ReviewPlan n/a · Growth
ICICI Prudential Fund - Series 1
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.2 years
- NAV
- 14.47
- 31 Dec 2020
- 1Y
- +10.8%
- Trailing CAGR
- AUM
- ₹2.19 Cr
- 31 Dec 2020
- Volatility
- High
- 18.4% 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+10.8%
- 3Y+2.4%
- 5Y+4.0%
- 10Yn/a
- SI+5.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+54.4%
- 3Y+14.4%
- 5Y+8.5%
- 10Yn/a
- Since inception
- +5.7%
- Calendar-day CAGR
- Excess 1Y
- +1.0%
- Category median, same plan and option
- 3Y win rate
- +62%
- Windows beating the median
- 3Y percentile
- 14
- Vs comparable share classes
- Worst rolling 3Y
- -13.1%
- 868 daily-ending windows
- Median rolling 3Y
- +0.5%
- Calendar-day CAGR
- Positive rolling 5Y
- +59%
- 377 daily-ending windows
- SIP 3Y XIRR
- +14.4%
- 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
- 47 days
- 24 recovered episodes
- Longest recovery
- 670 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +96%
- NAV observations
15 Jan 2018 – 3 Dec 2020
Trough 23 Mar 2020 · recovered in 255 days
-40.3%
5 Aug 2015 – 26 Dec 2017
Trough 25 Feb 2016 · recovered in 670 days
-25.3%
27 Jan 2015 – 31 Jul 2015
Trough 27 Apr 2015 · recovered in 95 days
-12.1%
15 Sept 2014 – 31 Oct 2014
Trough 16 Oct 2014 · recovered in 15 days
-5.8%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
14
Vs category
56
Consistency
53
Risk-adjusted
31
Drawdown
0
Mean
31
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 31 Dec 2020
Review
Engine status
Review
Closer look
Why this status
- Three-year return sits below the 25th percentile of comparable share classes.
- Maximum drawdown exceeded 35%.
Supporting reads
- The fund beat the category median in 62% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Business Cycle Fund - Series 1
ICICI Prudential Mutual Fund
- 1Y
- -7.6%
- 3Y
- +10.8%
- Vol
- 13.2%
- Max DD
- -21.3%
- Sharpe
- 0.21
- 3Y win
- +74%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual Fund
- 1Y
- +16.2%
- 3Y
- +9.4%
- Vol
- 13.9%
- Max DD
- -15.5%
- Sharpe
- 0.35
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 14
ICICI Prudential Mutual Fund
- 1Y
- +13.7%
- 3Y
- +4.0%
- Vol
- 16.8%
- Max DD
- -36.0%
- Sharpe
- 0.13
- 3Y win
- +75%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 17
ICICI Prudential Mutual Fund
- 1Y
- +58.7%
- 3Y
- +7.7%
- Vol
- 17.3%
- Max DD
- -37.4%
- Sharpe
- 0.21
- 3Y win
- +74%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 18
ICICI Prudential Mutual Fund
- 1Y
- +54.3%
- 3Y
- +12.0%
- Vol
- 16.6%
- Max DD
- -35.0%
- Sharpe
- 0.43
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns