ReviewPlan n/a · Option n/aPrefer peers first
ICICI Prudential Value Fund - Series 1
ICICI Prudential Mutual FundClose Ended Schemes(Growth13 years
- NAV
- 10.42
- 31 Dec 2018
- 1Y
- -28.4%
- Trailing CAGR
- AUM
- ₹214.77 Cr
- 31 Dec 2018
- Volatility
- High
- 16.5% annualized
Buying brief
Should you add this fund?
Evidence on this desk, framed as a purchase checklist - not SEBI-registered advice.
As of 31 Dec 2018
Stance
Prefer peers first
The live read flags issues. Inspect same-category alternatives before buying.
In three lines
Watch if · Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Watch if · Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
Prefer peers if · Prefer ICICI Prudential Fund - Series 6 if you want a same-category peer with stronger evidence.
Buy checklist
History depth
Pass
13.0 years of path to read.
Engine status
Fail
The live read flags issues. Inspect same-category alternatives before buying.
Expense ratio
n/a
TER not on file yet.
Drawdown vs peers
Watch
Peak-to-trough -36.6%. Ask whether you can hold through a similar fall.
Vs category
Fail
0% of rolling 3Y windows beat the category median, same plan and option.
Manager tenure
n/a
Manager not listed.
Exit load
n/a
No exit-load summary on file.
Tax / wrapper
Pass
Direct Growth, no ELSS lock flagged. Equity LTCG rules still apply after one year - not tax advice.
Portfolio concentration
n/a
Holdings weights not on file for this scheme yet.
Browse category
Same-category peers are preloaded into compare when available.
Before you buy or SIP
Behaviour and wrappers - the usual India MF failure modes - not a buy instruction.
SIP discipline
Review does not mean stop the SIP tomorrow - compare peers first. Stopping on a red label often locks in the worst path.
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-28.4%
- 3Y-9.7%
- 5Y-0.4%
- 10Yn/a
- SI+0.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-16.6%
- 3Y-9.8%
- 5Y-7.6%
- 10Yn/a
- Since inception
- +0.8%
- Calendar-day CAGR
- Excess 1Y
- -38.4%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 4
- Vs comparable share classes
- SIP 3Y XIRR
- -9.8%
- Simulated monthly SIP
- Worst rolling 3Y
- -12.0%
- 530 daily-ending windows
- Median rolling 3Y
- -3.9%
- Calendar-day CAGR
- Positive rolling 5Y
- +74%
- 35 daily-ending windows
Drawdown
Peak to trough from a running NAV high, with the path and recovery episodes.
- Max drawdown
- -36.6%
- Worst peak-to-trough
- Current
- -35.0%
- Below last peak
- Current spell
- 1438 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
Drawdown
Path not in current snapshots
n/a
- Average recovery
- 11 days
- 20 recovered episodes
- Longest recovery
- 45 days
- Trough to prior peak
23 Jan 2015 – open
Trough 10 Dec 2018 · not recovered
-36.6%
7 Jul 2014 – 15 Sept 2014
Trough 1 Aug 2014 · recovered in 45 days
-9.9%
23 Apr 2014 – 19 May 2014
Trough 2 May 2014 · recovered in 17 days
-6.5%
15 Sept 2014 – 10 Nov 2014
Trough 16 Oct 2014 · recovered in 25 days
-5.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
4
Vs category
0
Consistency
4
Risk-adjusted
14
Drawdown
9
Mean
6
Decision
Quantitative engine reasons behind the buying stance. An explanation can only restate what is already here.
Review
Buying stance
Prefer peers first
The live read flags issues. Inspect same-category alternatives before buying.
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Maximum drawdown exceeded 35%.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
No supporting reads in the current evidence set.
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
31 Dec 2018
Worth investigating
Same-category peers with enough history to inspect beside this fund - including tradeoffs.
ICICI Prudential Fund - Series 6
ICICI Prudential Mutual Fund
- 1Y
- -12.2%
- 3Y
- +1.9%
- Vol
- 14.7%
- Max DD
- -20.1%
- Sharpe
- -0.15
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
- 0.16
- 3Y win
- +74%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual Fund
- 1Y
- +16.2%
- 3Y
- +9.4%
- Vol
- 13.9%
- Max DD
- -15.5%
- Sharpe
- 0.30
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 5
ICICI Prudential Mutual Fund
- 1Y
- -13.3%
- 3Y
- +9.0%
- Vol
- 15.8%
- Max DD
- -26.4%
- Sharpe
- -0.13
- 3Y win
- +67%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 9
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- n/a
- Vol
- 13.9%
- Max DD
- -27.4%
- Sharpe
- -0.23
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns