ReviewPlan n/a · Option n/a
Reliance Close Ended Equity Fund - Series B
Nippon India Mutual FundClose Ended Schemes(Growth12.7 years
- NAV
- 12.2564
- 1 Jan 2019
- 1Y
- -32.2%
- Trailing CAGR
- AUM
- ₹61.7 L
- 31 Dec 2018
- Volatility
- High
- 18.9% 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-32.2%
- 3Y-8.6%
- 5Yn/a
- 10Yn/a
- SI+4.1%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y-15.7%
- 3Y-9.6%
- 5Y-5.4%
- 10Yn/a
- Since inception
- +4.1%
- Calendar-day CAGR
- Excess 1Y
- -42.1%
- Category median, same plan and option
- 3Y win rate
- +38%
- Windows beating the median
- 3Y percentile
- 2
- Vs comparable share classes
- Worst rolling 3Y
- -9.0%
- 488 daily-ending windows
- Median rolling 3Y
- +0.5%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- -9.6%
- 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
- 28 days
- 27 recovered episodes
- Longest recovery
- 616 days
- Trough to prior peak
- Current spell
- 358 days
- Days below latest peak
- Time below peak
- +93%
- NAV observations
8 Jan 2018 – open
Trough 9 Oct 2018 · not recovered
-38.7%
4 Dec 2014 – 6 Nov 2017
Trough 29 Feb 2016 · recovered in 616 days
-32.8%
7 Jul 2014 – 14 Aug 2014
Trough 11 Jul 2014 · recovered in 34 days
-5.2%
11 Sept 2014 – 31 Oct 2014
Trough 16 Oct 2014 · recovered in 15 days
-4.7%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
2
Vs category
0
Consistency
27
Risk-adjusted
27
Drawdown
3
Mean
12
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
1 Jan 2019
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 1 Jan 2019
Review
Engine status
Review
Closer look
Why this status
- Long-term category-relative performance remains stronger than the most recent rolling 1-year windows, which have deteriorated across multiple periods.
- Recent return trails the category median by 3 percentage points or more, with a weak rolling win rate.
- Three-year return sits below the 25th percentile of comparable share classes.
- Maximum drawdown exceeded 35%.
Supporting reads
No supporting reads in the current evidence set.
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 India Recovery Fund - Series 1
ICICI Prudential Mutual Fund
- 1Y
- -21.4%
- 3Y
- +1.2%
- Vol
- 16.7%
- Max DD
- -31.6%
- Sharpe
- -0.24
- 3Y win
- +58%
- 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
ICICI Prudential Value Fund - Series 13
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- +1.3%
- Vol
- 16.2%
- Max DD
- -37.0%
- Sharpe
- 0.05
- 3Y win
- +47%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns