MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 15
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.2 years
- NAV
- 12.70
- 4 Feb 2021
- 1Y
- +16.0%
- Trailing CAGR
- AUM
- ₹162.02 Cr
- 31 Mar 2021
- Volatility
- High
- 18.7% 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+16.0%
- 3Y+5.8%
- 5Yn/a
- 10Yn/a
- SI+6.9%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+55.5%
- 3Y+14.7%
- 5Yn/a
- 10Yn/a
- Since inception
- +6.9%
- Calendar-day CAGR
- Excess 1Y
- +8.1%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 43
- Vs comparable share classes
- Worst rolling 3Y
- -2.1%
- 139 daily-ending windows
- Median rolling 3Y
- +1.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +14.7%
- 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
- 53 days
- 16 recovered episodes
- Longest recovery
- 333 days
- Trough to prior peak
- Current spell
- 21 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
15 Jan 2020 – 1 Dec 2020
Trough 23 Mar 2020 · recovered in 253 days
-39.3%
15 Jan 2018 – 27 May 2019
Trough 28 Jun 2018 · recovered in 333 days
-14.3%
28 May 2019 – 13 Jan 2020
Trough 22 Aug 2019 · recovered in 144 days
-12.6%
14 Jan 2021 – open
Trough 29 Jan 2021 · not recovered
-5.7%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
43
Vs category
100
Consistency
78
Risk-adjusted
34
Drawdown
2
Mean
51
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 4 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 100% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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%
- Lower volatility
- Shallower drawdown
- 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 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 trailing returns
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%
- Lower volatility
- Shallower drawdown
- 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 trailing returns