ReviewPlan n/a · Growth
ICICI Prudential Fund - Series 3
ICICI Prudential Mutual FundClose Ended Schemes(Growth11.9 years
- NAV
- 13.67
- 3 May 2021
- 1Y
- +49.1%
- Trailing CAGR
- AUM
- ₹59.52 L
- 30 Jun 2021
- Volatility
- High
- 17.3% 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+49.1%
- 3Y+5.5%
- 5Y+5.7%
- 10Yn/a
- SI+4.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+42.9%
- 3Y+14.9%
- 5Y+7.0%
- 10Yn/a
- Since inception
- +4.8%
- Calendar-day CAGR
- Excess 1Y
- +39.3%
- Category median, same plan and option
- 3Y win rate
- +36%
- Windows beating the median
- 3Y percentile
- 43
- Vs comparable share classes
- Worst rolling 3Y
- -16.5%
- 873 daily-ending windows
- Median rolling 3Y
- -0.5%
- Calendar-day CAGR
- Positive rolling 5Y
- +54%
- 384 daily-ending windows
- SIP 3Y XIRR
- +14.9%
- 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
- 14 days
- 35 recovered episodes
- Longest recovery
- 194 days
- Trough to prior peak
- Current spell
- 1224 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
26 Dec 2017 – open
Trough 23 Mar 2020 · not recovered
-47.8%
3 Mar 2015 – 6 Sept 2016
Trough 25 Feb 2016 · recovered in 194 days
-23.2%
1 Nov 2016 – 3 Feb 2017
Trough 26 Dec 2016 · recovered in 39 days
-9.7%
26 Jul 2017 – 25 Oct 2017
Trough 11 Aug 2017 · recovered in 75 days
-8.5%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
43
Vs category
100
Consistency
33
Risk-adjusted
28
Drawdown
0
Mean
41
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
3 May 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 3 May 2021
Review
Engine status
Review
Closer look
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- Maximum drawdown exceeded 35%.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
No supporting reads in the current evidence set.
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
ICICI Prudential Value Fund - Series 9
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- n/a
- Vol
- 13.9%
- Max DD
- -27.4%
- Sharpe
- -0.18
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns