MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 20
ICICI Prudential Mutual FundClose Ended Schemes(Growth8.6 years
- NAV
- 13.43
- 22 Jul 2021
- 1Y
- +50.9%
- Trailing CAGR
- AUM
- ₹95.1 Cr
- 30 Sept 2021
- Volatility
- High
- 17.7% 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+50.9%
- 3Y+12.9%
- 5Yn/a
- 10Yn/a
- SI+8.9%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+49.8%
- 3Y+22.6%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.9%
- Calendar-day CAGR
- Excess 1Y
- +43.0%
- Category median, same plan and option
- 3Y win rate
- +56%
- Windows beating the median
- 3Y percentile
- 64
- Vs comparable share classes
- Worst rolling 3Y
- +5.7%
- 112 daily-ending windows
- Median rolling 3Y
- +8.1%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +22.6%
- 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
- 23 days
- 21 recovered episodes
- Longest recovery
- 253 days
- Trough to prior peak
- Current spell
- 37 days
- Days below latest peak
- Time below peak
- +92%
- NAV observations
15 Jan 2020 – 1 Dec 2020
Trough 23 Mar 2020 · recovered in 253 days
-35.2%
19 Apr 2018 – 28 Nov 2019
Trough 22 Aug 2019 · recovered in 98 days
-12.2%
14 Jan 2021 – 8 Feb 2021
Trough 29 Jan 2021 · recovered in 10 days
-6.7%
3 Mar 2021 – 5 May 2021
Trough 25 Mar 2021 · recovered in 41 days
-5.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
64
Vs category
100
Consistency
45
Risk-adjusted
39
Drawdown
12
Mean
52
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 22 Jul 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 56% of rolling 3-year windows.
- Three-year return is above the category median.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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%
- 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
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
Caveat: Lower 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
Caveat: Lower trailing returns