ReviewPlan n/a · GrowthPrefer peers first
ICICI Prudential Fund - Series 4
ICICI Prudential Mutual FundClose Ended Schemes(Growth12 years
- NAV
- 10.89
- 2 May 2018
- 1Y
- -11.9%
- Trailing CAGR
- AUM
- ₹53.89 Cr
- 30 Jun 2018
- Volatility
- Medium
- 15.4% annualized
Buying brief
Should you add this fund?
Evidence on this desk, framed as a purchase checklist - not SEBI-registered advice.
As of 2 May 2018
Stance
Prefer peers first
The live read flags issues. Inspect same-category alternatives before buying.
In three lines
Watch if · Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Watch if · Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Prefer peers if · Prefer ICICI Prudential Value Fund - Series 11 if you want a same-category peer with stronger evidence.
Buy checklist
History depth
Pass
12.0 years of path to read.
Engine status
Fail
The live read flags issues. Inspect same-category alternatives before buying.
Expense ratio
n/a
TER not on file yet.
Drawdown vs peers
Pass
Peak-to-trough -19.4%. Ask whether you can hold through a similar fall.
Vs category
Fail
39% of rolling 3Y windows beat the category median, same plan and option.
Manager tenure
n/a
Manager not listed.
Exit load
n/a
No exit-load summary on file.
Tax / wrapper
Pass
Direct Growth, no ELSS lock flagged. Equity LTCG rules still apply after one year - not tax advice.
Portfolio concentration
n/a
Holdings weights not on file for this scheme yet.
Browse category
Same-category peers are preloaded into compare when available.
Before you buy or SIP
Behaviour and wrappers - the usual India MF failure modes - not a buy instruction.
SIP discipline
Review does not mean stop the SIP tomorrow - compare peers first. Stopping on a red label often locks in the worst path.
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
- SIP 3Y XIRR
- -4.0%
- Simulated monthly SIP
- 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
Drawdown
Peak to trough from a running NAV high, with the path and recovery episodes.
- Max drawdown
- -19.4%
- Worst peak-to-trough
- Current
- -17.0%
- Below last peak
- Current spell
- 369 days
- Days below latest peak
- Time below peak
- +91%
- NAV observations
Drawdown
Path not in current snapshots
n/a
- Average recovery
- 15 days
- 25 recovered episodes
- Longest recovery
- 126 days
- Trough to prior peak
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
17
Drawdown
51
Mean
24
Decision
Quantitative engine reasons behind the buying stance. An explanation can only restate what is already here.
Review
Buying stance
Prefer peers first
The live read flags issues. Inspect same-category alternatives before buying.
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.
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 May 2018
Worth investigating
Same-category peers with enough history to inspect beside this fund - including tradeoffs.
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual Fund
- 1Y
- +16.2%
- 3Y
- +9.4%
- Vol
- 13.9%
- Max DD
- -15.5%
- Sharpe
- 0.30
- 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
- 0.58
- 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
- -0.15
- 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
- 0.16
- 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
- -0.23
- 3Y win
- n/a
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown