MonitorPlan n/a · Option n/a
ICICI Prudential Equity Savings Fund – Series 1
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.6 years
- NAV
- 12.48
- 22 Feb 2017
- 1Y
- +21.9%
- Trailing CAGR
- AUM
- ₹4.93 L
- 31 Mar 2017
- Volatility
- High
- 20.2% 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+21.9%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+7.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+18.4%
- 3Y+0.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.5%
- Calendar-day CAGR
- Excess 1Y
- +14.0%
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- n/a
- 0 daily-ending windows
- Median rolling 3Y
- n/a
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +0.8%
- 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
- 13 days
- 15 recovered episodes
- Longest recovery
- 55 days
- Trough to prior peak
- Current spell
- 722 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
3 Mar 2015 – open
Trough 25 Feb 2016 · not recovered
-35.3%
15 Sept 2014 – 28 Nov 2014
Trough 16 Oct 2014 · recovered in 43 days
-12.2%
9 Jun 2014 – 1 Sept 2014
Trough 11 Jul 2014 · recovered in 52 days
-10.2%
4 Dec 2014 – 2 Mar 2015
Trough 6 Jan 2015 · recovered in 55 days
-10.0%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
71
Vs category
100
Consistency
0
Risk-adjusted
36
Drawdown
12
Mean
44
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 22 Feb 2017
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Maximum drawdown exceeded 35%.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
No supporting reads in the current evidence set.
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%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: 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%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns