ReviewPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 4
ICICI Prudential Mutual FundClose Ended Schemes(Growth12.4 years
- NAV
- 10.17
- 8 May 2019
- 1Y
- -7.6%
- Trailing CAGR
- AUM
- ₹17.37 Cr
- 30 Jun 2019
- Volatility
- High
- 18.4% 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-7.6%
- 3Y-0.6%
- 5Yn/a
- 10Yn/a
- SI+0.1%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+1.1%
- 3Y-4.1%
- 5Y-4.3%
- 10Yn/a
- Since inception
- +0.1%
- Calendar-day CAGR
- Excess 1Y
- -17.5%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 13
- Vs comparable share classes
- Worst rolling 3Y
- -10.8%
- 493 daily-ending windows
- Median rolling 3Y
- -4.3%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -4.1%
- 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
- 7 days
- 8 recovered episodes
- Longest recovery
- 35 days
- Trough to prior peak
- Current spell
- 1689 days
- Days below latest peak
- Time below peak
- +96%
- NAV observations
22 Sept 2014 – open
Trough 9 Oct 2018 · not recovered
-40.5%
7 Jul 2014 – 18 Aug 2014
Trough 14 Jul 2014 · recovered in 35 days
-8.5%
9 Jun 2014 – 25 Jun 2014
Trough 13 Jun 2014 · recovered in 12 days
-3.9%
15 Sept 2014 – 18 Sept 2014
Trough 16 Sept 2014 · recovered in 2 days
-2.5%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
13
Vs category
0
Consistency
0
Risk-adjusted
16
Drawdown
0
Mean
6
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 8 May 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.
- Maximum drawdown exceeded 35%.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
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 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
- 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 13
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- +1.3%
- Vol
- 16.2%
- Max DD
- -37.0%
- Sharpe
- 0.05
- 3Y win
- +47%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns