MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 68-704 Days Plan L
ICICI Prudential Mutual FundClose Ended Schemes(Income13.1 years
- NAV
- 11.8454
- 20 Sept 2016
- 1Y
- +7.9%
- Trailing CAGR
- AUM
- ₹41,000
- 30 Sept 2016
- Volatility
- Low
- 5.1% 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+7.9%
- 3Y+5.2%
- 5Yn/a
- 10Yn/a
- SI+5.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.7%
- 3Y+5.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +5.5%
- Calendar-day CAGR
- Excess 1Y
- +0.9%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 7
- Vs comparable share classes
- Worst rolling 3Y
- +5.2%
- 29 daily-ending windows
- Median rolling 3Y
- +5.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +5.8%
- 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
- 16 days
- 35 recovered episodes
- Longest recovery
- 454 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +50%
- NAV observations
23 Jul 2014 – 21 Oct 2015
Trough 24 Jul 2014 · recovered in 454 days
-8.5%
8 Aug 2013 – 4 Sept 2013
Trough 19 Aug 2013 · recovered in 16 days
-1.3%
6 Nov 2013 – 20 Nov 2013
Trough 13 Nov 2013 · recovered in 7 days
-0.3%
19 Sept 2013 – 26 Sept 2013
Trough 24 Sept 2013 · recovered in 2 days
-0.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
7
Vs category
56
Consistency
0
Risk-adjusted
30
Drawdown
79
Mean
34
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 20 Sept 2016
Monitor
Engine status
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Recent evidence
Why this status
- Three-year return sits below the 25th percentile of comparable share classes.
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
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
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
- Higher trailing returns