Icici Prudential Constant Maturity Gilt Fund Overview
Category Gilt Fund with 10 year constant duration
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 17-09-2024
NAV ₹23.05(R) -0.1% ₹23.54(D) -0.1%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 9.22% 5.38% 6.92% 7.54% 8.67%
LumpSum (D) 9.39% 5.54% 7.09% 7.73% 8.9%
SIP (R) -5.58% 6.07% 6.04% 6.27% 6.94%
SIP (D) -5.44% 6.23% 6.21% 6.45% 7.14%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.6 -0.21 0.37 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
3.01% -3.58% -3.74% - 2.21%

No data available

NAV Date: 17-09-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Constant Maturity Gilt Fund - quarterly IDCW 10.97
-0.0100
-0.1000%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Quarterly IDCW 11.22
-0.0100
-0.1000%
ICICI Prudential Constant Maturity Gilt Fund - Growth 23.05
-0.0200
-0.1000%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Growth 23.54
-0.0200
-0.1000%

Review Date: 17-09-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on six return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
    1. Top 25%: The ICICI Prudential Constant Maturity Gilt Fund has one return parameter in the top 25% in the category, as shown below:
      • 5Y Return %
    2. Above Average Below the Top 25%: The ICICI Prudential Constant Maturity Gilt Fund has three return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1M Return %
      • 3M Return %
      • 3Y Return %
    3. Below Average: ICICI Prudential Constant Maturity Gilt Fund has two return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 6M Return %
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided into three groups the lowest 25%, below average but above the lowest 25%, and above average, which are described below.
    1. Lowest 25%: ICICI Prudential Constant Maturity Gilt Fund does not have any risk parameters in the lowest 25% of the category. It means high risk compared to other funds in the category.
    2. Below Average but Above the Lowest 25%: ICICI Prudential Constant Maturity Gilt Fund has two risk parameters that are below average but above the lowest 25% in the category. These are:
      • Standard Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the standard deviation, the greater the risk. The standard deviation of the fund is 3.01 %.
      • Semi-Deviation: It is a measure of the dispersion of a set of data from its mean. It is calculated as the square root of variance by determining the variation between each data point relative to the mean. The higher the semi-deviation, the greater the risk. The semi-deviation of the fund is 2.21 %.
    3. Above Average: ICICI Prudential Constant Maturity Gilt Fund does not have any risk parameters above average; which is a good sign.
  3. Risk Adjusted Performance Parameters: In mutual funds, risk-adjusted performance parameters are evaluation tools that gauge the returns of an investment against the risk taken. They assist investors in comparing various investments, factoring in both risk and returns. We have evaluated three risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: ICICI Prudential Constant Maturity Gilt Fund has two risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: ICICI Prudential Constant Maturity Gilt Fund has a Sharpe Ratio of -0.6 compared to the category average of -0.72.
      • Sortino Ratio: ICICI Prudential Constant Maturity Gilt Fund has a Sortino Ratio of -0.21 compared to the category average of -0.24.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: ICICI Prudential Constant Maturity Gilt Fund has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Sterling Ratio: ICICI Prudential Constant Maturity Gilt Fund has a Sterling Ratio of 0.37 compared to the category average of 0.34.
    3. Below Average Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.10
1.09
1.05 | 1.11 2 | 4 Good
3M Return % 3.14
3.10
2.95 | 3.20 2 | 4 Good
6M Return % 5.23
5.30
5.15 | 5.54 3 | 4 Average
1Y Return % 9.22
9.37
9.08 | 9.85 3 | 4 Average
3Y Return % 5.38
5.23
4.86 | 5.44 2 | 4 Good
5Y Return % 6.92
6.43
5.85 | 6.92 1 | 4 Very Good
7Y Return % 7.54
7.24
5.90 | 8.05 2 | 4 Good
10Y Return % 8.67
8.59
8.50 | 8.67 1 | 3 Very Good
1Y SIP Return % -5.58
-5.46
-5.79 | -4.96 3 | 4 Average
3Y SIP Return % 6.07
6.06
5.87 | 6.23 2 | 4 Good
5Y SIP Return % 6.04
5.76
5.24 | 6.04 1 | 4 Very Good
7Y SIP Return % 6.27
5.90
5.17 | 6.27 1 | 4 Very Good
10Y SIP Return % 6.94
6.91
6.74 | 7.05 2 | 3 Good
Standard Deviation 3.01
3.05
2.94 | 3.21 2 | 4 Good
Semi Deviation 2.21
2.23
2.13 | 2.33 2 | 4 Good
Max Drawdown % -3.74
-4.01
-4.73 | -3.61 2 | 4 Good
VaR 1 Y % -3.58
-3.82
-4.56 | -3.54 2 | 4 Good
Average Drawdown % -0.89
-1.04
-1.44 | -0.85 2 | 4 Good
Sharpe Ratio -0.60
-0.72
-0.99 | -0.60 1 | 4 Very Good
Sterling Ratio 0.37
0.34
0.25 | 0.38 2 | 4 Good
Sortino Ratio -0.21
-0.24
-0.32 | -0.21 1 | 4 Very Good
Return data last Updated On : Sept. 17, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.12 1.11 1.07 | 1.13 2 | 4
3M Return % 3.18 3.16 3.00 | 3.26 3 | 4
6M Return % 5.31 5.42 5.26 | 5.66 3 | 4
1Y Return % 9.39 9.62 9.31 | 10.10 3 | 4
3Y Return % 5.54 5.45 5.08 | 5.78 2 | 4
5Y Return % 7.09 6.65 6.07 | 7.09 1 | 4
7Y Return % 7.73 7.47 6.13 | 8.20 3 | 4
10Y Return % 8.90 8.83 8.76 | 8.90 1 | 3
1Y SIP Return % -5.44 -5.24 -5.59 | -4.74 3 | 4
3Y SIP Return % 6.23 6.29 6.09 | 6.44 3 | 4
5Y SIP Return % 6.21 5.99 5.46 | 6.21 1 | 4
7Y SIP Return % 6.45 6.12 5.39 | 6.45 1 | 4
10Y SIP Return % 7.14 7.15 7.09 | 7.22 2 | 3
Standard Deviation 3.01 3.05 2.94 | 3.21 2 | 4
Semi Deviation 2.21 2.23 2.13 | 2.33 2 | 4
Max Drawdown % -3.74 -4.01 -4.73 | -3.61 2 | 4
VaR 1 Y % -3.58 -3.82 -4.56 | -3.54 2 | 4
Average Drawdown % -0.89 -1.04 -1.44 | -0.85 2 | 4
Sharpe Ratio -0.60 -0.72 -0.99 | -0.60 1 | 4
Sterling Ratio 0.37 0.34 0.25 | 0.38 2 | 4
Sortino Ratio -0.21 -0.24 -0.32 | -0.21 1 | 4
Return data last Updated On : Sept. 17, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.10 ₹ 9,990.00 -0.10 ₹ 9,990.00
1W 0.62 ₹ 10,062.00 0.62 ₹ 10,062.00
1M 1.10 ₹ 10,110.00 1.12 ₹ 10,112.00
3M 3.14 ₹ 10,314.00 3.18 ₹ 10,318.00
6M 5.23 ₹ 10,523.00 5.31 ₹ 10,531.00
1Y 9.22 ₹ 10,922.00 9.39 ₹ 10,939.00
3Y 5.38 ₹ 11,701.00 5.54 ₹ 11,757.00
5Y 6.92 ₹ 13,971.00 7.09 ₹ 14,083.00
7Y 7.54 ₹ 16,636.00 7.73 ₹ 16,843.00
10Y 8.67 ₹ 22,966.00 8.90 ₹ 23,448.00
15Y ₹ ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 -5.58 ₹ 11,633.62 -5.44 ₹ 11,643.44
3Y ₹ 36000 6.07 ₹ 39,477.46 6.23 ₹ 39,577.36
5Y ₹ 60000 6.04 ₹ 69,904.14 6.21 ₹ 70,201.20
7Y ₹ 84000 6.27 ₹ 104,995.80 6.45 ₹ 105,657.22
10Y ₹ 120000 6.94 ₹ 171,539.88 7.14 ₹ 173,318.04
15Y ₹ 180000 ₹ ₹


