MonitorPlan n/a · Growth
ICICI Prudential Fund - Series 8
ICICI Prudential Mutual FundClose Ended Schemes(Growth11.6 years
- NAV
- 10.82
- 29 Jan 2018
- 1Y
- +9.8%
- Trailing CAGR
- AUM
- ₹30.35 L
- 31 Mar 2018
- Volatility
- High
- 18.8% 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+9.8%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+2.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.2%
- 3Y+7.7%
- 5Yn/a
- 10Yn/a
- Since inception
- +2.3%
- Calendar-day CAGR
- Excess 1Y
- -1.0%
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- n/a
- 0 daily-ending windows
- Median rolling 3Y
- n/a
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.7%
- 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
- 31 days
- 15 recovered episodes
- Longest recovery
- 222 days
- Trough to prior peak
- Current spell
- 14 days
- Days below latest peak
- Time below peak
- +95%
- NAV observations
13 Apr 2015 – 4 Oct 2016
Trough 25 Feb 2016 · recovered in 222 days
-29.3%
24 Oct 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-14.6%
11 Apr 2017 – 1 Nov 2017
Trough 11 Aug 2017 · recovered in 82 days
-12.7%
3 Mar 2015 – 13 Apr 2015
Trough 27 Mar 2015 · recovered in 17 days
-8.8%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
44
Vs category
44
Consistency
47
Risk-adjusted
22
Drawdown
27
Mean
37
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 29 Jan 2018
Monitor
Engine status
Monitor
Recent evidence
Why this status
- 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 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
Kotak India Fund Series 4
Kotak Mahindra Mutual Fund
- 1Y
- +50.3%
- 3Y
- +25.4%
- Vol
- 17.0%
- Max DD
- -29.1%
- Sharpe
- 0.91
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Reliance Capital Builder Fund- Series A
Nippon India Mutual Fund
- 1Y
- +31.3%
- 3Y
- n/a
- Vol
- 18.4%
- Max DD
- -23.0%
- Sharpe
- 0.85
- 3Y win
- n/a
- 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
- Shallower drawdown
- Higher win rate vs category
Caveat: Lower trailing returns