MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 67-740 Days Plan H
ICICI Prudential Mutual FundClose Ended Schemes(Income13.4 years
- NAV
- 13.9697
- 24 May 2017
- 1Y
- +8.3%
- Trailing CAGR
- AUM
- ₹6.89 Cr
- 30 Jun 2017
- Volatility
- Low
- 1.3% 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+8.3%
- 3Y+8.3%
- 5Yn/a
- 10Yn/a
- SI+8.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+8.3%
- 3Y+8.2%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.4%
- Calendar-day CAGR
- Excess 1Y
- +1.3%
- Category median, same plan and option
- 3Y win rate
- +62%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +8.1%
- 271 daily-ending windows
- Median rolling 3Y
- +8.6%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.2%
- 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
- 27 recovered episodes
- Longest recovery
- 31 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +11%
- NAV observations
12 Jul 2013 – 19 Sept 2013
Trough 19 Aug 2013 · recovered in 31 days
-2.4%
19 Jun 2013 – 2 Jul 2013
Trough 27 Jun 2013 · recovered in 5 days
-0.4%
6 Nov 2013 – 19 Nov 2013
Trough 14 Nov 2013 · recovered in 5 days
-0.3%
21 May 2013 – 5 Jun 2013
Trough 31 May 2013 · recovered in 5 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
46
Risk-adjusted
100
Drawdown
94
Mean
61
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 24 May 2017
Monitor
Engine status
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Recent evidence
Why this status
- 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 62% of rolling 3-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
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
ICICI Prudential Fixed Maturity Plan - Series 81 - 1116 Days Plan I
ICICI Prudential Mutual Fund
- 1Y
- +8.0%
- 3Y
- +7.6%
- Vol
- 0.9%
- Max DD
- -0.6%
- Sharpe
- 2.84
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns
ICICI Prudential Fixed Maturity Plan-Series 72-500 Days Plan E
ICICI Prudential Mutual Fund
- 1Y
- +8.4%
- 3Y
- n/a
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 8.45
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher trailing returns