ReviewPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 68-368 Days Plan G
ICICI Prudential Mutual FundClose Ended Schemes(Income13.2 years
- NAV
- 13.0624
- 2 Aug 2016
- 1Y
- +7.9%
- Trailing CAGR
- AUM
- ₹52.1 Cr
- 30 Sept 2016
- Volatility
- Low
- 0.8% 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+7.9%
- 3Y+9.2%
- 5Yn/a
- 10Yn/a
- SI+9.2%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.8%
- 3Y+8.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +9.2%
- Calendar-day CAGR
- Excess 1Y
- +1.0%
- 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
- +9.2%
- 11 daily-ending windows
- Median rolling 3Y
- +9.2%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.8%
- 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
- 3 days
- 42 recovered episodes
- Longest recovery
- 15 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +14%
- NAV observations
22 Jul 2013 – 30 Jul 2013
Trough 24 Jul 2013 · recovered in 6 days
-0.6%
8 Aug 2013 – 4 Sept 2013
Trough 20 Aug 2013 · recovered in 15 days
-0.5%
28 Nov 2013 – 12 Dec 2013
Trough 29 Nov 2013 · recovered in 13 days
-0.4%
2 Feb 2015 – 18 Feb 2015
Trough 5 Feb 2015 · recovered in 13 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
56
Consistency
82
Risk-adjusted
100
Drawdown
98
Mean
68
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 Aug 2016
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 Aug 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.
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
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%
- Shallower drawdown
- Higher win rate vs category
Caveat: Higher volatility · 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%
- Shallower drawdown
- Higher win rate vs category
Caveat: Higher volatility · Lower trailing returns
ICICI Prudential Fixed Maturity Plan - Series 77 - 1134 Days Plan H
ICICI Prudential Mutual Fund
- 1Y
- +6.9%
- 3Y
- +8.0%
- Vol
- 0.8%
- Max DD
- -0.3%
- Sharpe
- 3.79
- 3Y win
- 0%
- Lower volatility
- Shallower drawdown
Caveat: Lower trailing returns