MonitorPlan n/a · Option n/a
Kotak FMP Series 105 (370 Days)
- NAV
- 10.0001
- 4 Aug 2014
- 1Y
- -0.3%
- Trailing CAGR
- AUM
- ₹4.06 L
- 30 Sept 2014
- Volatility
- Medium
- 9.5% 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-0.3%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI-0.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-8.8%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- Since inception
- -0.3%
- Calendar-day CAGR
- Excess 1Y
- -4.8%
- 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
- n/a
- 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
- 2 days
- 18 recovered episodes
- Longest recovery
- 6 days
- Trough to prior peak
- Current spell
- 3 days
- Days below latest peak
- Time below peak
- +18%
- NAV observations
1 Aug 2014 – open
Trough 4 Aug 2014 · not recovered
-9.1%
5 Aug 2013 – 21 Aug 2013
Trough 19 Aug 2013 · recovered in 2 days
-0.5%
26 Aug 2013 – 2 Sept 2013
Trough 28 Aug 2013 · recovered in 5 days
-0.2%
5 Sept 2013 – 12 Sept 2013
Trough 6 Sept 2013 · recovered in 6 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
22
Vs category
20
Consistency
0
Risk-adjusted
0
Drawdown
77
Mean
24
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 4 Aug 2014
Monitor
Engine status
Monitor
Recent evidence
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
- Peak-to-trough drawdown has stayed shallower than 15%.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
Kotak FMP Series 137 (371 Days)
Kotak Mahindra Mutual Fund
- 1Y
- +8.4%
- 3Y
- +8.8%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.87
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Kotak FMP Series 172 (1126 Days)
Kotak Mahindra Mutual Fund
- 1Y
- +8.6%
- 3Y
- +9.7%
- Vol
- 0.8%
- Max DD
- -0.2%
- Sharpe
- 5.66
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Kotak FMP Series 178 (1099 Days)
Kotak Mahindra Mutual Fund
- 1Y
- +7.3%
- 3Y
- n/a
- Vol
- 0.7%
- Max DD
- -0.4%
- Sharpe
- 4.32
- 3Y win
- n/a
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Kotak FMP Series 247
Kotak Mahindra Mutual Fund
- 1Y
- +3.9%
- 3Y
- +7.5%
- Vol
- 1.3%
- Max DD
- -1.7%
- Sharpe
- 2.39
- 3Y win
- +34%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
kotak FMP Series 259
Kotak Mahindra Mutual Fund
- 1Y
- +3.9%
- 3Y
- +6.7%
- Vol
- 1.3%
- Max DD
- -1.7%
- Sharpe
- 1.80
- 3Y win
- +13%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns