MonitorPlan n/a · Growth
ICICI Prudential Fund - Series 2
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.1 years
- NAV
- 14.68
- 1 Feb 2021
- 1Y
- +15.0%
- Trailing CAGR
- AUM
- ₹20.17 Cr
- 31 Mar 2021
- Volatility
- High
- 17.0% 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+15.0%
- 3Y+4.9%
- 5Y+6.2%
- 10Yn/a
- SI+6.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+50.9%
- 3Y+15.2%
- 5Y+8.6%
- 10Yn/a
- Since inception
- +6.0%
- Calendar-day CAGR
- Excess 1Y
- +5.1%
- Category median, same plan and option
- 3Y win rate
- +57%
- Windows beating the median
- 3Y percentile
- 43
- Vs comparable share classes
- Worst rolling 3Y
- -11.8%
- 859 daily-ending windows
- Median rolling 3Y
- +0.3%
- Calendar-day CAGR
- Positive rolling 5Y
- +60%
- 368 daily-ending windows
- SIP 3Y XIRR
- +15.2%
- 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
- 34 days
- 28 recovered episodes
- Longest recovery
- 383 days
- Trough to prior peak
- Current spell
- 19 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
8 Jan 2018 – 1 Dec 2020
Trough 23 Mar 2020 · recovered in 253 days
-35.0%
5 Aug 2015 – 14 Mar 2017
Trough 25 Feb 2016 · recovered in 383 days
-20.9%
28 Apr 2017 – 5 Jan 2018
Trough 11 Aug 2017 · recovered in 147 days
-11.3%
29 Jan 2015 – 16 Jul 2015
Trough 7 May 2015 · recovered in 70 days
-10.3%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
43
Vs category
82
Consistency
49
Risk-adjusted
31
Drawdown
13
Mean
44
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
1 Feb 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 1 Feb 2021
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 57% 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 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
ICICI Prudential Value Fund - Series 5
ICICI Prudential Mutual Fund
- 1Y
- -13.3%
- 3Y
- +9.0%
- Vol
- 15.8%
- Max DD
- -26.4%
- Sharpe
- -0.08
- 3Y win
- +67%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Reliance Close Ended Equity Fund II- Series A
Nippon India Mutual Fund
- 1Y
- +1.7%
- 3Y
- +13.7%
- Vol
- 13.8%
- Max DD
- -17.4%
- Sharpe
- 0.62
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns