MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan-Series 72-368 Days Plan P
ICICI Prudential Mutual FundClose Ended Schemes(Income12.7 years
- NAV
- 13.065
- 2 May 2017
- 1Y
- +7.4%
- Trailing CAGR
- AUM
- ₹27.87 L
- 30 Jun 2017
- Volatility
- Low
- 0.5% 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+7.4%
- 3Y+8.3%
- 5Yn/a
- 10Yn/a
- SI+8.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.0%
- 3Y+7.9%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.4%
- Calendar-day CAGR
- Excess 1Y
- +0.4%
- Category median, same plan and option
- 3Y win rate
- +37%
- Windows beating the median
- 3Y percentile
- 54
- Vs comparable share classes
- Worst rolling 3Y
- +8.3%
- 75 daily-ending windows
- Median rolling 3Y
- +8.6%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.9%
- 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
- 31 recovered episodes
- Longest recovery
- 13 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +8%
- NAV observations
2 Feb 2015 – 18 Feb 2015
Trough 5 Feb 2015 · recovered in 13 days
-0.2%
27 Jan 2014 – 5 Feb 2014
Trough 31 Jan 2014 · recovered in 5 days
-0.2%
5 May 2015 – 11 May 2015
Trough 7 May 2015 · recovered in 4 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
54
Vs category
53
Consistency
45
Risk-adjusted
100
Drawdown
100
Mean
70
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 May 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 May 2017
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 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
- Higher trailing returns
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 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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
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
Caveat: Higher volatility · Deeper drawdown · Lower 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%
- Higher win rate vs category
Caveat: Higher volatility · Deeper drawdown · Lower trailing returns