MonitorPlan n/a · Option n/a
Reliance Close Ended Equity Fund II- Series A
Nippon India Mutual FundClose Ended Schemes(Growth12.3 years
- NAV
- 19.3301
- 28 May 2019
- 1Y
- +1.7%
- Trailing CAGR
- AUM
- ₹1.92 Cr
- 30 Jun 2019
- Volatility
- Medium
- 13.8% 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+1.7%
- 3Y+13.7%
- 5Yn/a
- 10Yn/a
- SI+13.4%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+10.7%
- 3Y+9.3%
- 5Y+10.2%
- 10Yn/a
- Since inception
- +13.4%
- Calendar-day CAGR
- Excess 1Y
- -8.3%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 60
- Vs comparable share classes
- Worst rolling 3Y
- +6.9%
- 488 daily-ending windows
- Median rolling 3Y
- +12.1%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +9.3%
- 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
- 15 days
- 39 recovered episodes
- Longest recovery
- 158 days
- Trough to prior peak
- Current spell
- 505 days
- Days below latest peak
- Time below peak
- +91%
- NAV observations
5 Mar 2015 – 5 Aug 2016
Trough 29 Feb 2016 · recovered in 158 days
-17.4%
8 Jan 2018 – open
Trough 26 Oct 2018 · not recovered
-15.3%
5 Oct 2016 – 30 Mar 2017
Trough 26 Dec 2016 · recovered in 94 days
-12.8%
16 May 2017 – 25 Oct 2017
Trough 24 May 2017 · recovered in 154 days
-6.8%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
60
Vs category
0
Consistency
93
Risk-adjusted
56
Drawdown
57
Mean
53
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
28 May 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 28 May 2019
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.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
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
Caveat: Deeper drawdown · Lower 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%
- Shallower drawdown
Caveat: Higher volatility · Lower trailing returns
Kotak India Fund Series 4
Kotak Mahindra Mutual Fund
- 1Y
- +50.3%
- 3Y
- +25.4%
- Vol
- 17.0%
- Max DD
- -29.1%
- Sharpe
- 0.91
- 3Y win
- +100%
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Kotak India Fund Series 7
Kotak Mahindra Mutual Fund
- 1Y
- +38.2%
- 3Y
- n/a
- Vol
- 19.7%
- Max DD
- -30.0%
- Sharpe
- 0.55
- 3Y win
- n/a
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Nippon India Capital Builder Fund IV- Series D
Nippon India Mutual Fund
- 1Y
- +28.1%
- 3Y
- n/a
- Vol
- 21.6%
- Max DD
- -58.0%
- Sharpe
- -0.08
- 3Y win
- n/a
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown