MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 70-1095 Days Plan H
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 12.7829
- 3 Oct 2016
- 1Y
- +6.9%
- Trailing CAGR
- AUM
- ₹88.08 L
- 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+6.9%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+8.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.0%
- 3Y+8.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.5%
- Calendar-day CAGR
- Excess 1Y
- -0.1%
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- n/a
- 0 daily-ending windows
- Median rolling 3Y
- n/a
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.0%
- 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
- 49 recovered episodes
- Longest recovery
- 15 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +21%
- NAV observations
5 Nov 2013 – 28 Nov 2013
Trough 14 Nov 2013 · recovered in 14 days
-0.9%
21 Jan 2014 – 10 Feb 2014
Trough 30 Jan 2014 · recovered in 11 days
-0.5%
8 Oct 2013 – 22 Oct 2013
Trough 15 Oct 2013 · recovered in 7 days
-0.4%
10 Jul 2014 – 22 Jul 2014
Trough 14 Jul 2014 · recovered in 8 days
-0.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
38
Vs category
49
Consistency
51
Risk-adjusted
100
Drawdown
98
Mean
67
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
3 Oct 2016
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 3 Oct 2016
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- 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
- 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
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
- Higher 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
- Higher trailing returns
Caveat: Higher volatility
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
- Higher trailing returns