IncomeICICI Prudential Mutual Fund

ICICI Prudential Dynamic Bond Fund - Direct Plan - Growth

₹20.4250▲ 0.0824 (0.41%)

Scheme Type

Open Ended Schemes

NAV History

+5.61%

365 data points · Period:1Y

Returns

CAGR

—

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

Growth of ₹10,000

Hypothetical

1Y Ago

₹10,561

+5.6%

3Y Ago

₹15,201

+52.0%

5Y Ago

—

Past performance ≠ future results

Fund Analytics

Score: 40.9 / 100

Performance

Total Returns

Simple return over period

+4.00%

CAGR

Compound annual growth rate

+4.00%

Growth of ₹10K

Hypothetical investment value

₹10,400

SIP XIRR

SIP internal rate of return

+2.70%

Risk

Volatility (Ann.)

Std deviation of returns

2.83%LOW

Max Drawdown

Worst peak-to-trough

-1.56%

Sharpe Ratio

Risk-adjusted return

-0.71POOR

Sortino Ratio

Downside risk-adjusted return

-1.13POOR

Benchmark

Beta

Market sensitivity

0.01DEF

Alpha

Excess return vs benchmark

-4.42%

Tracking Error

Deviation from benchmark

10.17%

Information Ratio

Alpha per unit tracking error

-0.43

Treynor Ratio

Return per unit systematic risk

-141.30

Capture

Upside Capture

Participation in market gains

6.96%

Downside Capture

Participation in market losses

1.03%

Rolling Returns

1Y Rolling CAGR

Avg 10.7% (3.6% – 17.0%)

Risk-free rate: 6% (10Y G-Sec) · Benchmark: Nifty BeES ETF · As of 2018-05-25

vs Nifty 50

Pre-computed

PeriodFundNifty 50Alpha

1Y+4.0%+177.5%

-4.4%

3Y+8.7%+48.2%

+1.6%

5Y+8.4%+35.2%

+0.6%

Beta

1Y:0.013Y:0.035Y:0.06

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

₹1,48,408

Total Value

₹4,48,408

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