ReviewPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 5
ICICI Prudential Mutual FundClose Ended Schemes(Growth12 years
- NAV
- 11.26
- 12 Feb 2019
- 1Y
- -13.3%
- Trailing CAGR
- AUM
- ₹45.95 L
- 31 Mar 2019
- Volatility
- Medium
- 15.8% 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-13.3%
- 3Y+9.0%
- 5Yn/a
- 10Yn/a
- SI+2.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-4.0%
- 3Y-1.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +2.7%
- Calendar-day CAGR
- Excess 1Y
- -23.2%
- Category median, same plan and option
- 3Y win rate
- +67%
- Windows beating the median
- 3Y percentile
- 49
- Vs comparable share classes
- Worst rolling 3Y
- -1.6%
- 352 daily-ending windows
- Median rolling 3Y
- +4.2%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -1.0%
- 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
- 24 days
- 26 recovered episodes
- Longest recovery
- 208 days
- Trough to prior peak
- Current spell
- 385 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
3 Mar 2015 – 6 Sept 2016
Trough 11 Feb 2016 · recovered in 208 days
-26.4%
23 Jan 2018 – open
Trough 28 Jun 2018 · not recovered
-21.0%
25 Oct 2016 – 14 Mar 2017
Trough 26 Dec 2016 · recovered in 78 days
-11.9%
26 Jul 2017 – 18 Dec 2017
Trough 11 Aug 2017 · recovered in 129 days
-9.7%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
49
Vs category
0
Consistency
50
Risk-adjusted
21
Drawdown
34
Mean
31
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
12 Feb 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 12 Feb 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.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 67% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
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
Reliance Capital Builder Fund- Series A
Nippon India Mutual Fund
- 1Y
- +31.3%
- 3Y
- n/a
- Vol
- 18.4%
- Max DD
- -23.0%
- Sharpe
- 0.85
- 3Y win
- n/a
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility