MonitorPlan n/a · Option n/a
ICICI Prudential Long Term Bond Fund
ICICI Prudential Mutual FundDebt Scheme - Long Duration Fund17.8 years
- NAV
- 10.8508
- 24 Apr 2020
- 1Y
- -11.5%
- Trailing CAGR
- AUM
- ₹3,000
- 30 Jun 2020
- Volatility
- Medium
- 9.8% 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-11.5%
- 3Y-0.1%
- 5Y+0.6%
- 10Y-0.1%
- SI+0.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-13.7%
- 3Y-4.1%
- 5Y-1.3%
- 10Y-0.6%
- Since inception
- +0.7%
- Calendar-day CAGR
- Excess 1Y
- n/a
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- -5.1%
- 2023 daily-ending windows
- Median rolling 3Y
- +0.6%
- Calendar-day CAGR
- Positive rolling 5Y
- +32%
- 1539 daily-ending windows
- SIP 3Y XIRR
- -4.1%
- 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
- 146 days
- 24 recovered episodes
- Longest recovery
- 2052 days
- Trough to prior peak
- Current spell
- 283 days
- Days below latest peak
- Time below peak
- +97%
- NAV observations
16 Jul 2019 – open
Trough 13 Dec 2019 · not recovered
-22.3%
24 May 2013 – 2 Apr 2019
Trough 19 Aug 2013 · recovered in 2052 days
-17.0%
5 Jan 2009 – 5 Sept 2012
Trough 2 Apr 2009 · recovered in 1252 days
-10.1%
15 Mar 2013 – 9 May 2013
Trough 2 Apr 2013 · recovered in 37 days
-3.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
16
Vs category
n/a
Consistency
n/a
Risk-adjusted
4
Drawdown
44
Mean
22
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 24 Apr 2020
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
No supporting reads in the current evidence set.