MonitorPlan n/a · Growth
Kotak India Fund - Series I
Kotak Mahindra Mutual FundClose Ended Schemes(Growth11.4 years
- NAV
- 11.0063
- 7 May 2018
- 1Y
- -9.4%
- Trailing CAGR
- AUM
- ₹66.43 Cr
- 30 Jun 2018
- Volatility
- High
- 16.3% 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-9.4%
- 3Yn/a
- 5Yn/a
- 10Yn/a
- SI+3.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-25.1%
- 3Y-1.1%
- 5Yn/a
- 10Yn/a
- Since inception
- +3.0%
- Calendar-day CAGR
- Excess 1Y
- -20.2%
- 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
- -1.1%
- 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
- 10 days
- 46 recovered episodes
- Longest recovery
- 126 days
- Trough to prior peak
- Current spell
- 104 days
- Days below latest peak
- Time below peak
- +89%
- NAV observations
23 Jan 2018 – open
Trough 23 Mar 2018 · not recovered
-26.0%
19 Aug 2015 – 4 Jul 2016
Trough 29 Feb 2016 · recovered in 126 days
-17.2%
8 Sept 2016 – 3 Apr 2017
Trough 26 Dec 2016 · recovered in 98 days
-14.5%
19 Sept 2017 – 27 Oct 2017
Trough 27 Sept 2017 · recovered in 30 days
-5.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
1
Vs category
0
Consistency
64
Risk-adjusted
22
Drawdown
35
Mean
25
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
7 May 2018
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 7 May 2018
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.
- Risk-adjusted return (Sharpe) is negative over the available daily history.
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 64% of rolling 1-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
ICICI Prudential Fund - Series 6
ICICI Prudential Mutual Fund
- 1Y
- -12.2%
- 3Y
- +1.9%
- Vol
- 14.7%
- Max DD
- -20.1%
- Sharpe
- -0.11
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
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
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%
- 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 5
ICICI Prudential Mutual Fund
- 1Y
- -13.3%
- 3Y
- +9.0%
- Vol
- 15.8%
- Max DD
- -26.4%
- Sharpe
- -0.08
- 3Y win
- +67%
- Lower volatility
- Higher win rate vs category
- Higher trailing returns
Caveat: Deeper drawdown