MonitorPlan n/a · Option n/a
Kotak FMP Series 153 (790 Days)
- NAV
- 13.1634
- 29 May 2017
- 1Y
- +7.5%
- Trailing CAGR
- AUM
- ₹6.35 Cr
- 30 Jun 2017
- Volatility
- Low
- 0.6% 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+7.5%
- 3Y+8.8%
- 5Yn/a
- 10Yn/a
- SI+9.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.8%
- 3Y+8.1%
- 5Yn/a
- 10Yn/a
- Since inception
- +9.0%
- Calendar-day CAGR
- Excess 1Y
- +3.0%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 28
- Vs comparable share classes
- Worst rolling 3Y
- +8.8%
- 37 daily-ending windows
- Median rolling 3Y
- +9.0%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +8.1%
- 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
- 24 recovered episodes
- Longest recovery
- 7 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +6%
- NAV observations
10 Jul 2014 – 21 Jul 2014
Trough 14 Jul 2014 · recovered in 7 days
-0.3%
4 Aug 2014 – 11 Aug 2014
Trough 6 Aug 2014 · recovered in 5 days
-0.1%
15 Dec 2014 – 22 Dec 2014
Trough 17 Dec 2014 · recovered in 5 days
-0.1%
2 Feb 2015 – 4 Feb 2015
Trough 3 Feb 2015 · recovered in 1 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
28
Vs category
69
Consistency
78
Risk-adjusted
100
Drawdown
99
Mean
75
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
29 May 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 29 May 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
- The fund beat the category median in 100% of rolling 3-year windows.
- 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 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%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
Reliance Fixed Horizon Fund - XXIV - Series 9
Nippon India Mutual Fund
- 1Y
- +7.8%
- 3Y
- +9.0%
- Vol
- 0.7%
- Max DD
- -0.2%
- Sharpe
- 5.70
- 3Y win
- 0%
- Shallower drawdown
- Higher trailing returns
Caveat: Higher volatility
Nippon India Fixed Horizon Fund - XXXX - Series 16
Nippon India Mutual Fund
- 1Y
- +12.3%
- 3Y
- +8.8%
- Vol
- 4.4%
- Max DD
- -3.8%
- Sharpe
- 0.87
- 3Y win
- +100%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
UTI - Dual Advantage Fixed Term Fund Series IV-IV (1997 Days)
UTI Mutual Fund
- 1Y
- +4.8%
- 3Y
- +10.6%
- Vol
- 3.1%
- Max DD
- -3.9%
- Sharpe
- 0.85
- 3Y win
- +85%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown