ReviewPlan n/a · Growth
ICICI Prudential Fund - Series 4
ICICI Prudential Mutual FundClose Ended Schemes(Growth11.9 years
- NAV
- 10.89
- 2 May 2018
- 1Y
- -11.9%
- Trailing CAGR
- AUM
- ₹53.89 Cr
- 30 Jun 2018
- Volatility
- Medium
- 15.4% 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-11.9%
- 3Y+1.2%
- 5Yn/a
- 10Yn/a
- SI+2.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-18.0%
- 3Y-4.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +2.3%
- Calendar-day CAGR
- Excess 1Y
- -22.7%
- Category median, same plan and option
- 3Y win rate
- +39%
- Windows beating the median
- 3Y percentile
- 14
- Vs comparable share classes
- Worst rolling 3Y
- -1.1%
- 122 daily-ending windows
- Median rolling 3Y
- +3.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -4.0%
- 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
- 15 days
- 25 recovered episodes
- Longest recovery
- 126 days
- Trough to prior peak
- Current spell
- 369 days
- Days below latest peak
- Time below peak
- +91%
- NAV observations
28 Apr 2017 – open
Trough 23 Mar 2018 · not recovered
-19.4%
19 Aug 2015 – 30 Jun 2016
Trough 25 Feb 2016 · recovered in 126 days
-17.1%
5 Aug 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-13.5%
3 Mar 2015 – 15 Jul 2015
Trough 7 May 2015 · recovered in 69 days
-8.6%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
14
Vs category
0
Consistency
35
Risk-adjusted
19
Drawdown
51
Mean
24
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 May 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 May 2018
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.
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- 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 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
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
ICICI Prudential Fund - Series 6
ICICI Prudential Mutual Fund
- 1Y
- -12.2%
- 3Y
- +1.9%
- Vol
- 14.7%
- Max DD
- -20.1%
- Sharpe
- -0.11
- 3Y win
- +100%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown
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
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown
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
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown