ReviewPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 69-1092 Days Plan L
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 13.1157
- 15 Dec 2016
- 1Y
- +7.2%
- Trailing CAGR
- AUM
- ₹29.89 Cr
- 31 Dec 2016
- Volatility
- Low
- 0.9% 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+7.2%
- 3Y+8.5%
- 5Yn/a
- 10Yn/a
- SI+8.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.0%
- 3Y+7.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.7%
- Calendar-day CAGR
- Excess 1Y
- +0.3%
- Category median, same plan and option
- 3Y win rate
- +70%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +8.4%
- 60 daily-ending windows
- Median rolling 3Y
- +8.5%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.8%
- 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
- 4 days
- 50 recovered episodes
- Longest recovery
- 14 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +19%
- NAV observations
5 Nov 2013 – 28 Nov 2013
Trough 14 Nov 2013 · recovered in 14 days
-0.8%
19 Sept 2013 – 3 Oct 2013
Trough 24 Sept 2013 · recovered in 9 days
-0.6%
21 Jan 2014 – 10 Feb 2014
Trough 30 Jan 2014 · recovered in 11 days
-0.4%
9 Oct 2013 – 21 Oct 2013
Trough 15 Oct 2013 · recovered in 6 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
58
Risk-adjusted
100
Drawdown
98
Mean
63
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
15 Dec 2016
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 15 Dec 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 70% 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 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