MonitorPlan n/a · Option n/a
ICICI Prudential Fixed Maturity Plan - Series 80 - 1150 Days Plan N
ICICI Prudential Mutual FundClose Ended Schemes(Income9.5 years
- NAV
- 12.7361
- 8 May 2020
- 1Y
- +8.4%
- Trailing CAGR
- AUM
- ₹24.52 L
- 30 Jun 2020
- Volatility
- Low
- 0.8% 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+8.4%
- 3Y+7.9%
- 5Yn/a
- 10Yn/a
- SI+8.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.3%
- 3Y+7.9%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.0%
- Calendar-day CAGR
- Excess 1Y
- +1.4%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 38
- Vs comparable share classes
- Worst rolling 3Y
- +7.9%
- 31 daily-ending windows
- Median rolling 3Y
- +8.0%
- 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
- 56 recovered episodes
- Longest recovery
- 27 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +23%
- NAV observations
17 Apr 2018 – 13 Jun 2018
Trough 17 May 2018 · recovered in 27 days
-0.4%
3 Sept 2018 – 28 Sept 2018
Trough 25 Sept 2018 · recovered in 3 days
-0.3%
31 Jan 2019 – 7 Feb 2019
Trough 1 Feb 2019 · recovered in 6 days
-0.2%
15 Jan 2019 – 28 Jan 2019
Trough 16 Jan 2019 · recovered in 12 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
38
Vs category
59
Consistency
65
Risk-adjusted
100
Drawdown
99
Mean
72
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
8 May 2020
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 8 May 2020
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
- 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 77 - 1105 Days Plan N
ICICI Prudential Mutual Fund
- 1Y
- +7.0%
- 3Y
- +7.9%
- Vol
- 0.7%
- Max DD
- -0.4%
- Sharpe
- 3.51
- 3Y win
- 0%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan-Series 72-368 Days Plan P
ICICI Prudential Mutual Fund
- 1Y
- +7.4%
- 3Y
- +8.3%
- Vol
- 0.5%
- Max DD
- -0.2%
- Sharpe
- 6.60
- 3Y win
- +37%
- Lower volatility
- Shallower drawdown
- Higher 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
- Higher 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
- Higher trailing returns
ICICI Prudential Fixed Maturity Plan - Series 77 - 1134 Days Plan H
ICICI Prudential Mutual Fund
- 1Y
- +6.9%
- 3Y
- +8.0%
- Vol
- 0.8%
- Max DD
- -0.3%
- Sharpe
- 3.79
- 3Y win
- 0%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility