MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.6 years
- NAV
- 13.09
- 29 Jan 2020
- 1Y
- +16.2%
- Trailing CAGR
- AUM
- ₹18.26 Cr
- 31 Mar 2020
- Volatility
- Medium
- 13.9% 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+16.2%
- 3Y+9.4%
- 5Yn/a
- 10Yn/a
- SI+9.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+15.2%
- 3Y+7.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +9.4%
- Calendar-day CAGR
- Excess 1Y
- +8.2%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 53
- Vs comparable share classes
- Worst rolling 3Y
- +9.4%
- 2 daily-ending windows
- Median rolling 3Y
- +9.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.6%
- 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
- 19 days
- 26 recovered episodes
- Longest recovery
- 303 days
- Trough to prior peak
- Current spell
- 27 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
23 Jan 2018 – 18 Dec 2019
Trough 18 Feb 2019 · recovered in 303 days
-15.5%
31 Jul 2017 – 17 Oct 2017
Trough 11 Aug 2017 · recovered in 67 days
-5.7%
16 May 2017 – 31 May 2017
Trough 24 May 2017 · recovered in 7 days
-4.9%
14 Feb 2017 – 29 Mar 2017
Trough 8 Mar 2017 · recovered in 21 days
-4.5%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
53
Vs category
100
Consistency
89
Risk-adjusted
43
Drawdown
61
Mean
69
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 29 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 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
- Higher trailing returns
Caveat: Deeper drawdown
Reliance Close Ended Equity Fund II- Series A
Nippon India Mutual Fund
- 1Y
- +1.7%
- 3Y
- +13.7%
- Vol
- 13.8%
- Max DD
- -17.4%
- Sharpe
- 0.62
- 3Y win
- +100%
- Lower volatility
- Higher trailing returns
Caveat: Deeper drawdown
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 Value Fund - Series 18
ICICI Prudential Mutual Fund
- 1Y
- +54.3%
- 3Y
- +12.0%
- Vol
- 16.6%
- Max DD
- -35.0%
- Sharpe
- 0.43
- 3Y win
- +100%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown