MonitorPlan n/a · Option n/a
ICICI Prudential India Recovery Fund - Series 3
ICICI Prudential Mutual FundClose Ended Schemes(Growth11 years
- NAV
- 14.35
- 31 Aug 2018
- 1Y
- +0.6%
- Trailing CAGR
- AUM
- ₹19.29 L
- 30 Sept 2018
- Volatility
- Medium
- 14.0% 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+0.6%
- 3Y+12.6%
- 5Yn/a
- 10Yn/a
- SI+12.6%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-4.7%
- 3Y+11.9%
- 5Yn/a
- 10Yn/a
- Since inception
- +12.6%
- Calendar-day CAGR
- Excess 1Y
- -9.3%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 47
- Vs comparable share classes
- Worst rolling 3Y
- +12.6%
- 1 daily-ending windows
- Median rolling 3Y
- +12.6%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +11.9%
- 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
- 9 days
- 49 recovered episodes
- Longest recovery
- 116 days
- Trough to prior peak
- Current spell
- 235 days
- Days below latest peak
- Time below peak
- +85%
- NAV observations
20 Oct 2015 – 20 Jun 2016
Trough 25 Feb 2016 · recovered in 116 days
-18.5%
8 Jan 2018 – open
Trough 19 Jul 2018 · not recovered
-16.1%
25 Oct 2016 – 6 Feb 2017
Trough 26 Dec 2016 · recovered in 42 days
-11.6%
17 May 2017 – 10 Jul 2017
Trough 24 May 2017 · recovered in 47 days
-5.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
47
Vs category
0
Consistency
98
Risk-adjusted
53
Drawdown
54
Mean
50
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
31 Aug 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 31 Aug 2018
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 100% of rolling 3-year windows.
- Risk-adjusted return sits above the documented risk-free proxy.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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 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
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
Caveat: Deeper drawdown · Lower trailing returns
ICICI Prudential Value Fund - Series 20
ICICI Prudential Mutual Fund
- 1Y
- +50.9%
- 3Y
- +12.9%
- Vol
- 17.7%
- Max DD
- -35.2%
- Sharpe
- 0.28
- 3Y win
- +56%
- Higher trailing returns
Caveat: Higher volatility · 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
Caveat: Deeper drawdown · Lower trailing returns