MonitorPlan n/a · Option n/a
ICICI Prudential India Recovery Fund - Series 7
ICICI Prudential Mutual FundClose Ended Schemes(Growth10.2 years
- NAV
- 11.35
- 26 Jun 2019
- 1Y
- +13.6%
- Trailing CAGR
- AUM
- ₹43.48 Cr
- 30 Jun 2019
- Volatility
- Medium
- 12.7% 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+13.6%
- 3Y+4.5%
- 5Yn/a
- 10Yn/a
- SI+4.2%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+16.6%
- 3Y+2.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +4.2%
- Calendar-day CAGR
- Excess 1Y
- +5.7%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 30
- Vs comparable share classes
- Worst rolling 3Y
- +4.0%
- 3 daily-ending windows
- Median rolling 3Y
- +4.5%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +2.6%
- 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
- 10 days
- 24 recovered episodes
- Longest recovery
- 84 days
- Trough to prior peak
- Current spell
- 527 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
15 Jan 2018 – open
Trough 28 Jun 2018 · not recovered
-21.6%
5 Apr 2017 – 3 Nov 2017
Trough 11 Aug 2017 · recovered in 84 days
-11.3%
25 Oct 2016 – 2 Feb 2017
Trough 26 Dec 2016 · recovered in 38 days
-10.4%
27 Nov 2017 – 21 Dec 2017
Trough 6 Dec 2017 · recovered in 15 days
-3.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
30
Vs category
86
Consistency
57
Risk-adjusted
24
Drawdown
46
Mean
48
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 26 Jun 2019
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
- The fund beat the category median in 100% of rolling 3-year windows.
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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
HDFC Equity Opp Fund - II - 1100D June 2017 (1)
HDFC Mutual Fund
- 1Y
- +23.6%
- 3Y
- +11.1%
- Vol
- 20.0%
- Max DD
- -33.6%
- Sharpe
- 0.16
- 3Y win
- 0%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
HDFC Equity Opp Fund - II - 1126D May 2017 (1)
HDFC Mutual Fund
- 1Y
- +25.6%
- 3Y
- +12.6%
- Vol
- 17.4%
- Max DD
- -30.4%
- Sharpe
- 0.24
- 3Y win
- 0%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown