Icici Prudential Constant Maturity Gilt Fund

Click on + to See NAV
Fund Name NAV Date NAV Rupee Change Percent Change
ICICI Prudential Constant Maturity Gilt Fund - quarterly IDCW 01/Jun/2023 11.2187
0.0090
0.0803%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Quarterly IDCW 01/Jun/2023 11.4703
0.0093
0.0811%
ICICI Prudential Constant Maturity Gilt Fund - Growth 01/Jun/2023 20.9601
0.0169
0.0807%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Growth 01/Jun/2023 21.3581
0.0174
0.0815%

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

Fund Performance Analysis

Icici Prudential Constant Maturity Gilt Fund Analysis

Icici Prudential Constant Maturity Gilt Fund Performance Snapshot (Regular Plan)

Rotate the phone! Best viewed in landscape mode on mobile
KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
1.40
1.40
Yes
No
No
2/4 1.38 / 1.41
1M Rolling Return %
0.70
0.69
Yes
No
No
2/4 0.66 / 0.71
3M Return %
4.80
4.74
Yes
No
No
2/4 4.58 / 4.91
3M Rolling Return %
1.49
1.48
Yes
No
No
2/4 1.42 / 1.52
6M Return %
5.46
5.33
Yes
No
No
2/4 5.11 / 5.48
6M Rolling Return %
2.35
2.37
No
No
Yes
3/4 2.28 / 2.50
1Y Return %
9.89
9.75
Yes
Yes
No
1/4 9.52 / 9.89
1Y Rolling Return %
2.79
2.03
Yes
Yes
No
1/4 0.80 / 2.79
3Y Return %
4.57
3.94
Yes
Yes
No
1/4 3.01 / 4.57
3Y Rolling Return %
9.19
8.28
Yes
Yes
No
1/4 7.00 / 9.19
5Y Return %
8.63
8.05
Yes
No
No
2/4 7.00 / 8.74
Standard Deviation
3.87
3.85
No
No
Yes
3/4 3.70 / 4.02
Semi Deviation
2.81
2.83
Yes
No
Yes
3/4 2.74 / 2.98
Max Drawdown
-3.74
-3.99
Yes
No
No
2/4 -4.65 / -3.61
VaR 1 Y
-4.80
-5.27
Yes
No
No
2/4 -5.88 / -4.78
Average Drawdown
-1.33
-1.88
Yes
Yes
No
1/4 -2.69 / -1.33
Sharpe Ratio
-0.47
-0.65
Yes
Yes
No
1/4 -0.89 / -0.47
Sterling Ratio
0.38
0.32
Yes
Yes
No
1/4 0.24 / 0.38
Sortino Ratio
-0.17
-0.22
Yes
Yes
No
1/4 -0.30 / -0.17
Jensen Alpha
2.71
1.94
Yes
Yes
No
1/4 0.96 / 2.71
Treynor Ratio
-0.02
-0.03
Yes
Yes
No
1/4 -0.04 / -0.02
Modigliani Square measure
4.77
4.14
Yes
Yes
No
1/4 3.31 / 4.77
Active Return
0.02
0.02
Yes
Yes
No
1/4 0.01 / 0.02
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : June 1, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Icici Prudential Constant Maturity Gilt Fund Performance vs Category Average

All parametrs are in percentage

Icici Prudential Constant Maturity Gilt Fund Performance Snapshot (Direct Plan)

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
1.42
1.41
Yes
No
No
2/4 1.40 / 1.44
1M Rolling Return %
0.71
0.71
Yes
No
No
2/4 0.68 / 0.72
3M Return %
4.85
4.80
Yes
No
No
2/4 4.62 / 4.97
3M Rolling Return %
1.53
1.53
Yes
No
No
2/4 1.48 / 1.60
6M Return %
5.54
5.44
Yes
No
No
2/4 5.19 / 5.59
6M Rolling Return %
2.43
2.48
No
No
Yes
3/4 2.39 / 2.66
1Y Return %
10.06
9.98
Yes
No
No
2/4 9.69 / 10.22
1Y Rolling Return %
2.95
2.24
Yes
Yes
No
1/4 1.02 / 2.95
3Y Return %
4.74
4.15
Yes
Yes
No
1/4 3.23 / 4.74
3Y Rolling Return %
9.38
8.50
Yes
Yes
No
1/4 7.23 / 9.38
5Y Return %
8.82
8.27
Yes
No
No
2/4 7.24 / 8.89
Standard Deviation
3.87
3.85
No
No
Yes
3/4 3.70 / 4.02
Semi Deviation
2.81
2.83
Yes
No
Yes
3/4 2.74 / 2.98
Max Drawdown
-3.74
-3.99
Yes
No
No
2/4 -4.65 / -3.61
VaR 1 Y
-4.80
-5.27
Yes
No
No
2/4 -5.88 / -4.78
Average Drawdown
-1.33
-1.88
Yes
Yes
No
1/4 -2.69 / -1.33
Sharpe Ratio
-0.47
-0.65
Yes
Yes
No
1/4 -0.89 / -0.47
Sterling Ratio
0.38
0.32
Yes
Yes
No
1/4 0.24 / 0.38
Sortino Ratio
-0.17
-0.22
Yes
Yes
No
1/4 -0.30 / -0.17
Jensen Alpha
2.71
1.94
Yes
Yes
No
1/4 0.96 / 2.71
Treynor Ratio
-0.02
-0.03
Yes
Yes
No
1/4 -0.04 / -0.02
Modigliani Square measure
4.77
4.14
Yes
Yes
No
1/4 3.31 / 4.77
Active Return
0.02
0.02
Yes
Yes
No
1/4 0.01 / 0.02
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : June 1, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : March 31, 2023 KPIs: Key Performance Indicators

Icici Prudential Constant Maturity Gilt Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 1.40% 1.42%
1M Rolling Return % 0.70% 0.71%
3M Return % 4.80% 4.85%
3M Rolling Return % 1.49% 1.53%
6M Return % 5.46% 5.54%
6M Rolling Return % 2.35% 2.43%
1Y Return % 9.89% 10.06%
1Y Rolling Return % 2.79% 2.95%
3Y Return % 4.57% 4.74%
3Y Rolling Return % 9.19% 9.38%
5Y Return % 8.63% 8.82%
Standard Deviation 3.87% 3.87%
Semi Deviation 2.81% 2.81%
Max Drawdown -3.74% -3.74%
VaR 1 Y -4.80% -4.80%
Average Drawdown -1.33% -1.33%
Sharpe Ratio -0.47% -0.47%
Sterling Ratio 0.38% 0.38%
Sortino Ratio -0.17% -0.17%
Jensen Alpha 2.71% 2.71%
Treynor Ratio -0.02% -0.02%
Modigliani Square measure 4.77% 4.77%
Active Return 0.02% 0.02%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns

Icici Prudential Constant Maturity Gilt Fund Expected Return

Investment Period Mini. Possible Return
in Investment Period
Max. Possible Return
in Investment Period
Expected Return
in Investment Period
Loss Probability
in Investment Period
10 Year 3.75% 7.47% 6.16% 0.00%
One Year -9.26% 28.17% 5.77% 17.94%
Three Year -0.92% 14.88% 6.14% 0.24%
Five Year 1.17% 9.66% 6.01% 0.00%
Seven Year 3.43% 9.77% 6.24% 0.00%

Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.

Annulized Returns


For Any Question Join Our Group On Facebook

Gilt Fund with 10 year constant duration Category Performance Analysis

Return Chart (Regular Plan)

Click on + to See Details
Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Sbi Magnum Constant Maturity Fund

0.09
1
0.27
3
1.41
1
4.67
3
5.28
3
9.88
2
4.25
2
7.81
3

Icici Prudential Constant Maturity Gilt Fund

0.08
2
0.29
1
1.40
2
4.80
2
5.46
2
9.89
1
4.57
1
8.63
2

Dsp 10y G-Sec Fund

0.08
3
0.28
2
1.38
4
4.91
1
5.48
1
9.70
3
3.01
4
7.00
4

Idfc Government Securities Fund - Constant Maturity Plan

0.08
4
0.25
4
1.39
3
4.58
4
5.11
4
9.52
4
3.93
3
8.74
1
Fund Name 1D Return 1W Return 1M Return 3M Return 6M Return 1Y Return 3Y Return 5Y Return
% Rank % Rank % Rank % Rank % Rank % Rank % Rank % Rank

Sbi Magnum Constant Maturity Fund

0.09
1
0.28
3
1.44
1
4.75
3
5.44
3
10.22
1
4.57
2
8.15
3

Icici Prudential Constant Maturity Gilt Fund

0.08
2
0.29
1
1.42
2
4.85
2
5.54
2
10.06
2
4.74
1
8.82
2

Dsp 10y G-Sec Fund

0.08
3
0.29
2
1.40
3
4.97
1
5.59
1
9.93
3
3.23
4
7.24
4

Idfc Government Securities Fund - Constant Maturity Plan

0.08
4
0.26
4
1.40
4
4.62
4
5.19
4
9.69
4
4.07
3
8.89
1
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Dsp 10y G-Sec Fund

0.69
3
1.42
4
2.28
4
0.80
4
7.00
4

Icici Prudential Constant Maturity Gilt Fund

0.70
2
1.49
2
2.35
3
2.79
1
9.19
1

Idfc Gsf - Constant Maturityplan

0.71
1
1.48
3
2.36
2
2.04
3
8.87
2

Sbi Magnum Constant Maturity Fund

0.66
4
1.52
1
2.50
1
2.51
2
8.06
3
Fund Name 1 Month Median Return 3 Month Median Return 6 Month Median Return 1 Year Median Return 3 Year Median Return
% Rank % Rank % Rank % Rank % Rank

