MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 16
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.1 years
- NAV
- 12.52
- 2 Mar 2021
- 1Y
- +16.5%
- Trailing CAGR
- AUM
- ₹243.11 Cr
- 31 Mar 2021
- Volatility
- Medium
- 15.2% 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+16.5%
- 3Y+5.6%
- 5Yn/a
- 10Yn/a
- SI+6.8%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+38.3%
- 3Y+11.1%
- 5Yn/a
- 10Yn/a
- Since inception
- +6.8%
- Calendar-day CAGR
- Excess 1Y
- +8.6%
- Category median, same plan and option
- 3Y win rate
- +72%
- Windows beating the median
- 3Y percentile
- 32
- Vs comparable share classes
- Worst rolling 3Y
- -2.2%
- 138 daily-ending windows
- Median rolling 3Y
- +1.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +11.1%
- 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
- 40 days
- 20 recovered episodes
- Longest recovery
- 269 days
- Trough to prior peak
- Current spell
- 12 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
24 Jan 2020 – 16 Dec 2020
Trough 25 Mar 2020 · recovered in 266 days
-16.7%
24 Jan 2018 – 1 Apr 2019
Trough 6 Jul 2018 · recovered in 269 days
-10.3%
3 Jul 2019 – 23 Sept 2019
Trough 22 Aug 2019 · recovered in 32 days
-8.4%
13 Jan 2021 – 8 Feb 2021
Trough 29 Jan 2021 · recovered in 10 days
-6.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
32
Vs category
100
Consistency
65
Risk-adjusted
34
Drawdown
58
Mean
58
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
2 Mar 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 Mar 2021
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
Supporting reads
- The fund beat the category median in 72% 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 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 win rate vs category
- 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 win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown
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
- Higher win rate vs category
Caveat: Deeper drawdown · Lower trailing returns
ICICI Prudential Value Fund - Series 15
ICICI Prudential Mutual Fund
- 1Y
- +16.0%
- 3Y
- +5.8%
- Vol
- 18.7%
- Max DD
- -39.3%
- Sharpe
- 0.18
- 3Y win
- +100%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown