ReviewPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 67-3 Year Plan F
ICICI Prudential Mutual FundClose Ended Schemes(Income13.5 years
- NAV
- 12.9328
- 11 Apr 2016
- 1Y
- +8.2%
- Trailing CAGR
- AUM
- ₹98.57 L
- 30 Jun 2016
- Volatility
- Low
- 2.0% 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+8.2%
- 3Y+8.8%
- 5Yn/a
- 10Yn/a
- SI+8.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.9%
- 3Y+9.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.8%
- Calendar-day CAGR
- Excess 1Y
- +1.2%
- 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
- +8.8%
- 9 daily-ending windows
- Median rolling 3Y
- +8.8%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +9.0%
- 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
- 4 days
- 37 recovered episodes
- Longest recovery
- 37 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +25%
- NAV observations
5 Jun 2013 – 4 Oct 2013
Trough 28 Aug 2013 · recovered in 37 days
-3.7%
5 Nov 2013 – 25 Nov 2013
Trough 14 Nov 2013 · recovered in 11 days
-0.6%
27 May 2013 – 5 Jun 2013
Trough 31 May 2013 · recovered in 5 days
-0.3%
28 Nov 2013 – 5 Dec 2013
Trough 29 Nov 2013 · recovered in 6 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
58
Consistency
82
Risk-adjusted
100
Drawdown
91
Mean
67
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
11 Apr 2016
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 11 Apr 2016
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 82% of rolling 1-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