ReviewPlan n/a · Option n/a

ICICI Prudential Value Fund - Series 7

ICICI Prudential Mutual Fund Close Ended Schemes(Growth11.3 years

NAV: 10.51; 11 Jun 2018
1Y: -15.0%; Trailing CAGR
AUM: ₹8.74 Cr; 30 Jun 2018
Volatility: High; 19.4% annualized

Jun 2016 – Jun 2018

All funds

ReviewPlan n/a · Option n/a

ICICI Prudential Value Fund - Series 7

ICICI Prudential Mutual Fund Close Ended Schemes(Growth11.3 years

NAV: 10.51; 11 Jun 2018
1Y: -15.0%; Trailing CAGR
AUM: ₹8.74 Cr; 30 Jun 2018
Volatility: High; 19.4% annualized

NAV path pending

NAV

11 Jun 2018 · -14.4% over 1Y

10.51

Jun 201710.33 – 13.74Jun 2018

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-15.0%
3Y+1.8%
5Yn/a
10Yn/a
SI+1.6%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-23.2%
3Y-2.2%
5Yn/a
10Yn/a

Since inception: +1.6%; Calendar-day CAGR
Excess 1Y: -24.9%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 19; Vs comparable share classes
Worst rolling 3Y: +1.8%; 1 daily-ending windows
Median rolling 3Y: +1.8%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 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

11 Jun 2018

-23.5%

Jun 2015-24.8% – 0.0%Jun 2018

Average recovery: 14 days; 28 recovered episodes
Longest recovery: 127 days; Trough to prior peak
Current spell: 167 days; Days below latest peak
Time below peak: +91%; NAV observations

26 Dec 2017 – open
Trough 23 Mar 2018 · not recovered
-24.8%
5 Aug 2015 – 1 Jul 2016
Trough 25 Feb 2016 · recovered in 127 days
-24.5%
8 Sept 2016 – 6 Feb 2017
Trough 26 Dec 2016 · recovered in 42 days
-15.1%
26 Jul 2017 – 31 Oct 2017
Trough 27 Sept 2017 · recovered in 34 days
-12.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
19
Vs category
0
Consistency
16
Risk-adjusted
21
Drawdown
38
Mean
19

Portfolio

31 Aug 2026 · 25 holdings · top 10 are 63.4%.

Top 5: 37.6%
Top 10: 63.4%
Largest holding: n/a
Effective holdings: n/a

Sectors

Others
100.0%

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
11 Jun 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 11 Jun 2018

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
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.
AUM fell by 30% or more versus the prior observation.

Supporting reads

No supporting reads in the current evidence set.

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-15.0%
3Y+1.8%
5Yn/a
10Yn/a
SI+1.6%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-23.2%
3Y-2.2%
5Yn/a
10Yn/a

Since inception: +1.6%; Calendar-day CAGR
Excess 1Y: -24.9%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 19; Vs comparable share classes
Worst rolling 3Y: +1.8%; 1 daily-ending windows
Median rolling 3Y: +1.8%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 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: 14 days; 28 recovered episodes
Longest recovery: 127 days; Trough to prior peak
Current spell: 167 days; Days below latest peak
Time below peak: +91%; NAV observations

26 Dec 2017 – open
Trough 23 Mar 2018 · not recovered
-24.8%
5 Aug 2015 – 1 Jul 2016
Trough 25 Feb 2016 · recovered in 127 days
-24.5%
8 Sept 2016 – 6 Feb 2017
Trough 26 Dec 2016 · recovered in 42 days
-15.1%
26 Jul 2017 – 31 Oct 2017
Trough 27 Sept 2017 · recovered in 34 days
-12.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
19
Vs category
0
Consistency
16
Risk-adjusted
21
Drawdown
38
Mean
19

Portfolio

31 Aug 2026 · 25 holdings · top 10 are 63.4%.

Top 5: 37.6%
Top 10: 63.4%
Largest holding: n/a
Effective holdings: n/a

Sectors

Others
100.0%

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
11 Jun 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 11 Jun 2018

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
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.
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.

NAV

11 Jun 2018 · -14.4% over 1Y

10.51

Jun 201710.33 – 13.74Jun 2018

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-15.0%
3Y+1.8%
5Yn/a
10Yn/a
SI+1.6%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-23.2%
3Y-2.2%
5Yn/a
10Yn/a

Since inception: +1.6%; Calendar-day CAGR
Excess 1Y: -24.9%; Category median, same plan and option
3Y win rate: 0%; Windows beating the median
3Y percentile: 19; Vs comparable share classes
Worst rolling 3Y: +1.8%; 1 daily-ending windows
Median rolling 3Y: +1.8%; Calendar-day CAGR
Positive rolling 5Y: n/a; 0 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

11 Jun 2018

-23.5%

Jun 2015-24.8% – 0.0%Jun 2018

Average recovery: 14 days; 28 recovered episodes
Longest recovery: 127 days; Trough to prior peak
Current spell: 167 days; Days below latest peak
Time below peak: +91%; NAV observations

26 Dec 2017 – open
Trough 23 Mar 2018 · not recovered
-24.8%
5 Aug 2015 – 1 Jul 2016
Trough 25 Feb 2016 · recovered in 127 days
-24.5%
8 Sept 2016 – 6 Feb 2017
Trough 26 Dec 2016 · recovered in 42 days
-15.1%
26 Jul 2017 – 31 Oct 2017
Trough 27 Sept 2017 · recovered in 34 days
-12.2%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
19
Vs category
0
Consistency
16
Risk-adjusted
21
Drawdown
38
Mean
19

Portfolio

31 Aug 2026 · 25 holdings · top 10 are 63.4%.

Top 5: 37.6%
Top 10: 63.4%
Largest holding: n/a
Effective holdings: n/a

Sectors

Others
100.0%

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
11 Jun 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 11 Jun 2018

Review

Engine status

Review

Closer look

Why this status

Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
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.
AUM fell by 30% or more versus the prior observation.

Supporting reads

No supporting reads in the current evidence set.

ICICI Prudential Value Fund - Series 7

Returns

Drawdown

Dimensions

Portfolio

What changed

Decision

Worth investigating

ICICI Prudential Fund - Series 6

ICICI Prudential Business Cycle Fund - Series 1

ICICI Prudential Value Fund - Series 11

Reliance Capital Builder Fund- Series A

Reliance Close Ended Equity Fund II- Series A

ICICI Prudential Value Fund - Series 7

ICICI Prudential Value Fund - Series 7

Returns

Drawdown

Dimensions

Portfolio

What changed

Decision

Returns

Drawdown

Dimensions

Portfolio

What changed

Decision

Worth investigating

ICICI Prudential Fund - Series 6

ICICI Prudential Business Cycle Fund - Series 1

ICICI Prudential Value Fund - Series 11

Reliance Capital Builder Fund- Series A

Reliance Close Ended Equity Fund II- Series A

ICICI Prudential Value Fund - Series 7

Returns

Drawdown

Dimensions

Portfolio

What changed

Decision