Date NAV Regular Growth NAV Direct Growth
17-09-2024 23.0525 23.5377
16-09-2024 23.0767 23.5623
13-09-2024 23.0156 23.4996
12-09-2024 22.986 23.4693
11-09-2024 22.9515 23.4339
10-09-2024 22.9113 23.3928
09-09-2024 22.9012 23.3823
06-09-2024 22.8886 23.3692
05-09-2024 22.8841 23.3645
04-09-2024 22.8758 23.3559
03-09-2024 22.8522 23.3318
02-09-2024 22.8386 23.3177
30-08-2024 22.846 23.325
29-08-2024 22.8442 23.323
28-08-2024 22.8434 23.3222
27-08-2024 22.8395 23.318
26-08-2024 22.8506 23.3293
23-08-2024 22.8249 23.3028
22-08-2024 22.8308 23.3087
21-08-2024 22.8241 23.3017
20-08-2024 22.8179 23.2953
19-08-2024 22.8006 23.2775

Fund Launch Date: 25/Aug/2014
Fund Category: Gilt Fund with 10 year constant duration
Investment Objective: To generate income primarily by investing in portfolio of Government Securities while maintaining constant maturity of the portfolio at 10 years. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved.
Fund Description: An open ended debt scheme investing in government securities having a constant maturity of 10 Years
Fund Benchmark: CRISIL 10 Year Gilt Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.