Debt Scheme - Long Duration FundICICI Prudential Mutual Fund

ICICI Prudential Long Term Bond Fund-Institutional Quarterly Dividend

₹11.7562▼ 0.0935 (0.79%)

Scheme Type

Open Ended Schemes

NAV History

+4.14%

365 data points · Period:1Y

Returns

CAGR

—

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

Growth of ₹10,000

Hypothetical

1Y Ago

₹10,414

+4.1%

3Y Ago

₹10,478

+4.8%

5Y Ago

₹9,509

-4.9%

Past performance ≠ future results

Fund Analytics

Score: 40.0 / 100

Performance

Total Returns

Simple return over period

+4.97%

CAGR

Compound annual growth rate

+4.97%

Growth of ₹10K

Hypothetical investment value

₹10,497

SIP XIRR

SIP internal rate of return

+5.74%

Risk

Volatility (Ann.)

Std deviation of returns

8.83%LOW

Max Drawdown

Worst peak-to-trough

-6.81%

Sharpe Ratio

Risk-adjusted return

-0.12POOR

Sortino Ratio

Downside risk-adjusted return

-0.10POOR

Benchmark

Beta

Market sensitivity

0.04DEF

Alpha

Excess return vs benchmark

-5.69%

Tracking Error

Deviation from benchmark

29.20%

Information Ratio

Alpha per unit tracking error

-0.20

Treynor Ratio

Return per unit systematic risk

-25.96

Capture

Upside Capture

Participation in market gains

10.45%

Downside Capture

Participation in market losses

4.87%

Rolling Returns

1Y Rolling CAGR

Avg 1.0% (-11.6% – 19.5%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2020-04-24

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y+5.0%+123.7%

-5.7%

3Y+1.3%+42.0%

-6.0%

5Y+0.7%+26.7%

-5.8%

Beta

1Y:0.043Y:0.045Y:0.02

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

₹15,762

Total Value

₹3,15,762

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