MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 69-369 Days Plan J
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 14.1834
- 17 Oct 2017
- 1Y
- +6.9%
- Trailing CAGR
- AUM
- ₹5.12 Cr
- 31 Dec 2017
- Volatility
- Low
- 0.7% 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+6.9%
- 3Y+8.1%
- 5Yn/a
- 10Yn/a
- SI+8.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.7%
- 3Y+7.5%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.8%
- Calendar-day CAGR
- Excess 1Y
- -0.0%
- Category median, same plan and option
- 3Y win rate
- +93%
- Windows beating the median
- 3Y percentile
- 5
- Vs comparable share classes
- Worst rolling 3Y
- +8.1%
- 272 daily-ending windows
- Median rolling 3Y
- +8.7%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.5%
- 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
- 52 recovered episodes
- Longest recovery
- 15 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +10%
- NAV observations
2 Feb 2015 – 20 Feb 2015
Trough 5 Feb 2015 · recovered in 15 days
-0.2%
5 Sept 2013 – 12 Sept 2013
Trough 6 Sept 2013 · recovered in 6 days
-0.2%
6 Dec 2016 – 13 Dec 2016
Trough 8 Dec 2016 · recovered in 5 days
-0.2%
15 Dec 2014 – 24 Dec 2014
Trough 17 Dec 2014 · recovered in 7 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
5
Vs category
50
Consistency
68
Risk-adjusted
100
Drawdown
99
Mean
65
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 17 Oct 2017
Monitor
Engine status
Monitor
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 93% 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.
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
ICICI Prudential Fixed Maturity Plan-Series 73-392 Days Plan F
ICICI Prudential Mutual Fund
- 1Y
- +7.2%
- 3Y
- +8.4%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.71
- 3Y win
- +36%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan-Series 72-366 Days Plan T
ICICI Prudential Mutual Fund
- 1Y
- +5.9%
- 3Y
- +7.0%
- Vol
- 0.4%
- Max DD
- -0.1%
- Sharpe
- 5.74
- 3Y win
- +24%
- Lower volatility
- Shallower drawdown
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%
- Higher win rate vs category
Caveat: Higher volatility · Deeper drawdown · Lower 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%
- Higher win rate vs category
Caveat: Higher volatility · Deeper drawdown · Lower trailing returns