection Oriented Fund V - PLAN D - 1100 Days renamed to ICICI Prudential Capital Protection Oriented Fund V - PLAN E - 1100 Days
8 May 2017
RENAME
ICICI Prudential Capital Protection Oriented Fund V - PLAN C - 1825 Days renamed to ICICI Prudential Capital Protection Oriented Fund V - PLAN D - 1100 Days
3 Apr 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 21 Jan 2019
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
- The fund beat the category median in 72% of rolling 3-year windows.
- 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
Caveat: Lower trailing returns
HDFC FMP 1190D January 2019 (1)
HDFC Mutual Fund
- 1Y
- +4.2%
- 3Y
- +7.6%
- Vol
- 1.6%
- Max DD
- -2.3%
- Sharpe
- 1.72
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns
HDFC FMP 1224D December 2018 (1)
HDFC Mutual Fund
- 1Y
- +4.1%
- 3Y
- +7.5%
- Vol
- 1.7%
- Max DD
- -2.1%
- Sharpe
- 1.64
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower 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
Caveat: Lower 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
Caveat: Lower trailing returns