ReviewPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 1
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.9 years
- NAV
- 10.42
- 31 Dec 2018
- 1Y
- -28.4%
- Trailing CAGR
- AUM
- ₹214.77 Cr
- 31 Dec 2018
- Volatility
- High
- 16.5% 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-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
- 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
- SIP 3Y XIRR
- -9.8%
- 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
- 11 days
- 20 recovered episodes
- Longest recovery
- 45 days
- Trough to prior peak
- Current spell
- 1438 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
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
16
Drawdown
9
Mean
7
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
31 Dec 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 31 Dec 2018
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.
- 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.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Fund - Series 6
ICICI Prudential Mutual Fund
- 1Y
- -12.2%
- 3Y
- +1.9%
- Vol
- 14.7%
- Max DD
- -20.1%
- Sharpe
- -0.11
- 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
- 0.21
- 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
- 0.35
- 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
- -0.08
- 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
- -0.18
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns