MonitorDirect · Growth

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Sahara Asset Management Company Private Limited Growth20.6 years

NAV: 21.2123; 3 Apr 2020
1Y: -25.3%; Trailing CAGR
AUM: ₹1,000; 30 Jun 2016
Volatility: High; 18.3% annualized

Apr 2018 – Apr 2020

All funds

MonitorDirect · Growth

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Sahara Asset Management Company Private Limited Growth20.6 years

NAV: 21.2123; 3 Apr 2020
1Y: -25.3%; Trailing CAGR
AUM: ₹1,000; 30 Jun 2016
Volatility: High; 18.3% annualized

NAV path pending

NAV

3 Apr 2020 · -25.7% over 1Y

21.2123

Apr 201921.1749 – 32.3749Apr 2020

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-25.3%
3Y-6.2%
5Y+2.3%
10Yn/a
SI+5.4%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-44.3%
3Y-17.5%
5Y-4.7%
10Yn/a

Since inception: +5.4%; Calendar-day CAGR
Excess 1Y: +1.2%; Category median, same plan and option
3Y win rate: +85%; Windows beating the median
3Y percentile: 67; Vs comparable share classes
Worst rolling 3Y: -6.2%; 1046 daily-ending windows
Median rolling 3Y: +15.2%; Calendar-day CAGR
Positive rolling 5Y: +100%; 554 daily-ending windows
SIP 3Y XIRR: -17.5%; Simulated monthly SIP

Drawdown

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

Drawdown

3 Apr 2020

-34.5%

Jan 2013-34.6% – 0.0%Apr 2020

Average recovery: 28 days; 50 recovered episodes
Longest recovery: 475 days; Trough to prior peak
Current spell: 65 days; Days below latest peak
Time below peak: +94%; NAV observations

29 Jan 2020 – open
Trough 23 Mar 2020 · not recovered
-34.6%
4 Jan 2013 – 13 May 2014
Trough 28 Aug 2013 · recovered in 258 days
-33.1%
7 Aug 2015 – 22 Jul 2016
Trough 29 Feb 2016 · recovered in 144 days
-24.0%
15 Jan 2018 – 27 Jan 2020
Trough 9 Oct 2018 · recovered in 475 days
-23.3%

Dimensions

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

Returns
67
Vs category
57
Consistency
76
Risk-adjusted
30
Drawdown
14
Mean
49

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
3 Apr 2020

Decision

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

As of 3 Apr 2020

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 85% of rolling 3-year windows.
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-25.3%
3Y-6.2%
5Y+2.3%
10Yn/a
SI+5.4%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-44.3%
3Y-17.5%
5Y-4.7%
10Yn/a

Since inception: +5.4%; Calendar-day CAGR
Excess 1Y: +1.2%; Category median, same plan and option
3Y win rate: +85%; Windows beating the median
3Y percentile: 67; Vs comparable share classes
Worst rolling 3Y: -6.2%; 1046 daily-ending windows
Median rolling 3Y: +15.2%; Calendar-day CAGR
Positive rolling 5Y: +100%; 554 daily-ending windows
SIP 3Y XIRR: -17.5%; 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; 50 recovered episodes
Longest recovery: 475 days; Trough to prior peak
Current spell: 65 days; Days below latest peak
Time below peak: +94%; NAV observations

29 Jan 2020 – open
Trough 23 Mar 2020 · not recovered
-34.6%
4 Jan 2013 – 13 May 2014
Trough 28 Aug 2013 · recovered in 258 days
-33.1%
7 Aug 2015 – 22 Jul 2016
Trough 29 Feb 2016 · recovered in 144 days
-24.0%
15 Jan 2018 – 27 Jan 2020
Trough 9 Oct 2018 · recovered in 475 days
-23.3%

Dimensions

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

Returns
67
Vs category
57
Consistency
76
Risk-adjusted
30
Drawdown
14
Mean
49

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
3 Apr 2020

Decision

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

As of 3 Apr 2020

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 85% of rolling 3-year windows.
Three-year return is above the category median.

Worth investigating

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

NAV

3 Apr 2020 · -25.7% over 1Y

21.2123

Apr 201921.1749 – 32.3749Apr 2020

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-25.3%
3Y-6.2%
5Y+2.3%
10Yn/a
SI+5.4%

SIP XIRR

Equal monthly instalments to latest NAV

1Y-44.3%
3Y-17.5%
5Y-4.7%
10Yn/a

Since inception: +5.4%; Calendar-day CAGR
Excess 1Y: +1.2%; Category median, same plan and option
3Y win rate: +85%; Windows beating the median
3Y percentile: 67; Vs comparable share classes
Worst rolling 3Y: -6.2%; 1046 daily-ending windows
Median rolling 3Y: +15.2%; Calendar-day CAGR
Positive rolling 5Y: +100%; 554 daily-ending windows
SIP 3Y XIRR: -17.5%; Simulated monthly SIP

Drawdown

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

Drawdown

3 Apr 2020

-34.5%

Jan 2013-34.6% – 0.0%Apr 2020

Average recovery: 28 days; 50 recovered episodes
Longest recovery: 475 days; Trough to prior peak
Current spell: 65 days; Days below latest peak
Time below peak: +94%; NAV observations

29 Jan 2020 – open
Trough 23 Mar 2020 · not recovered
-34.6%
4 Jan 2013 – 13 May 2014
Trough 28 Aug 2013 · recovered in 258 days
-33.1%
7 Aug 2015 – 22 Jul 2016
Trough 29 Feb 2016 · recovered in 144 days
-24.0%
15 Jan 2018 – 27 Jan 2020
Trough 9 Oct 2018 · recovered in 475 days
-23.3%

Dimensions

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

Returns
67
Vs category
57
Consistency
76
Risk-adjusted
30
Drawdown
14
Mean
49

What changed

PERFORMANCE
Recent rolling excess versus the category median has deteriorated.
3 Apr 2020

Decision

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

As of 3 Apr 2020

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 85% of rolling 3-year windows.
Three-year return is above the category median.

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Returns

Drawdown

Dimensions

What changed

Decision

Worth investigating

Sahara Midcap Fund-Dividend

Sahara Midcap Fund-Growth Option

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

Sahara R.E.A.L Fund - Growth Fund

Sahara Super 20 Fund

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Returns

Drawdown

Dimensions

What changed

Decision

Returns

Drawdown

Dimensions

What changed

Decision

Worth investigating

Sahara Midcap Fund-Dividend

Sahara Midcap Fund-Growth Option

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

Sahara R.E.A.L Fund - Growth Fund

Sahara Super 20 Fund

Sahara Infrastructure Fund ---FIXED PRICING OPTION

Returns

Drawdown

Dimensions

What changed

Decision