ReviewPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 12
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.4 years
- NAV
- 12.21
- 5 Jan 2021
- 1Y
- +3.3%
- Trailing CAGR
- AUM
- ₹1.07 Cr
- 31 Mar 2021
- Volatility
- High
- 16.8% 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+3.3%
- 3Y+0.6%
- 5Yn/a
- 10Yn/a
- SI+5.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+31.8%
- 3Y+8.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +5.5%
- Calendar-day CAGR
- Excess 1Y
- -6.7%
- Category median, same plan and option
- 3Y win rate
- +33%
- Windows beating the median
- 3Y percentile
- 17
- Vs comparable share classes
- Worst rolling 3Y
- -5.5%
- 181 daily-ending windows
- Median rolling 3Y
- -1.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.8%
- 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
- 37 days
- 25 recovered episodes
- Longest recovery
- 548 days
- Trough to prior peak
- Current spell
- 18 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
24 Jan 2020 – 9 Dec 2020
Trough 23 Mar 2020 · recovered in 261 days
-35.6%
9 Jan 2018 – 15 Jan 2020
Trough 16 Jul 2018 · recovered in 548 days
-18.5%
6 Nov 2017 – 19 Dec 2017
Trough 6 Dec 2017 · recovered in 13 days
-4.3%
17 May 2017 – 5 Jun 2017
Trough 24 May 2017 · recovered in 12 days
-4.0%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
17
Vs category
8
Consistency
43
Risk-adjusted
30
Drawdown
11
Mean
22
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
5 Jan 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 5 Jan 2021
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.
- Maximum drawdown exceeded 35%.
- AUM fell by 30% or more versus the prior observation.
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 India Recovery Fund - Series 1
ICICI Prudential Mutual Fund
- 1Y
- -21.4%
- 3Y
- +1.2%
- Vol
- 16.7%
- Max DD
- -31.6%
- Sharpe
- -0.24
- 3Y win
- +58%
- 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 18
ICICI Prudential Mutual Fund
- 1Y
- +54.3%
- 3Y
- +12.0%
- Vol
- 16.6%
- Max DD
- -35.0%
- Sharpe
- 0.43
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns