MonitorDirect · Growth
Reliance Interval Fund - II - Series 4
Nippon India Mutual FundIncome12.9 years
- NAV
- 13.6322
- 10 Nov 2017
- 1Y
- +6.9%
- Trailing CAGR
- AUM
- ₹22.5 Cr
- 31 Dec 2017
- Volatility
- Low
- 0.5% 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+6.9%
- 3Y+7.6%
- 5Yn/a
- 10Yn/a
- SI+8.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+6.9%
- 3Y+7.3%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.0%
- Calendar-day CAGR
- Excess 1Y
- -0.5%
- Category median, same plan and option
- 3Y win rate
- 0%
- Windows beating the median
- 3Y percentile
- 44
- Vs comparable share classes
- Worst rolling 3Y
- +7.6%
- 251 daily-ending windows
- Median rolling 3Y
- +8.0%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.3%
- 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
- 3 days
- 26 recovered episodes
- Longest recovery
- 7 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +7%
- NAV observations
6 Dec 2016 – 15 Dec 2016
Trough 8 Dec 2016 · recovered in 7 days
-0.2%
27 Jan 2014 – 4 Feb 2014
Trough 30 Jan 2014 · recovered in 5 days
-0.1%
7 Feb 2017 – 13 Feb 2017
Trough 8 Feb 2017 · recovered in 5 days
-0.1%
6 Nov 2013 – 19 Nov 2013
Trough 14 Nov 2013 · recovered in 5 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
44
Vs category
47
Consistency
8
Risk-adjusted
100
Drawdown
100
Mean
60
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
10 Nov 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 10 Nov 2017
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.
ICICI Prudential Interval Fund - Series VII - Annual Interval Plan - C
ICICI Prudential Mutual Fund
- 1Y
- +6.7%
- 3Y
- +7.7%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.69
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
ICICI Prudential Interval Fund - Half Yearly Interval Plan II - Retail
ICICI Prudential Mutual Fund
- 1Y
- +12.0%
- 3Y
- n/a
- Vol
- 3.1%
- Max DD
- 0.0%
- Sharpe
- 1.54
- 3Y win
- n/a
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
Caveat: Higher volatility
IL&FS Infrastructure Debt Fund Series 1A
IL&FS Infra Asset Management Limited
- 1Y
- +12.3%
- 3Y
- +11.6%
- Vol
- n/a
- Max DD
- 0.0%
- Sharpe
- n/a
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
IL&FS Infrastructure Debt Fund Series 1A - payout option
IL&FS Infra Asset Management Limited
- 1Y
- +12.3%
- 3Y
- +11.6%
- Vol
- n/a
- Max DD
- 0.0%
- Sharpe
- n/a
- 3Y win
- +100%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns
IL&FS Infrastructure Debt Fund Series 2C - Growth
IL&FS Infra Asset Management Limited
- 1Y
- +8.1%
- 3Y
- +22.5%
- Vol
- n/a
- Max DD
- 0.0%
- Sharpe
- n/a
- 3Y win
- +10%
- Shallower drawdown
- Higher win rate vs category
- Higher trailing returns