ReviewPlan n/a · Option n/a
ICICI Prudential Gilt Fund Investment Plan PF Option
ICICI Prudential Mutual FundGilt13.4 years
- NAV
- 10.9255
- 25 May 2018
- 1Y
- -2.7%
- Trailing CAGR
- AUM
- ₹3.51 Cr
- 30 Jun 2018
- Volatility
- Medium
- 9.8% 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-2.7%
- 3Y+1.4%
- 5Y-0.5%
- 10Yn/a
- SI+0.2%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-2.8%
- 3Y-0.2%
- 5Y+0.2%
- 10Yn/a
- Since inception
- +0.2%
- Calendar-day CAGR
- Excess 1Y
- -6.9%
- Category median, same plan and option
- 3Y win rate
- +46%
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- -3.3%
- 502 daily-ending windows
- Median rolling 3Y
- +1.1%
- Calendar-day CAGR
- Positive rolling 5Y
- +24%
- 17 daily-ending windows
- SIP 3Y XIRR
- -0.2%
- 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
- 72 days
- 13 recovered episodes
- Longest recovery
- 454 days
- Trough to prior peak
- Current spell
- 609 days
- Days below latest peak
- Time below peak
- +96%
- NAV observations
4 Mar 2015 – 8 Sept 2016
Trough 12 Jun 2015 · recovered in 454 days
-13.0%
27 May 2013 – 5 Jun 2014
Trough 19 Aug 2013 · recovered in 290 days
-12.6%
23 Sept 2016 – open
Trough 22 Feb 2018 · not recovered
-10.4%
22 Sept 2014 – 15 Jan 2015
Trough 30 Sept 2014 · recovered in 107 days
-9.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
21
Vs category
7
Consistency
26
Risk-adjusted
2
Drawdown
68
Mean
25
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 25 May 2018
Review
Engine status
Review
Closer look
Why this status
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.