MonitorPlan n/a · Option n/a
Reliance Fixed Horizon Fund - XXIV - Series 11
- NAV
- 14.8722
- 2 Jul 2018
- 1Y
- +6.7%
- Trailing CAGR
- AUM
- ₹47.12 L
- 30 Sept 2018
- 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+6.7%
- 3Y+7.5%
- 5Yn/a
- 10Yn/a
- SI+8.5%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.7%
- 3Y+7.2%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.5%
- Calendar-day CAGR
- Excess 1Y
- +2.4%
- Category median, same plan and option
- 3Y win rate
- +83%
- Windows beating the median
- 3Y percentile
- 53
- Vs comparable share classes
- Worst rolling 3Y
- +7.5%
- 448 daily-ending windows
- Median rolling 3Y
- +8.5%
- 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
- 3 days
- 62 recovered episodes
- Longest recovery
- 21 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +12%
- NAV observations
7 Feb 2017 – 20 Feb 2017
Trough 9 Feb 2017 · recovered in 11 days
-0.3%
26 Aug 2013 – 3 Sept 2013
Trough 28 Aug 2013 · recovered in 6 days
-0.3%
6 Dec 2016 – 29 Dec 2016
Trough 8 Dec 2016 · recovered in 21 days
-0.2%
2 Feb 2015 – 20 Feb 2015
Trough 5 Feb 2015 · recovered in 15 days
-0.2%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
53
Vs category
65
Consistency
62
Risk-adjusted
100
Drawdown
99
Mean
76
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 2 Jul 2018
Monitor
Engine status
Monitor
Recent evidence
Why this status
- AUM fell by 30% or more versus the prior observation.
Supporting reads
- The fund beat the category median in 83% 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 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
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 win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Nippon India Fixed Horizon Fund XXXV- Series 7
Nippon India Mutual Fund
- 1Y
- +5.3%
- 3Y
- +7.9%
- Vol
- 1.0%
- Max DD
- -1.3%
- Sharpe
- 1.94
- 3Y win
- +85%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown
Nippon India Fixed Maturity Plan - XLIV - Series 1
Nippon India Mutual Fund
- 1Y
- +6.2%
- 3Y
- +7.6%
- Vol
- 1.0%
- Max DD
- -0.6%
- Sharpe
- 2.40
- 3Y win
- +100%
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility · Deeper drawdown