ReviewPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 3
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.5 years
- NAV
- 11.48
- 25 Mar 2019
- 1Y
- +4.1%
- Trailing CAGR
- AUM
- ₹87.41 L
- 31 Mar 2019
- Volatility
- Medium
- 15.6% 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+4.1%
- 3Y-2.9%
- 5Y+2.5%
- 10Yn/a
- SI+2.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+5.8%
- 3Y-2.2%
- 5Y-2.8%
- 10Yn/a
- Since inception
- +2.7%
- Calendar-day CAGR
- Excess 1Y
- -5.9%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 9
- Vs comparable share classes
- Worst rolling 3Y
- -8.0%
- 497 daily-ending windows
- Median rolling 3Y
- -4.1%
- Calendar-day CAGR
- Positive rolling 5Y
- +100%
- 2 daily-ending windows
- SIP 3Y XIRR
- -2.2%
- 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
- 8 days
- 11 recovered episodes
- Longest recovery
- 63 days
- Trough to prior peak
- Current spell
- 1655 days
- Days below latest peak
- Time below peak
- +96%
- NAV observations
12 Sept 2014 – open
Trough 10 Dec 2018 · not recovered
-28.2%
9 Jun 2014 – 18 Aug 2014
Trough 16 Jun 2014 · recovered in 63 days
-7.5%
23 May 2014 – 3 Jun 2014
Trough 27 May 2014 · recovered in 7 days
-3.3%
29 Apr 2014 – 12 May 2014
Trough 8 May 2014 · recovered in 4 days
-2.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
9
Vs category
13
Consistency
3
Risk-adjusted
21
Drawdown
29
Mean
15
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 25 Mar 2019
Review
Engine status
Review
Closer look
Why this status
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
Supporting reads
No supporting reads in the current evidence set.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
- 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 win rate vs category
- 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 win rate vs category
- Higher trailing returns
ICICI Prudential Value Fund - Series 9
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- n/a
- Vol
- 13.9%
- Max DD
- -27.4%
- Sharpe
- -0.18
- 3Y win
- n/a
- 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