MonitorPlan n/a · Option n/a
ICICI Prudential Dynamic Bond Fund
ICICI Prudential Mutual FundIncome11.9 years
- NAV
- 10.6484
- 25 May 2018
- 1Y
- -3.7%
- Trailing CAGR
- AUM
- ₹27.8 L
- 30 Jun 2018
- Volatility
- Low
- 7.3% 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-3.7%
- 3Y+0.3%
- 5Yn/a
- 10Yn/a
- SI+1.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-3.5%
- 3Y-0.9%
- 5Yn/a
- 10Yn/a
- Since inception
- +1.7%
- Calendar-day CAGR
- Excess 1Y
- -6.3%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 45
- Vs comparable share classes
- Worst rolling 3Y
- -0.1%
- 134 daily-ending windows
- Median rolling 3Y
- +0.5%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -0.9%
- 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
- 10 days
- 33 recovered episodes
- Longest recovery
- 125 days
- Trough to prior peak
- Current spell
- 597 days
- Days below latest peak
- Time below peak
- +86%
- NAV observations
5 Oct 2016 – open
Trough 5 Mar 2018 · not recovered
-10.5%
9 Oct 2015 – 29 Jun 2016
Trough 25 Feb 2016 · recovered in 125 days
-6.1%
12 Dec 2014 – 12 Jan 2015
Trough 16 Dec 2014 · recovered in 27 days
-1.3%
1 Jun 2015 – 22 Jul 2015
Trough 12 Jun 2015 · recovered in 40 days
-1.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
46
Vs category
11
Consistency
33
Risk-adjusted
3
Drawdown
74
Mean
33
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
25 May 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 25 May 2018
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.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 67% of rolling 1-year windows.
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Interval Fund - Half Yearly Interval Plan II - Retail
ICICI Prudential Mutual Fund
- 1Y
- +12.0%
- 3Y
- n/a
- Vol
- 3.1%
- Max DD
- 0.0%
- Sharpe
- 1.54
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Interval Fund - Series VII - Annual Interval Plan - C
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.7%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.69
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Nippon India Fixed Maturity Plan-XLV-Series 4
Nippon Life India Asset Management Limited
- 1Y
- +6.2%
- 3Y
- +7.2%
- Vol
- 0.7%
- Max DD
- -0.2%
- Sharpe
- 2.81
- 3Y win
- +75%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Reliance Yearly Interval Fund - Series 5
Nippon India Mutual Fund
- 1Y
- +7.2%
- 3Y
- +8.3%
- Vol
- 0.9%
- Max DD
- -1.4%
- Sharpe
- 3.78
- 3Y win
- +32%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Reliance Yearly Interval Fund - Series 8
Nippon India Mutual Fund
- 1Y
- +7.6%
- 3Y
- +8.2%
- Vol
- 1.0%
- Max DD
- -1.8%
- Sharpe
- 2.94
- 3Y win
- +92%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns