MonitorPlan n/a · Option n/a
ICICI Prudential Value Fund - Series 9
ICICI Prudential Mutual FundClose Ended Schemes(Growth9.9 years
- NAV
- 10.53
- 1 Nov 2019
- 1Y
- +6.7%
- Trailing CAGR
- AUM
- ₹47.67 Cr
- 31 Dec 2019
- Volatility
- Medium
- 13.9% 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+6.7%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+1.7%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+4.6%
- 3Y-0.5%
- 5Yn/a
- 10Yn/a
- Since inception
- +1.7%
- Calendar-day CAGR
- Excess 1Y
- -3.3%
- Category median, same plan and option
- 3Y win rate
- n/a
- Windows beating the median
- 3Y percentile
- n/a
- Vs comparable share classes
- Worst rolling 3Y
- n/a
- 0 daily-ending windows
- Median rolling 3Y
- n/a
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -0.5%
- 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
- 12 days
- 19 recovered episodes
- Longest recovery
- 63 days
- Trough to prior peak
- Current spell
- 675 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
26 Dec 2017 – open
Trough 18 Feb 2019 · not recovered
-27.4%
10 Nov 2016 – 27 Jan 2017
Trough 26 Dec 2016 · recovered in 32 days
-6.8%
16 May 2017 – 26 Jul 2017
Trough 24 May 2017 · recovered in 63 days
-4.8%
26 Jul 2017 – 21 Sept 2017
Trough 11 Aug 2017 · recovered in 41 days
-4.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
37
Vs category
30
Consistency
48
Risk-adjusted
16
Drawdown
31
Mean
32
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 1 Nov 2019
Monitor
Engine status
Monitor
Recent evidence
Why this status
- 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 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
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 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%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
ICICI Prudential Value Fund - Series 5
ICICI Prudential Mutual Fund
- 1Y
- -13.3%
- 3Y
- +9.0%
- Vol
- 15.8%
- Max DD
- -26.4%
- Sharpe
- -0.08
- 3Y win
- +67%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
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