ReviewPlan n/a · Option n/a
ICICI Prudential R.I.G.H.T (Rewards of Investing & Generation of Healthy Tax-Savings) Fund
ICICI Prudential Mutual FundClose Ended Schemes(ELSS16.9 years
- NAV
- 39.09
- 26 Sept 2019
- 1Y
- -7.0%
- Trailing CAGR
- AUM
- ₹29.72 Cr
- 30 Sept 2019
- Volatility
- Medium
- 13.4% 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-7.0%
- 3Y+6.4%
- 5Y+8.7%
- 10Yn/a
- SI+14.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-8.9%
- 3Y+0.5%
- 5Y+5.3%
- 10Yn/a
- Since inception
- +14.7%
- Calendar-day CAGR
- Excess 1Y
- -15.3%
- Category median, same plan and option
- 3Y win rate
- +95%
- Windows beating the median
- 3Y percentile
- 7
- Vs comparable share classes
- Worst rolling 3Y
- +4.7%
- 1711 daily-ending windows
- Median rolling 3Y
- +16.3%
- Calendar-day CAGR
- Positive rolling 5Y
- +100%
- 1220 daily-ending windows
- SIP 3Y XIRR
- +0.5%
- 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
- 12 days
- 116 recovered episodes
- Longest recovery
- 190 days
- Trough to prior peak
- Current spell
- 394 days
- Days below latest peak
- Time below peak
- +87%
- NAV observations
5 Aug 2015 – 2 Sept 2016
Trough 25 Feb 2016 · recovered in 190 days
-23.3%
25 Jul 2011 – 3 Apr 2012
Trough 20 Dec 2011 · recovered in 105 days
-17.5%
13 Oct 2010 – 22 Jul 2011
Trough 10 Feb 2011 · recovered in 162 days
-16.8%
28 Aug 2018 – open
Trough 22 Aug 2019 · not recovered
-15.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
7
Vs category
0
Consistency
88
Risk-adjusted
61
Drawdown
42
Mean
40
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
26 Sept 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 26 Sept 2019
Review
Engine status
Review
Closer look
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- Three-year return sits below the 25th percentile of comparable share classes.
Supporting reads
- The fund beat the category median in 95% of rolling 3-year windows.
- Risk-adjusted return sits above the documented risk-free proxy.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
BANK OF INDIA MID CAP TAX FUND SERIES 1
Bank of India Mutual Fund
- 1Y
- +7.2%
- 3Y
- +13.5%
- Vol
- 17.2%
- Max DD
- -35.9%
- Sharpe
- 0.56
- 3Y win
- +50%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
BANK OF INDIA MID CAP TAX FUND Series 2
Bank of India Mutual Fund
- 1Y
- +3.6%
- 3Y
- +12.7%
- Vol
- 17.3%
- Max DD
- -34.2%
- Sharpe
- 0.74
- 3Y win
- +33%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
ICICI Prudential Long Term Wealth Enhancement Fund
ICICI Prudential Mutual Fund
- 1Y
- -4.0%
- 3Y
- +12.2%
- Vol
- 17.0%
- Max DD
- -39.5%
- Sharpe
- 0.55
- 3Y win
- +37%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
SBI Long Term Advantage Fund - Series IV
SBI Mutual Fund
- 1Y
- -4.2%
- 3Y
- +7.6%
- Vol
- 15.1%
- Max DD
- -34.4%
- Sharpe
- 0.84
- 3Y win
- +65%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
SBI Long Term Advantage Fund - Series V
SBI Mutual Fund
- 1Y
- +2.6%
- 3Y
- +20.0%
- Vol
- 16.2%
- Max DD
- -35.8%
- Sharpe
- 0.65
- 3Y win
- +39%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown