MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 70-742 Days Plan D
ICICI Prudential Mutual FundClose Ended Schemes(Income13 years
- NAV
- 10.8105
- 30 Sept 2015
- 1Y
- +7.3%
- Trailing CAGR
- AUM
- ₹37,000
- 30 Sept 2015
- Volatility
- Low
- 6.4% 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+7.3%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+3.9%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.3%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- Since inception
- +3.9%
- Calendar-day CAGR
- Excess 1Y
- +0.3%
- 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
- n/a
- 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
- 23 recovered episodes
- Longest recovery
- 8 days
- Trough to prior peak
- Current spell
- 366 days
- Days below latest peak
- Time below peak
- +62%
- NAV observations
29 Sept 2014 – open
Trough 30 Sept 2014 · not recovered
-8.8%
5 Nov 2013 – 22 Nov 2013
Trough 14 Nov 2013 · recovered in 8 days
-0.4%
8 Oct 2013 – 21 Oct 2013
Trough 15 Oct 2013 · recovered in 6 days
-0.2%
27 Jan 2014 – 5 Feb 2014
Trough 31 Jan 2014 · recovered in 5 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
39
Vs category
52
Consistency
2
Risk-adjusted
17
Drawdown
78
Mean
38
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 30 Sept 2015
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
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