ReviewPlan n/a · Option n/a
ICICI Prudential India Recovery Fund - Series 2
ICICI Prudential Mutual FundClose Ended Schemes(Growth11.4 years
- NAV
- 9.89
- 9 Oct 2018
- 1Y
- -19.9%
- Trailing CAGR
- AUM
- ₹24.76 Cr
- 31 Dec 2018
- Volatility
- Medium
- 15.6% 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-19.9%
- 3Y-0.3%
- 5Yn/a
- 10Yn/a
- SI-0.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-31.5%
- 3Y-8.7%
- 5Yn/a
- 10Yn/a
- Since inception
- -0.4%
- Calendar-day CAGR
- Excess 1Y
- -29.9%
- Category median, same plan and option
- 3Y win rate
- +64%
- Windows beating the median
- 3Y percentile
- 15
- Vs comparable share classes
- Worst rolling 3Y
- -0.6%
- 126 daily-ending windows
- Median rolling 3Y
- +3.3%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -8.7%
- 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
- 14 days
- 31 recovered episodes
- Longest recovery
- 140 days
- Trough to prior peak
- Current spell
- 287 days
- Days below latest peak
- Time below peak
- +91%
- NAV observations
26 Dec 2017 – open
Trough 4 Oct 2018 · not recovered
-30.9%
5 Aug 2015 – 30 Jun 2016
Trough 11 Feb 2016 · recovered in 140 days
-18.3%
7 Oct 2016 – 1 Feb 2017
Trough 26 Dec 2016 · recovered in 37 days
-11.2%
1 Aug 2017 – 26 Oct 2017
Trough 11 Aug 2017 · recovered in 76 days
-9.0%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
15
Vs category
0
Consistency
53
Risk-adjusted
11
Drawdown
23
Mean
20
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
9 Oct 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 9 Oct 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.
- 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
- The fund beat the category median in 64% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
- Higher 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
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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 Value Fund - Series 5
ICICI Prudential Mutual Fund
- 1Y
- -13.3%
- 3Y
- +9.0%
- Vol
- 15.8%
- Max DD
- -26.4%
- Sharpe
- -0.08
- 3Y win
- +67%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility