MonitorPlan n/a · Option n/a
UTI - Focussed Equity Fund - Series I ( 2195 Days)
- NAV
- 14.3308
- 7 Sept 2020
- 1Y
- +13.8%
- Trailing CAGR
- AUM
- ₹49.79 Cr
- 30 Sept 2020
- Volatility
- High
- 17.7% 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+13.8%
- 3Y+2.2%
- 5Y+7.4%
- 10Yn/a
- SI+6.0%
SIP XIRR
Equal monthly instalments to latest NAV
- 1Y+16.7%
- 3Y+5.1%
- 5Y+6.0%
- 10Yn/a
- Since inception
- +6.0%
- Calendar-day CAGR
- Excess 1Y
- +5.9%
- Category median, same plan and option
- 3Y win rate
- +100%
- Windows beating the median
- 3Y percentile
- 26
- Vs comparable share classes
- Worst rolling 3Y
- -7.6%
- 737 daily-ending windows
- Median rolling 3Y
- +7.3%
- Calendar-day CAGR
- Positive rolling 5Y
- +93%
- 246 daily-ending windows
- SIP 3Y XIRR
- +5.1%
- 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
- 16 days
- 34 recovered episodes
- Longest recovery
- 190 days
- Trough to prior peak
- Current spell
- 958 days
- Days below latest peak
- Time below peak
- +94%
- NAV observations
23 Jan 2018 – open
Trough 23 Mar 2020 · not recovered
-36.3%
3 Mar 2015 – 6 Sept 2016
Trough 29 Feb 2016 · recovered in 190 days
-26.5%
8 Sept 2016 – 6 Feb 2017
Trough 26 Dec 2016 · recovered in 42 days
-11.7%
4 Dec 2014 – 15 Jan 2015
Trough 17 Dec 2014 · recovered in 29 days
-5.9%
Dimensions
0–100 reads of named metrics. The mean is unweighted and only uses dimensions with data.
Returns
26
Vs category
87
Consistency
83
Risk-adjusted
31
Drawdown
9
Mean
47
Decision
Quantitative read of the live evidence. An explanation can only restate what is already here.
As of 7 Sept 2020
Monitor
Engine status
Monitor
Recent evidence
Why this status
- Maximum drawdown exceeded 35%.
Supporting reads
- The fund beat the category median in 100% of rolling 3-year windows.
Worth investigating
Same-category peers with enough history to inspect beside this fund.
HDFC Equity Opp Fund - II - 1126D May 2017 (1)
HDFC Mutual Fund
- 1Y
- +25.6%
- 3Y
- +12.6%
- Vol
- 17.4%
- Max DD
- -30.4%
- Sharpe
- 0.24
- 3Y win
- 0%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Business Cycle Fund - Series 1
ICICI Prudential Mutual Fund
- 1Y
- -7.6%
- 3Y
- +10.8%
- Vol
- 13.2%
- Max DD
- -21.3%
- Sharpe
- 0.21
- 3Y win
- +74%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Value Fund - Series 11
ICICI Prudential Mutual Fund
- 1Y
- +16.2%
- 3Y
- +9.4%
- Vol
- 13.9%
- Max DD
- -15.5%
- Sharpe
- 0.35
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Value Fund - Series 14
ICICI Prudential Mutual Fund
- 1Y
- +13.7%
- 3Y
- +4.0%
- Vol
- 16.8%
- Max DD
- -36.0%
- Sharpe
- 0.13
- 3Y win
- +75%
- Lower volatility
- Shallower drawdown
- Higher trailing returns
ICICI Prudential Value Fund - Series 18
ICICI Prudential Mutual Fund
- 1Y
- +54.3%
- 3Y
- +12.0%
- Vol
- 16.6%
- Max DD
- -35.0%
- Sharpe
- 0.43
- 3Y win
- +100%
- Lower volatility
- Shallower drawdown
- Higher trailing returns