MonitorPlan n/a · Option n/a
Kotak FMP Series 113 (1094 Days)
- NAV
- 14.1241
- 12 Oct 2017
- 1Y
- +5.4%
- Trailing CAGR
- AUM
- ₹15,000
- 31 Dec 2017
- Volatility
- Low
- 1.0% 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+5.4%
- 3Y+7.7%
- 5Yn/a
- 10Yn/a
- SI+8.6%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.1%
- 3Y+7.0%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.6%
- Calendar-day CAGR
- Excess 1Y
- +0.9%
- Category median, same plan and option
- 3Y win rate
- +44%
- Windows beating the median
- 3Y percentile
- 26
- Vs comparable share classes
- Worst rolling 3Y
- +7.6%
- 264 daily-ending windows
- Median rolling 3Y
- +8.4%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.0%
- 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
- 4 days
- 50 recovered episodes
- Longest recovery
- 15 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +15%
- NAV observations
5 Nov 2013 – 25 Nov 2013
Trough 14 Nov 2013 · recovered in 11 days
-0.8%
19 Sept 2013 – 4 Oct 2013
Trough 24 Sept 2013 · recovered in 10 days
-0.7%
9 Oct 2013 – 21 Oct 2013
Trough 15 Oct 2013 · recovered in 6 days
-0.4%
21 Jan 2014 – 7 Feb 2014
Trough 30 Jan 2014 · recovered in 8 days
-0.4%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
27
Vs category
56
Consistency
41
Risk-adjusted
100
Drawdown
98
Mean
64
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
12 Oct 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 12 Oct 2017
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- Risk-adjusted return sits above the documented risk-free proxy.
- 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
Reliance Fixed Horizon Fund XXX- Series 12
Nippon India Mutual Fund
- 1Y
- +7.5%
- 3Y
- +7.8%
- Vol
- 0.8%
- Max DD
- -0.5%
- Sharpe
- 3.36
- 3Y win
- +65%
- 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
Caveat: Lower trailing returns
Nippon India Fixed Horizon Fund XXXV- Series 7
Nippon India Mutual Fund
- 1Y
- +5.3%
- 3Y
- +7.9%
- Vol
- 1.0%
- Max DD
- -1.3%
- Sharpe
- 1.94
- 3Y win
- +85%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown