ReviewPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 63-3 Year Plan M
ICICI Prudential Mutual FundClose Ended Schemes(Income14.3 years
- NAV
- 10.4976
- 8 Jun 2015
- 1Y
- -3.8%
- Trailing CAGR
- AUM
- ₹5.65 Cr
- 30 Jun 2015
- 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-3.8%
- 3Y+1.5%
- 5Yn/a
- 10Yn/a
- SI+1.6%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+0.0%
- 3Y+0.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +1.6%
- Calendar-day CAGR
- Excess 1Y
- -10.8%
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +1.5%
- 1 daily-ending windows
- Median rolling 3Y
- +1.5%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +0.6%
- 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
- 13 days
- 25 recovered episodes
- Longest recovery
- 241 days
- Trough to prior peak
- Current spell
- 256 days
- Days below latest peak
- Time below peak
- +72%
- NAV observations
25 Sept 2014 – open
Trough 26 Sept 2014 · not recovered
-10.2%
30 Jan 2013 – 17 Apr 2014
Trough 19 Aug 2013 · recovered in 241 days
-7.4%
4 Aug 2014 – 27 Aug 2014
Trough 6 Aug 2014 · recovered in 21 days
-0.5%
22 Oct 2012 – 12 Nov 2012
Trough 1 Nov 2012 · recovered in 11 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
0
Consistency
3
Risk-adjusted
2
Drawdown
74
Mean
17
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
8 Jun 2015
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 8 Jun 2015
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.
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
- 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
- Higher 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
- Higher 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
- Higher trailing returns
HDFC FMP 3360D March 2014 (1)
HDFC Mutual Fund
- 1Y
- +6.1%
- 3Y
- +4.8%
- Vol
- 2.7%
- Max DD
- -3.9%
- Sharpe
- 0.70
- 3Y win
- +63%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher 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
- Higher trailing returns