MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 70-369 Days Plan E
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 13.1004
- 20 Sept 2016
- 1Y
- +7.9%
- Trailing CAGR
- AUM
- ₹92.91 L
- 30 Sept 2016
- Volatility
- Low
- 0.6% 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+9.1%
- 5Yn/a
- 10Yn/a
- SI+9.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.8%
- 3Y+8.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +9.3%
- Calendar-day CAGR
- Excess 1Y
- +1.0%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 39
- Vs comparable share classes
- Worst rolling 3Y
- +9.1%
- 5 daily-ending windows
- Median rolling 3Y
- +9.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.6%
- 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
- 41 recovered episodes
- Longest recovery
- 15 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +11%
- NAV observations
2 Feb 2015 – 20 Feb 2015
Trough 5 Feb 2015 · recovered in 15 days
-0.2%
15 Dec 2014 – 24 Dec 2014
Trough 17 Dec 2014 · recovered in 7 days
-0.1%
12 Feb 2014 – 20 Feb 2014
Trough 14 Feb 2014 · recovered in 6 days
-0.1%
27 Jan 2014 – 3 Feb 2014
Trough 30 Jan 2014 · recovered in 4 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
39
Vs category
56
Consistency
85
Risk-adjusted
100
Drawdown
100
Mean
76
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
20 Sept 2016
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 20 Sept 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.
Supporting reads
- The fund beat the category median in 100% 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 72-366 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
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
Caveat: Lower 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
Caveat: Lower trailing returns