MonitorPlan n/a · Option n/a
Kotak FMP Series 203
- NAV
- 12.3185
- 7 May 2020
- 1Y
- +7.2%
- Trailing CAGR
- AUM
- ₹46.92 Cr
- 30 Jun 2020
- Volatility
- Low
- 0.7% 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+7.2%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+7.1%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.0%
- 3Y+7.2%
- 5Yn/a
- 10Yn/a
- Since inception
- +7.1%
- Calendar-day CAGR
- Excess 1Y
- +2.7%
- 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
- +7.2%
- 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
- 4 days
- 45 recovered episodes
- Longest recovery
- 35 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +27%
- NAV observations
9 Apr 2018 – 21 Jun 2018
Trough 17 May 2018 · recovered in 35 days
-0.8%
8 Dec 2017 – 8 Jan 2018
Trough 28 Dec 2017 · recovered in 11 days
-0.4%
3 Sept 2018 – 1 Oct 2018
Trough 25 Sept 2018 · recovered in 6 days
-0.4%
20 Sept 2017 – 3 Oct 2017
Trough 22 Sept 2017 · recovered in 11 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
38
Vs category
67
Consistency
54
Risk-adjusted
100
Drawdown
98
Mean
72
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
7 May 2020
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 7 May 2020
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
Reliance Fixed Horizon Fund - XXIV - Series 11
Nippon India Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.5%
- Vol
- 0.7%
- Max DD
- -0.3%
- Sharpe
- 4.93
- 3Y win
- +83%
- 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%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
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
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
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%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility