MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 18
ICICI Prudential Mutual FundClose Ended Schemes(Growth8.9 years
- NAV
- 14.75
- 17 May 2021
- 1Y
- +54.3%
- Trailing CAGR
- AUM
- ₹58.25 Cr
- 30 Jun 2021
- Volatility
- High
- 16.6% 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+54.3%
- 3Y+12.0%
- 5Yn/a
- 10Yn/a
- SI+11.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+46.8%
- 3Y+18.3%
- 5Yn/a
- 10Yn/a
- Since inception
- +11.3%
- Calendar-day CAGR
- Excess 1Y
- +46.4%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 60
- Vs comparable share classes
- Worst rolling 3Y
- +2.8%
- 136 daily-ending windows
- Median rolling 3Y
- +10.2%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +18.3%
- 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
- 17 days
- 42 recovered episodes
- Longest recovery
- 254 days
- Trough to prior peak
- Current spell
- 6 days
- Days below latest peak
- Time below peak
- +86%
- NAV observations
24 Jan 2020 – 2 Dec 2020
Trough 23 Mar 2020 · recovered in 254 days
-35.0%
13 Jan 2021 – 3 Feb 2021
Trough 29 Jan 2021 · recovered in 5 days
-6.2%
3 Mar 2021 – 11 May 2021
Trough 12 Apr 2021 · recovered in 29 days
-5.9%
7 Sept 2018 – 19 Dec 2018
Trough 26 Oct 2018 · recovered in 54 days
-5.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
60
Vs category
100
Consistency
85
Risk-adjusted
46
Drawdown
13
Mean
61
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
17 May 2021
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 17 May 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.
- 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.
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 trailing returns
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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
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
Caveat: Lower 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
Caveat: Lower 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
Caveat: Lower trailing returns