Hybrid Scheme - Arbitrage FundICICI Prudential Mutual Fund

ICICI Prudential Equity - Arbitrage Fund-Institutional Growth Option

₹26.3343▼ 0.0056 (0.02%)

Scheme Type

Open Ended Schemes

NAV History

+9.67%

365 data points · Period:1Y

Returns

CAGR

—

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

Growth of ₹10,000

Hypothetical

1Y Ago

₹10,967

+9.7%

3Y Ago

₹13,053

+30.5%

5Y Ago

₹16,763

+67.6%

Past performance ≠ future results

Fund Analytics

Score: 40.2 / 100

Performance

Total Returns

Simple return over period

+6.49%

CAGR

Compound annual growth rate

+6.49%

Growth of ₹10K

Hypothetical investment value

₹10,649

SIP XIRR

SIP internal rate of return

+6.24%

Risk

Volatility (Ann.)

Std deviation of returns

1.22%LOW

Max Drawdown

Worst peak-to-trough

-0.58%

Sharpe Ratio

Risk-adjusted return

0.40POOR

Sortino Ratio

Downside risk-adjusted return

0.56AVG

Benchmark

Beta

Market sensitivity

-0.01DEF

Alpha

Excess return vs benchmark

+1.57%

Tracking Error

Deviation from benchmark

30.20%

Information Ratio

Alpha per unit tracking error

0.05

Treynor Ratio

Return per unit systematic risk

-52.63

Capture

Upside Capture

Participation in market gains

1.53%

Downside Capture

Participation in market losses

-3.18%

Rolling Returns

1Y Rolling CAGR

Avg 7.6% (2.7% – 12.1%)

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

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y+6.5%+123.7%

+1.6%

3Y+6.1%+42.0%

+0.5%

5Y+6.2%+26.7%

+0.4%

Beta

1Y:-0.013Y:-0.015Y:-0.01

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

₹79,949

Total Value

₹3,79,949

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