ReviewPlan n/a · IDCW

Reliance Focused Large Cap Fund- Plan

Nippon Life India Asset Management Limited Growth20.6 years

NAV: 18.3188; 27 Apr 2018
1Y: -2.1%; Trailing CAGR
AUM: ₹88.54 Cr; 30 Jun 2018
Volatility: High; 20.5% annualized

May 2016 – Apr 2018

All funds

ReviewPlan n/a · IDCW

Reliance Focused Large Cap Fund- Plan

Nippon Life India Asset Management Limited Growth20.6 years

NAV: 18.3188; 27 Apr 2018
1Y: -2.1%; Trailing CAGR
AUM: ₹88.54 Cr; 30 Jun 2018
Volatility: High; 20.5% annualized

NAV path pending

NAV

27 Apr 2018 · -2.1% over 1Y

18.3188

Apr 201717.3078 – 21.735Apr 2018

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-2.1%
3Y-1.5%
5Y+4.8%
10Y+2.7%
SI+4.9%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-10.7%
3Y-1.3%
5Y+0.8%
10Y+4.0%

Since inception: +4.9%; Calendar-day CAGR
Excess 1Y: +24.4%; Category median, same plan and option
3Y win rate: +22%; Windows beating the median
3Y percentile: 100; Vs comparable share classes
Worst rolling 3Y: -7.6%; 2231 daily-ending windows
Median rolling 3Y: +4.7%; Calendar-day CAGR
Positive rolling 5Y: +88%; 1738 daily-ending windows
SIP 3Y XIRR: -1.3%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

27 Apr 2018

-20.7%

Apr 2006-54.5% – 0.0%Apr 2018

Average recovery: 41 days; 57 recovered episodes
Longest recovery: 1901 days; Trough to prior peak
Current spell: 1184 days; Days below latest peak
Time below peak: +95%; NAV observations

4 Jan 2008 – 23 May 2014
Trough 9 Mar 2009 · recovered in 1901 days
-55.4%
29 Jan 2015 – open
Trough 29 Feb 2016 · not recovered
-36.3%
10 May 2006 – 13 Oct 2006
Trough 14 Jun 2006 · recovered in 121 days
-23.5%
7 Feb 2007 – 17 May 2007
Trough 5 Mar 2007 · recovered in 73 days
-11.8%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
100
Vs category
100
Consistency
24
Risk-adjusted
29
Drawdown
0
Mean
51

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Apr 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Apr 2018

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.
Maximum drawdown exceeded 35%.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Three-year return is above the category median.

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-2.1%
3Y-1.5%
5Y+4.8%
10Y+2.7%
SI+4.9%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-10.7%
3Y-1.3%
5Y+0.8%
10Y+4.0%

Since inception: +4.9%; Calendar-day CAGR
Excess 1Y: +24.4%; Category median, same plan and option
3Y win rate: +22%; Windows beating the median
3Y percentile: 100; Vs comparable share classes
Worst rolling 3Y: -7.6%; 2231 daily-ending windows
Median rolling 3Y: +4.7%; Calendar-day CAGR
Positive rolling 5Y: +88%; 1738 daily-ending windows
SIP 3Y XIRR: -1.3%; 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: 41 days; 57 recovered episodes
Longest recovery: 1901 days; Trough to prior peak
Current spell: 1184 days; Days below latest peak
Time below peak: +95%; NAV observations

4 Jan 2008 – 23 May 2014
Trough 9 Mar 2009 · recovered in 1901 days
-55.4%
29 Jan 2015 – open
Trough 29 Feb 2016 · not recovered
-36.3%
10 May 2006 – 13 Oct 2006
Trough 14 Jun 2006 · recovered in 121 days
-23.5%
7 Feb 2007 – 17 May 2007
Trough 5 Mar 2007 · recovered in 73 days
-11.8%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
100
Vs category
100
Consistency
24
Risk-adjusted
29
Drawdown
0
Mean
51

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Apr 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Apr 2018

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.
Maximum drawdown exceeded 35%.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Three-year return is above the category median.

Worth investigating

Same-category peers with enough history to inspect beside this fund.

NAV

27 Apr 2018 · -2.1% over 1Y

18.3188

Apr 201717.3078 – 21.735Apr 2018

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-2.1%
3Y-1.5%
5Y+4.8%
10Y+2.7%
SI+4.9%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-10.7%
3Y-1.3%
5Y+0.8%
10Y+4.0%

Since inception: +4.9%; Calendar-day CAGR
Excess 1Y: +24.4%; Category median, same plan and option
3Y win rate: +22%; Windows beating the median
3Y percentile: 100; Vs comparable share classes
Worst rolling 3Y: -7.6%; 2231 daily-ending windows
Median rolling 3Y: +4.7%; Calendar-day CAGR
Positive rolling 5Y: +88%; 1738 daily-ending windows
SIP 3Y XIRR: -1.3%; Simulated monthly SIP

Drawdown

Peak to trough from a running NAV high. Move across the path to read a date.

Drawdown

27 Apr 2018

-20.7%

Apr 2006-54.5% – 0.0%Apr 2018

Average recovery: 41 days; 57 recovered episodes
Longest recovery: 1901 days; Trough to prior peak
Current spell: 1184 days; Days below latest peak
Time below peak: +95%; NAV observations

4 Jan 2008 – 23 May 2014
Trough 9 Mar 2009 · recovered in 1901 days
-55.4%
29 Jan 2015 – open
Trough 29 Feb 2016 · not recovered
-36.3%
10 May 2006 – 13 Oct 2006
Trough 14 Jun 2006 · recovered in 121 days
-23.5%
7 Feb 2007 – 17 May 2007
Trough 5 Mar 2007 · recovered in 73 days
-11.8%

Dimensions

0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.

Returns
100
Vs category
100
Consistency
24
Risk-adjusted
29
Drawdown
0
Mean
51

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
27 Apr 2018

Decision

Quantitative read of the live evidence. An explanation can only restate what is already here.

As of 27 Apr 2018

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.
Maximum drawdown exceeded 35%.
AUM fell by 30% or more versus the prior observation.

Supporting reads

Three-year return is above the category median.

Reliance Focused Large Cap Fund- Plan

Returns

Drawdown

Dimensions

What changed

Decision

Worth investigating

Sahara R.E.A.L Fund - Dividend Option