MonitorPlan n/a · Growth
ICICI Prudential Fund - Series 5
ICICI Prudential Mutual FundClose Ended Schemes(Growth11.7 years
- NAV
- 11.11
- 19 Jun 2018
- 1Y
- -12.0%
- Trailing CAGR
- AUM
- ₹1.81 Cr
- 30 Jun 2018
- Volatility
- Medium
- 14.8% 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-12.0%
- 3Y+3.2%
- 5Yn/a
- 10Yn/a
- SI+2.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-17.5%
- 3Y-1.2%
- 5Yn/a
- 10Yn/a
- Since inception
- +2.7%
- Calendar-day CAGR
- Excess 1Y
- -22.8%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 29
- Vs comparable share classes
- Worst rolling 3Y
- +2.5%
- 121 daily-ending windows
- Median rolling 3Y
- +4.9%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -1.2%
- 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
- 18 days
- 26 recovered episodes
- Longest recovery
- 147 days
- Trough to prior peak
- Current spell
- 147 days
- Days below latest peak
- Time below peak
- +92%
- NAV observations
23 Jan 2015 – 1 Jul 2016
Trough 29 Feb 2016 · recovered in 123 days
-20.1%
23 Jan 2018 – open
Trough 19 Jun 2018 · not recovered
-15.9%
25 Oct 2016 – 21 Feb 2017
Trough 26 Dec 2016 · recovered in 57 days
-11.4%
27 Jul 2017 – 5 Jan 2018
Trough 11 Aug 2017 · recovered in 147 days
-10.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
29
Vs category
0
Consistency
87
Risk-adjusted
20
Drawdown
50
Mean
37
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 19 Jun 2018
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
- The fund beat the category median in 100% of rolling 3-year windows.
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 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 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
- Shallower drawdown
Caveat: Lower trailing returns
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 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 trailing returns
Caveat: Deeper drawdown