Dsp 10y G-Sec Fund

0.71
3
1.48
4
2.39
4
1.02
4
7.23
4

Icici Prudential Constant Maturity Gilt Fund

0.71
2
1.53
2
2.43
3
2.95
1
9.38
1

Idfc Gsf - Constant Maturityplan

0.72
1
1.51
3
2.43
2
2.17
3
9.01
2

Sbi Magnum Constant Maturity Fund

0.68
4
1.60
1
2.66
1
2.82
2
8.39
3
Fund Name VaR 1 Y 95% Max Drawdown Average Drawdown Standard Deviation Semi Deviation
% Rank % Rank % Rank % Rank % Rank

Dsp 10y G-Sec Fund

-5.63
3
-4.65
4
-2.69
4
3.82
2
2.74
1

Icici Prudential Constant Maturity Gilt Fund

-4.80
2
-3.74
2
-1.33
1
3.87
3
2.81
3

Idfc Government Securities Fund - Constant Maturity Plan

-5.88
4
-3.96
3
-1.87
3
4.02
4
2.98
4

Sbi Magnum Constant Maturity Fund

-4.78
1
-3.61
1
-1.63
2
3.70
1
2.77
2
Fund Name Sharpe Ratio Sortino Ratio Sterling ratio Hurst Index Jensen’s Alpha Beta R2 Treynor Ratio Modigliani2 Measure Active Return
% Rank % Rank % Rank % Rank Value Rank Value Rank % Rank % Rank % Rank

Dsp 10y G-Sec Fund

-0.89
4
-0.30
4
0.24
4
0.39
0.96
4 0.97 2
0.80
1
-0.04
4
3.31
4
0.01
4

Icici Prudential Constant Maturity Gilt Fund

-0.47
1
-0.17
1
0.38
1
0.42
2.71
1 0.93 3
0.74
4
-0.02
1
4.77
1
0.02
1

Idfc Government Securities Fund - Constant Maturity Plan

-0.61
2
-0.21
2
0.33
3
0.42
1.95
3 0.98 1
0.77
3
-0.03
2
4.05
3
0.02
2

Sbi Magnum Constant Maturity Fund

-0.65
3
-0.22
3
0.34
2
0.42
2.13
2 0.93 4
0.80
2
-0.03
3
4.41
2
0.02
3

Icici Prudential Constant Maturity Gilt Fund Additional Return Analysis

Icici Prudential Constant Maturity Gilt Fund Value of Investment

Plan Type 1 Day 1 Week 1 Month 3 Month 6 Month 1 Year 3 Year 5 Year
Regular Plan Value of 1000 Rupee 1000.81 1002.85 1014.05 1048.03 1054.56 1098.89 1143.62 1512.36
Direct Plan Value of 1000 Rupee 1000.82 1002.88 1014.18 1048.46 1055.41 1100.65 1149.10 1525.97
Fund Information
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.


For Any Question Join Our Group On Facebook



More Mutual Fund Analysis Article

  • The Treynor Ratio is a performance metric for mutual funds, measuring returns earned above a risk-free investment per unit of market risk.
  • Advantages include risk-adjusted performance evaluation, simplicity, and usefulness for diversified portfolios.
  • Disadvantages involve ignoring unsystematic risk, dependence on beta accuracy, and lack of consideration for current market conditions.
  • The Treynor Ratio is a valuable tool for informed investment decisions but should not be used in isolation.

  • The Sortino Ratio is a risk-adjusted performance measure that evaluates mutual funds based on their downside volatility.
  • It emphasizes downside risk, making it useful for risk-averse investors concerned about capital preservation.
  • The Sortino Ratio helps investors choose funds aligned with their risk tolerance and investment goals.
  • It identifies consistent performers with better risk-adjusted returns.
  • However, the Sortino Ratio neglects the upside potential of investments.

  • The Sterling Ratio is a risk-adjusted measure of return on an investment that focuses on downside volatility.
  • Calculation: (CAGR - Risk-free Rate) / Average of the Largest Annual Losses.
  • Advantages: Emphasizes potential for loss, focuses on larger losses, and provides a realistic view of performance by considering a risk-free rate.
  • Disadvantages: Heavily relies on historical data and might overemphasize the impact of outliers.
  • In practice: the 'Fund A' example with a 10-year CAGR of 15%, risk-free rate of 6%, and five worst drawdowns resulted in a Sterling Ratio of 0.90, indicating a good risk-reward trade-off.
  • Empirical evidence from India suggests that funds with higher Sterling Ratios tend to perform better during downturns.
  • Important note: Investment decisions should not be solely based on the Sterling Ratio, consider other factors and metrics.