Debt Scheme - Long Duration FundICICI Prudential Mutual Fund

ICICI Prudential Long Term Bond Fund-Institutional Option-Growth

₹73.5439▼ 0.5849 (0.79%)

Scheme Type

Open Ended Schemes

NAV History

+23.58%

365 data points · Period:1Y

Returns

CAGR

—

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

Growth of ₹10,000

Hypothetical

1Y Ago

₹12,358

+23.6%

3Y Ago

₹15,168

+51.7%

5Y Ago

₹19,847

+98.5%

Past performance ≠ future results

Fund Analytics

Score: 40.1 / 100

Performance

Total Returns

Simple return over period

+16.46%

CAGR

Compound annual growth rate

+16.46%

Growth of ₹10K

Hypothetical investment value

₹11,646

SIP XIRR

SIP internal rate of return

+13.93%

Risk

Volatility (Ann.)

Std deviation of returns

6.18%LOW

Max Drawdown

Worst peak-to-trough

-3.76%

Sharpe Ratio

Risk-adjusted return

1.69GOOD

Sortino Ratio

Downside risk-adjusted return

2.35GOOD

Benchmark

Beta

Market sensitivity

0.03DEF

Alpha

Excess return vs benchmark

+6.75%

Tracking Error

Deviation from benchmark

28.74%

Information Ratio

Alpha per unit tracking error

0.23

Treynor Ratio

Return per unit systematic risk

331.70

Capture

Upside Capture

Participation in market gains

11.21%

Downside Capture

Participation in market losses

-2.01%

Rolling Returns

1Y Rolling CAGR

Avg 9.9% (-1.8% – 29.6%)

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

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y+16.5%+123.7%

+6.8%

3Y+9.4%+42.0%

+2.1%

5Y+9.5%+26.7%

+2.7%

Beta

1Y:0.033Y:0.045Y:0.04

Outperforming 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

₹1,48,408

Total Value

₹4,48,408

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