MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 70-367 Days Plan N
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 11.8763
- 28 Sept 2016
- 1Y
- +7.8%
- Trailing CAGR
- AUM
- ₹2.28 L
- 30 Sept 2016
- Volatility
- Low
- 5.5% 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+7.8%
- 3Y+5.7%
- 5Yn/a
- 10Yn/a
- SI+5.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.9%
- 3Y+6.3%
- 5Yn/a
- 10Yn/a
- Since inception
- +5.8%
- Calendar-day CAGR
- Excess 1Y
- +0.8%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 7
- Vs comparable share classes
- Worst rolling 3Y
- +5.7%
- 8 daily-ending windows
- Median rolling 3Y
- +5.8%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +6.3%
- 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
- 18 days
- 25 recovered episodes
- Longest recovery
- 376 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +40%
- NAV observations
18 Sept 2014 – 30 Sept 2015
Trough 19 Sept 2014 · recovered in 376 days
-9.3%
27 Jan 2014 – 4 Feb 2014
Trough 30 Jan 2014 · recovered in 5 days
-0.1%
12 Dec 2013 – 18 Dec 2013
Trough 13 Dec 2013 · recovered in 5 days
-0.1%
6 Nov 2013 – 11 Nov 2013
Trough 7 Nov 2013 · recovered in 4 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
7
Vs category
55
Consistency
12
Risk-adjusted
33
Drawdown
77
Mean
37
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 28 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