MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 14
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.3 years
- NAV
- 12.39
- 2 Feb 2021
- 1Y
- +13.7%
- Trailing CAGR
- AUM
- ₹118.9 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+13.7%
- 3Y+4.0%
- 5Yn/a
- 10Yn/a
- SI+6.1%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+48.1%
- 3Y+12.7%
- 5Yn/a
- 10Yn/a
- Since inception
- +6.1%
- Calendar-day CAGR
- Excess 1Y
- +5.8%
- Category median, same plan and option
- 3Y win rate
- +75%
- Windows beating the median
- 3Y percentile
- 32
- Vs comparable share classes
- Worst rolling 3Y
- -3.3%
- 162 daily-ending windows
- Median rolling 3Y
- -0.3%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +12.7%
- 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
- 21 days
- 19 recovered episodes
- Longest recovery
- 253 days
- Trough to prior peak
- Current spell
- 20 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
24 Jan 2018 – 1 Dec 2020
Trough 23 Mar 2020 · recovered in 253 days
-36.0%
6 Nov 2017 – 23 Jan 2018
Trough 6 Dec 2017 · recovered in 48 days
-6.6%
13 Jan 2021 – open
Trough 29 Jan 2021 · not recovered
-4.8%
12 Sept 2017 – 12 Oct 2017
Trough 27 Sept 2017 · recovered in 15 days
-3.7%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
32
Vs category
86
Consistency
64
Risk-adjusted
32
Drawdown
10
Mean
45
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 Feb 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 Feb 2021
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Maximum drawdown exceeded 35%.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 75% 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%
- 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
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
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
Caveat: Lower trailing returns
Kotak India Fund Series 4
Kotak Mahindra Mutual Fund
- 1Y
- +50.3%
- 3Y
- +25.4%
- Vol
- 17.0%
- Max DD
- -29.1%
- Sharpe
- 0.91
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility