MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 10
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.7 years
- NAV
- 12.32
- 13 Jan 2020
- 1Y
- +7.4%
- Trailing CAGR
- AUM
- ₹32.27 L
- 31 Mar 2020
- Volatility
- Medium
- 11.2% 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+7.4%
- 3Y+7.0%
- 5Yn/a
- 10Yn/a
- SI+7.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+12.9%
- 3Y+3.9%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.0%
- Calendar-day CAGR
- Excess 1Y
- -2.6%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 34
- Vs comparable share classes
- Worst rolling 3Y
- +7.0%
- 1 daily-ending windows
- Median rolling 3Y
- +7.0%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +3.9%
- 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
- 6 days
- 27 recovered episodes
- Longest recovery
- 35 days
- Trough to prior peak
- Current spell
- 713 days
- Days below latest peak
- Time below peak
- +92%
- NAV observations
30 Jan 2018 – open
Trough 18 Feb 2019 · not recovered
-16.6%
25 Jul 2017 – 1 Nov 2017
Trough 27 Sept 2017 · recovered in 35 days
-6.7%
16 May 2017 – 5 Jun 2017
Trough 24 May 2017 · recovered in 12 days
-3.2%
27 Nov 2017 – 18 Dec 2017
Trough 6 Dec 2017 · recovered in 12 days
-2.7%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
34
Vs category
34
Consistency
71
Risk-adjusted
35
Drawdown
59
Mean
47
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 13 Jan 2020
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.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
HDFC Equity Opp Fund - II - 1100D June 2017 (1)
HDFC Mutual Fund
- 1Y
- +23.6%
- 3Y
- +11.1%
- Vol
- 20.0%
- Max DD
- -33.6%
- Sharpe
- 0.16
- 3Y win
- 0%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
HDFC Equity Opp Fund - II - 1126D May 2017 (1)
HDFC Mutual Fund
- 1Y
- +25.6%
- 3Y
- +12.6%
- Vol
- 17.4%
- Max DD
- -30.4%
- Sharpe
- 0.24
- 3Y win
- 0%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
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%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
ICICI Prudential Value Fund - Series 17
ICICI Prudential Mutual Fund
- 1Y
- +58.7%
- 3Y
- +7.7%
- Vol
- 17.3%
- Max DD
- -37.4%
- Sharpe
- 0.21
- 3Y win
- +74%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown