Debt Scheme - Long Duration FundICICI Prudential Mutual Fund

ICICI Prudential Long Term Bond Fund - Half Yearly IDCW

₹11.1771▼ 0.0264 (0.24%)

Scheme Type

Open Ended Schemes

NAV History

+0.43%

365 data points · Period: 1Y

Returns

CAGR

—

Returns over 1Y are annualized (CAGR). Past performance ≠ future results.

Growth of ₹10,000

Hypothetical

1Y Ago

₹10,043

+0.4%

3Y Ago

₹10,404

+4.0%

5Y Ago

₹9,435

-5.7%

Past performance ≠ future results

Fund Analytics

Score: 63.6 / 100

Performance

Total Returns

Simple return over period

-3.95%

CAGR

Compound annual growth rate

-3.95%

Growth of ₹10K

Hypothetical investment value

₹9,605

SIP XIRR

SIP internal rate of return

+1.80%

Risk

Volatility (Ann.)

Std deviation of returns

6.13%LOW

Max Drawdown

Worst peak-to-trough

-8.42%

Sharpe Ratio

Risk-adjusted return

-1.63POOR

Sortino Ratio

Downside risk-adjusted return

-1.60POOR

Benchmark

Beta

Market sensitivity

0.02DEF

Alpha

Excess return vs benchmark

-10.63%

Tracking Error

Deviation from benchmark

18.51%

Information Ratio

Alpha per unit tracking error

-0.57

Treynor Ratio

Return per unit systematic risk

-470.53

Capture

Upside Capture

Participation in market gains

0.66%

Downside Capture

Participation in market losses

4.37%

Rolling Returns

1Y Rolling CAGR

Avg -2.8% (-7.0% – 3.8%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2022-09-16

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y-4.0%+38.0%

-10.6%

3Y——

—

5Y——

—

Beta

1Y: 0.023Y: —5Y: —

Underperforming the Nifty 50 index

Pre-computed metrics. Benchmark: Nippon India ETF Nifty BeES. Alpha = Fund CAGR − Index CAGR.

SIP Calculator

Auto-filled

Monthly

₹500₹1L

Period

Return (%)•

Invested

₹3,00,000

Wealth Gained

₹7,751

Total Value

₹3,07,751

*Based on historical CAGR. Projections are illustrative, not guaranteed