MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 72-366 Days Plan T
ICICI Prudential Mutual FundClose Ended Schemes(Income12.6 years
- NAV
- 14.1348
- 25 Sept 2018
- 1Y
- +5.9%
- Trailing CAGR
- AUM
- ₹66.19 L
- 30 Sept 2018
- Volatility
- Low
- 0.4% 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+5.9%
- 3Y+7.0%
- 5Yn/a
- 10Yn/a
- SI+7.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.1%
- 3Y+6.4%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.7%
- Calendar-day CAGR
- Excess 1Y
- -1.2%
- Category median, same plan and option
- 3Y win rate
- +24%
- Windows beating the median
- 3Y percentile
- 15
- Vs comparable share classes
- Worst rolling 3Y
- +7.0%
- 396 daily-ending windows
- Median rolling 3Y
- +7.7%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +6.4%
- 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
- 29 recovered episodes
- Longest recovery
- 6 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +5%
- NAV observations
11 Feb 2014 – 20 Feb 2014
Trough 14 Feb 2014 · recovered in 6 days
-0.1%
1 Jun 2015 – 8 Jun 2015
Trough 4 Jun 2015 · recovered in 4 days
-0.1%
5 May 2015 – 11 May 2015
Trough 8 May 2015 · recovered in 3 days
-0.1%
10 Jul 2014 – 14 Jul 2014
Trough 11 Jul 2014 · recovered in 3 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
15
Vs category
43
Consistency
33
Risk-adjusted
100
Drawdown
100
Mean
58
What changed
RENAME
ICICI Prudential Fixed Maturity Plan-Series 72-366 Days Plan T renamed to ICICI Prudential Fixed Maturity Plan - Series 72 - 366 Days Plan K
25 Sept 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 25 Sept 2018
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Three-year return sits below the 25th percentile of comparable share classes.
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.
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
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown