MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 67-745 Days Plan K
ICICI Prudential Mutual FundClose Ended Schemes(Income13.4 years
- NAV
- 11.2654
- 18 May 2016
- 1Y
- +7.3%
- Trailing CAGR
- AUM
- ₹4.95 L
- 30 Jun 2016
- Volatility
- Low
- 6.1% 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+7.3%
- 3Y+3.8%
- 5Yn/a
- 10Yn/a
- SI+4.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.3%
- 3Y+4.3%
- 5Yn/a
- 10Yn/a
- Since inception
- +4.0%
- Calendar-day CAGR
- Excess 1Y
- +0.4%
- 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
- +3.8%
- 9 daily-ending windows
- Median rolling 3Y
- +3.9%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +4.3%
- 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
- 32 days
- 21 recovered episodes
- Longest recovery
- 539 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +66%
- NAV observations
25 Sept 2014 – 18 Mar 2016
Trough 26 Sept 2014 · recovered in 539 days
-10.1%
12 Jul 2013 – 19 Sept 2013
Trough 19 Aug 2013 · recovered in 31 days
-2.5%
21 May 2013 – 5 Jul 2013
Trough 31 May 2013 · recovered in 35 days
-0.5%
17 Jun 2014 – 7 Jul 2014
Trough 20 Jun 2014 · recovered in 17 days
-0.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
52
Consistency
7
Risk-adjusted
17
Drawdown
75
Mean
31
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 18 May 2016
Monitor
Engine status
Monitor
Recent evidence
Why this status
- 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