ReviewPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K
ICICI Prudential Mutual FundClose Ended Schemes(Income14 years
- NAV
- 10.7166
- 31 Aug 2015
- 1Y
- -2.3%
- Trailing CAGR
- AUM
- ₹88.69 L
- 30 Sept 2015
- Volatility
- Low
- 6.4% 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-2.3%
- 3Y+2.3%
- 5Yn/a
- 10Yn/a
- SI+2.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+5.9%
- 3Y+2.3%
- 5Yn/a
- 10Yn/a
- Since inception
- +2.3%
- Calendar-day CAGR
- Excess 1Y
- -9.2%
- 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
- +2.3%
- 1 daily-ending windows
- Median rolling 3Y
- +2.3%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +2.3%
- 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
- 7 days
- 35 recovered episodes
- Longest recovery
- 135 days
- Trough to prior peak
- Current spell
- 340 days
- Days below latest peak
- Time below peak
- +73%
- NAV observations
25 Sept 2014 – open
Trough 26 Sept 2014 · not recovered
-9.3%
20 Feb 2013 – 1 Jan 2014
Trough 19 Aug 2013 · recovered in 135 days
-5.4%
25 Aug 2014 – 15 Sept 2014
Trough 26 Aug 2014 · recovered in 20 days
-0.4%
26 Feb 2014 – 11 Mar 2014
Trough 28 Feb 2014 · recovered in 11 days
-0.4%
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
4
Drawdown
77
Mean
18
What changed
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K
28 Sept 2015
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I
7 Sept 2015
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H
31 Aug 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K.
28 Sept 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I.
7 Sept 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H.
31 Aug 2015
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K
28 Sept 2015
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I
7 Sept 2015
RENAME
ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K renamed to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H
31 Aug 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K.
28 Sept 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan I.
7 Sept 2015
RENAME
Scheme renamed from ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan K to ICICI Prudential Fixed Maturity Plan-Series 64-3 Year Plan H.
31 Aug 2015
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 31 Aug 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.
- AUM fell by 30% or more versus the prior observation.
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