MonitorPlan n/a · Option n/a

ICICI Prudential India Recovery Fund - Series 4

ICICI Prudential Mutual Fund Close Ended Schemes(Growth10.6 years

NAV: 16.56; 27 Feb 2019
1Y: +1.1%; Trailing CAGR
AUM: ₹15.37 Cr; 31 Mar 2019
Volatility: Medium; 10.8% annualized

NAV path pending

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+1.1%
3Y+18.2%
5Yn/a
10Yn/a
SI+18.2%

SIP XIRR

Equal monthly instalments to latest NAV

1Y+0.8%
3Y+10.3%
5Yn/a
10Yn/a

Since inception: +18.2%; Calendar-day CAGR
Excess 1Y: -8.9%; Category median, same plan and option
3Y win rate: +100%; Windows beating the median
3Y percentile: 62; Vs comparable share classes
Worst rolling 3Y: +18.2%; 2 daily-ending windows
Median rolling 3Y: +18.2%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 daily-ending windows
SIP 3Y XIRR: +10.3%; 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: 6 days; 52 recovered episodes
Longest recovery: 78 days; Trough to prior peak
Current spell: 400 days; Days below latest peak
Time below peak: +83%; NAV observations

8 Sept 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-11.2%
23 Jan 2018 – open
Trough 23 Mar 2018 · not recovered
-10.2%
19 Sept 2017 – 12 Oct 2017
Trough 27 Sept 2017 · recovered in 15 days
-4.2%
7 Aug 2017 – 1 Sept 2017
Trough 11 Aug 2017 · recovered in 21 days
-4.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
62
Vs category
0
Consistency
96
Risk-adjusted
83
Drawdown
72
Mean
63

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Feb 2019

Monitor

Engine status

Monitor

Recent evidence

Why this status

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.
Three-year return is above the category median.
Risk-adjusted return sits above the documented risk-free proxy.
Peak-to-trough drawdown has stayed shallower than 15%.

Worth investigating

Same-category peers with enough history to inspect beside this fund.

All funds

MonitorPlan n/a · Option n/a

ICICI Prudential India Recovery Fund - Series 4

ICICI Prudential Mutual Fund Close Ended Schemes(Growth10.6 years

NAV: 16.56; 27 Feb 2019
1Y: +1.1%; Trailing CAGR
AUM: ₹15.37 Cr; 31 Mar 2019
Volatility: Medium; 10.8% annualized

Feb 2017 – Feb 2019

All funds

MonitorPlan n/a · Option n/a

ICICI Prudential India Recovery Fund - Series 4

ICICI Prudential Mutual Fund Close Ended Schemes(Growth10.6 years

NAV: 16.56; 27 Feb 2019
1Y: +1.1%; Trailing CAGR
AUM: ₹15.37 Cr; 31 Mar 2019
Volatility: Medium; 10.8% annualized

NAV path pending

NAV

27 Feb 2019 · +1.1% over 1Y

16.56

Feb 201815.56 – 17.24Feb 2019

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+1.1%
3Y+18.2%
5Yn/a
10Yn/a
SI+18.2%

SIP XIRR

Equal monthly instalments to latest NAV

1Y+0.8%
3Y+10.3%
5Yn/a
10Yn/a

Since inception: +18.2%; Calendar-day CAGR
Excess 1Y: -8.9%; Category median, same plan and option
3Y win rate: +100%; Windows beating the median
3Y percentile: 62; Vs comparable share classes
Worst rolling 3Y: +18.2%; 2 daily-ending windows
Median rolling 3Y: +18.2%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 daily-ending windows
SIP 3Y XIRR: +10.3%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

27 Feb 2019

-4.4%

Feb 2016-11.2% – 0.0%Feb 2019

Average recovery: 6 days; 52 recovered episodes
Longest recovery: 78 days; Trough to prior peak
Current spell: 400 days; Days below latest peak
Time below peak: +83%; NAV observations

8 Sept 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-11.2%
23 Jan 2018 – open
Trough 23 Mar 2018 · not recovered
-10.2%
19 Sept 2017 – 12 Oct 2017
Trough 27 Sept 2017 · recovered in 15 days
-4.2%
7 Aug 2017 – 1 Sept 2017
Trough 11 Aug 2017 · recovered in 21 days
-4.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
62
Vs category
0
Consistency
96
Risk-adjusted
83
Drawdown
72
Mean
63

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Feb 2019

Monitor

Engine status

Monitor

Recent evidence

Why this status

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.
Three-year return is above the category median.
Risk-adjusted return sits above the documented risk-free proxy.
Peak-to-trough drawdown has stayed shallower than 15%.

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+1.1%
3Y+18.2%
5Yn/a
10Yn/a
SI+18.2%

SIP XIRR

Equal monthly instalments to latest NAV

1Y+0.8%
3Y+10.3%
5Yn/a
10Yn/a

Since inception: +18.2%; Calendar-day CAGR
Excess 1Y: -8.9%; Category median, same plan and option
3Y win rate: +100%; Windows beating the median
3Y percentile: 62; Vs comparable share classes
Worst rolling 3Y: +18.2%; 2 daily-ending windows
Median rolling 3Y: +18.2%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 daily-ending windows
SIP 3Y XIRR: +10.3%; 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: 6 days; 52 recovered episodes
Longest recovery: 78 days; Trough to prior peak
Current spell: 400 days; Days below latest peak
Time below peak: +83%; NAV observations

8 Sept 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-11.2%
23 Jan 2018 – open
Trough 23 Mar 2018 · not recovered
-10.2%
19 Sept 2017 – 12 Oct 2017
Trough 27 Sept 2017 · recovered in 15 days
-4.2%
7 Aug 2017 – 1 Sept 2017
Trough 11 Aug 2017 · recovered in 21 days
-4.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
62
Vs category
0
Consistency
96
Risk-adjusted
83
Drawdown
72
Mean
63

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Feb 2019

Monitor

Engine status

Monitor

Recent evidence

Why this status

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.
Three-year return is above the category median.
Risk-adjusted return sits above the documented risk-free proxy.
Peak-to-trough drawdown has stayed shallower than 15%.

Worth investigating

Same-category peers with enough history to inspect beside this fund.

ICICI Prudential India Recovery Fund - Series 4

Returns

Drawdown

Dimensions

Decision

Worth investigating

Kotak India Fund Series 4

Kotak India Fund Series 7

Nippon India Capital Builder Fund IV- Series D

Reliance Capital Builder Fund- Series A

ICICI Prudential India Recovery Fund - Series 4

ICICI Prudential India Recovery Fund - Series 4

Returns

Drawdown

Dimensions

Decision

Returns

Drawdown

Dimensions

Decision

Worth investigating

Kotak India Fund Series 4

Kotak India Fund Series 7

Nippon India Capital Builder Fund IV- Series D

Reliance Capital Builder Fund- Series A

ICICI Prudential India Recovery Fund - Series 4

Returns

Drawdown

Dimensions

Decision