MonitorPlan n/a · Option n/a
ICICI Prudential Multiple Yield Fund - Series 2 - Plan E - Cumulative
ICICI Prudential Mutual FundIncome14.5 years
- NAV
- 15.0513
- 17 Apr 2015
- 1Y
- +20.3%
- Trailing CAGR
- AUM
- ₹12.6 Cr
- 30 Jun 2015
- Volatility
- Medium
- 14.4% 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+20.3%
- 3Y+14.6%
- 5Yn/a
- 10Yn/a
- SI+14.6%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+10.6%
- 3Y+17.2%
- 5Yn/a
- 10Yn/a
- Since inception
- +14.6%
- Calendar-day CAGR
- Excess 1Y
- +20.3%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 82
- Vs comparable share classes
- Worst rolling 3Y
- +14.6%
- 1 daily-ending windows
- Median rolling 3Y
- +14.6%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +17.2%
- 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
- 16 days
- 34 recovered episodes
- Longest recovery
- 158 days
- Trough to prior peak
- Current spell
- 140 days
- Days below latest peak
- Time below peak
- +84%
- NAV observations
19 Sept 2013 – 7 Mar 2014
Trough 30 Sept 2013 · recovered in 158 days
-10.5%
28 Nov 2014 – open
Trough 17 Dec 2014 · not recovered
-6.6%
27 Feb 2013 – 29 Apr 2013
Trough 28 Feb 2013 · recovered in 60 days
-6.0%
29 Apr 2013 – 10 Sept 2013
Trough 24 Jul 2013 · recovered in 48 days
-5.8%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
82
Vs category
100
Consistency
100
Risk-adjusted
60
Drawdown
74
Mean
83
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 17 Apr 2015
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 Dynamic Bond Fund
ICICI Prudential Mutual Fund
- 1Y
- -3.7%
- 3Y
- +0.3%
- Vol
- 7.3%
- Max DD
- -10.5%
- Sharpe
- -0.45
- 3Y win
- 0%
- Lower volatility
- Shallower drawdown
Caveat: Lower trailing returns
ICICI Prudential Interval Fund - Annual Interval Plan - IV
ICICI Prudential Mutual Fund
- 1Y
- -0.1%
- 3Y
- -0.1%
- Vol
- 7.3%
- Max DD
- -9.6%
- Sharpe
- -0.58
- 3Y win
- +54%
- Lower volatility
- Shallower drawdown
Caveat: Lower trailing returns
ICICI Prudential Interval Fund - Half Yearly Interval Plan II - Retail
ICICI Prudential Mutual Fund
- 1Y
- +12.0%
- 3Y
- n/a
- Vol
- 3.1%
- Max DD
- 0.0%
- Sharpe
- 1.54
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
Caveat: Lower trailing returns
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
Caveat: Lower trailing returns
ICICI Prudential Interval Fund Quarterly Interval Plan - II Quarterly Payout
ICICI Prudential Mutual Fund
- 1Y
- -0.1%
- 3Y
- -0.1%
- Vol
- 3.9%
- Max DD
- -2.7%
- Sharpe
- -1.35
- 3Y win
- +18%
- Lower volatility
- Shallower drawdown
Caveat: Lower trailing returns