MonitorDirect · Growth
Reliance Yearly Interval Fund - Series 8
Nippon India Mutual FundIncome13.2 years
- NAV
- 13.7847
- 28 Jun 2017
- 1Y
- +7.6%
- Trailing CAGR
- AUM
- ₹141.38 Cr
- 30 Jun 2017
- Volatility
- Low
- 1.0% 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+7.6%
- 3Y+8.2%
- 5Yn/a
- 10Yn/a
- SI+8.3%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+7.0%
- 3Y+7.8%
- 5Yn/a
- 10Yn/a
- Since inception
- +8.3%
- Calendar-day CAGR
- Excess 1Y
- +0.3%
- Category median, same plan and option
- 3Y win rate
- +92%
- Windows beating the median
- 3Y percentile
- 56
- Vs comparable share classes
- Worst rolling 3Y
- +8.2%
- 248 daily-ending windows
- Median rolling 3Y
- +8.7%
- Calendar-day CAGR
- Positive rolling 5Y
- n/a
- 0 daily-ending windows
- SIP 3Y XIRR
- +7.8%
- 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
- 4 days
- 37 recovered episodes
- Longest recovery
- 56 days
- Trough to prior peak
- Current spell
- 0 days
- Days below latest peak
- Time below peak
- +10%
- NAV observations
15 Jul 2013 – 18 Sept 2013
Trough 24 Jul 2013 · recovered in 56 days
-1.8%
10 Jul 2014 – 16 Jul 2014
Trough 11 Jul 2014 · recovered in 5 days
-0.1%
6 Dec 2016 – 13 Dec 2016
Trough 8 Dec 2016 · recovered in 5 days
-0.1%
19 Jun 2013 – 24 Jun 2013
Trough 20 Jun 2013 · recovered in 4 days
-0.1%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
56
Vs category
52
Consistency
72
Risk-adjusted
100
Drawdown
96
Mean
75
What changed
PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
28 Jun 2017
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 28 Jun 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.
Supporting reads
- The fund beat the category median in 92% 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.
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
Caveat: Lower trailing returns
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
Reliance Interval Fund - II - Series 1
Nippon India Mutual Fund
- 1Y
- +7.5%
- 3Y
- +8.5%
- Vol
- 0.5%
- Max DD
- -0.1%
- Sharpe
- 6.80
- 3Y win
- 0%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
Reliance Yearly Interval Fund - Series 5
Nippon India Mutual Fund
- 1Y
- +7.2%
- 3Y
- +8.3%
- Vol
- 0.9%
- Max DD
- -1.4%
- Sharpe
- 3.78
- 3Y win
- +32%
- Lower volatility
- Shallower drawdown
- Higher trailing returns