MonitorPlan n/a · Option n/a
ICICI Prudential Interval Fund - Annual Interval Plan - IV
ICICI Prudential Mutual FundIncome19.1 years
- NAV
- 10.7894
- 26 Sept 2017
- 1Y
- -0.1%
- Trailing CAGR
- AUM
- ₹5,000
- 30 Sept 2017
- Volatility
- Low
- 7.3% 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-0.1%
- 3Y-0.1%
- 5Y+1.4%
- 10Y+0.7%
- SI+0.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-6.0%
- 3Y-2.5%
- 5Y-1.1%
- 10Y+0.2%
- Since inception
- +0.7%
- Calendar-day CAGR
- Excess 1Y
- -2.6%
- Category median, same plan and option
- 3Y win rate
- +54%
- Windows beating the median
- 3Y percentile
- 18
- Vs comparable share classes
- Worst rolling 3Y
- -2.1%
- 1710 daily-ending windows
- Median rolling 3Y
- +0.8%
- Calendar-day CAGR
- Positive rolling 5Y
- +86%
- 1227 daily-ending windows
- SIP 3Y XIRR
- -2.5%
- 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
- 114 days
- 11 recovered episodes
- Longest recovery
- 893 days
- Trough to prior peak
- Current spell
- 1114 days
- Days below latest peak
- Time below peak
- +81%
- NAV observations
8 Sept 2014 – open
Trough 26 Sept 2017 · not recovered
-9.6%
20 Aug 2009 – 5 Nov 2013
Trough 27 May 2011 · recovered in 893 days
-9.5%
21 Aug 2008 – 23 Jul 2009
Trough 22 Aug 2008 · recovered in 335 days
-7.9%
27 Jan 2014 – 3 Feb 2014
Trough 30 Jan 2014 · recovered in 4 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
18
Vs category
34
Consistency
45
Risk-adjusted
0
Drawdown
76
Mean
35
What changed
RENAME
ICICI Prudential Interval Fund - Annual Interval Plan - III renamed to ICICI Prudential Interval Fund - Annual Interval Plan - IV
5 Dec 2017
RENAME
ICICI Prudential Interval Fund - Annual Interval Plan - II renamed to ICICI Prudential Interval Fund - Annual Interval Plan - III
21 Nov 2017
RENAME
ICICI Prudential Interval Fund - Annual Interval Plan - I renamed to ICICI Prudential Interval Fund - Annual Interval Plan - II
14 Nov 2017
RENAME
ICICI Prudential Interval Fund - Annual Interval Plan - IV renamed to ICICI Prudential Interval Fund - Annual Interval Plan - I
26 Sept 2017
RENAME
Scheme renamed from ICICI Prudential Interval Fund - Annual Interval Plan - IV to ICICI Prudential Interval Fund - Annual Interval Plan - I.
26 Sept 2017
RENAME
Scheme renamed from ICICI Prudential Interval Fund - Annual Interval Plan - III to ICICI Prudential Interval Fund - Annual Interval Plan - IV.
5 Dec 2017
RENAME
Scheme renamed from ICICI Prudential Interval Fund - Annual Interval Plan - II to ICICI Prudential Interval Fund - Annual Interval Plan - III.
21 Nov 2017
RENAME
Scheme renamed from ICICI Prudential Interval Fund - Annual Interval Plan - I to ICICI Prudential Interval Fund - Annual Interval Plan - II.
14 Nov 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 26 Sept 2017
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Three-year return sits below the 25th percentile of comparable share classes.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Interval Fund - Series VII - Annual Interval Plan - C
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.7%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.69
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Nippon India Fixed Maturity Plan-XLV-Series 4
Nippon Life India Asset Management Limited
- 1Y
- +6.2%
- 3Y
- +7.2%
- Vol
- 0.7%
- Max DD
- -0.2%
- Sharpe
- 2.81
- 3Y win
- +75%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Reliance Yearly Interval Fund - Series 8
Nippon India Mutual Fund
- 1Y
- +7.6%
- 3Y
- +8.2%
- Vol
- 1.0%
- Max DD
- -1.8%
- Sharpe
- 2.94
- 3Y win
- +92%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Blended Plan B
ICICI Prudential Mutual Fund
- 1Y
- +10.5%
- 3Y
- +7.3%
- Vol
- 6.7%
- Max DD
- -22.2%
- Sharpe
- -0.18
- 3Y win
- +56%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown
ICICI Prudential Child Care -Study Plan
ICICI Prudential Mutual Fund
- 1Y
- +5.1%
- 3Y
- +8.8%
- Vol
- 5.0%
- Max DD
- -12.1%
- Sharpe
- 1.25
- 3Y win
- +99%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown