Icici Prudential Constant Maturity Gilt Fund

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Fund Name NAV Date NAV Rupee Change Percent Change
ICICI Prudential Constant Maturity Gilt Fund - quarterly IDCW 07/Feb/2023 10.8429
0.0079
0.0729%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Quarterly IDCW 07/Feb/2023 11.0847
0.0081
0.0731%
ICICI Prudential Constant Maturity Gilt Fund - Growth 07/Feb/2023 20.0984
0.0146
0.0727%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Growth 07/Feb/2023 20.4698
0.0149
0.0728%

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)

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KPIs* Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
0.74
0.71
Yes
Yes
No
1/4 0.70 / 0.74
1M Rolling Return %
0.34
0.31
Yes
Yes
No
1/4 0.26 / 0.34
3M Return %
1.89
1.84
Yes
Yes
No
1/4 1.80 / 1.89
3M Rolling Return %
0.44
0.46
No
No
Yes
3/4 0.44 / 0.53
6M Return %
3.34
3.31
Yes
No
No
2/4 3.19 / 3.36
6M Rolling Return %
0.12
-0.04
Yes
No
No
2/4 -0.54 / 0.43
1Y Return %
3.62
3.35
Yes
No
No
2/4 2.87 / 3.72
1Y Rolling Return %
3.31
2.21
Yes
Yes
No
1/4 0.73 / 3.31
3Y Return %
5.60
4.79
Yes
Yes
No
1/4 3.87 / 5.60
3Y Rolling Return %
9.54
8.72
Yes
Yes
No
1/4 7.45 / 9.54
5Y Return %
8.32
7.61
Yes
Yes
No
1/4 6.32 / 8.32
Standard Deviation
3.93
3.90
No
No
Yes
3/4 3.74 / 4.06
Semi Deviation
2.86
2.87
Yes
No
Yes
3/4 2.79 / 3.02
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
-1.59
-2.16
Yes
Yes
No
1/4 -2.69 / -1.59
Sharpe Ratio
-0.25
-0.44
Yes
Yes
No
1/4 -0.67 / -0.25
Sterling Ratio
0.41
0.35
Yes
Yes
No
1/4 0.27 / 0.41
Sortino Ratio
-0.09
-0.15
Yes
Yes
No
1/4 -0.23 / -0.09
Jensen Alpha
2.66
1.84
Yes
Yes
No
1/4 0.85 / 2.66
Treynor Ratio
-0.01
-0.02
Yes
Yes
No
1/4 -0.03 / -0.01
Modigliani Square measure
5.37
4.66
Yes
Yes
No
1/4 3.79 / 5.37
Active Return
0.01
0.01
Yes
Yes
No
1/4 0.00 / 0.01
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Feb. 7, 2023.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2022 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)

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KPIs Fund Cat. Avg Better Than Cat. Avg In 1st Quartile In 4th Quartile Rank (In Cat.) Min / Max
1M Return %
0.76
0.73
Yes
Yes
No
1/4 0.71 / 0.76
1M Rolling Return %
0.35
0.32
Yes
Yes
No
1/4 0.27 / 0.35
3M Return %
1.93
1.89
Yes
No
No
2/4 1.83 / 1.95
3M Rolling Return %
0.48
0.51
No
No
Yes
3/4 0.47 / 0.61
6M Return %
3.43
3.41
Yes
No
No
2/4 3.30 / 3.52
6M Rolling Return %
0.20
0.06
Yes
No
No
2/4 -0.44 / 0.58
1Y Return %
3.79
3.56
Yes
No
No
2/4 3.09 / 4.04
1Y Rolling Return %
3.48
2.42
Yes
Yes
No
1/4 0.95 / 3.48
3Y Return %
5.77
5.00
Yes
Yes
No
1/4 4.08 / 5.77
3Y Rolling Return %
9.73
8.95
Yes
Yes
No
1/4 7.68 / 9.73
5Y Return %
8.51
7.83
Yes
Yes
No
1/4 6.55 / 8.51
Standard Deviation
3.93
3.90
No
No
Yes
3/4 3.74 / 4.06
Semi Deviation
2.86
2.87
Yes
No
Yes
3/4 2.79 / 3.02
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
-1.59
-2.16
Yes
Yes
No
1/4 -2.69 / -1.59
Sharpe Ratio
-0.25
-0.44
Yes
Yes
No
1/4 -0.67 / -0.25
Sterling Ratio
0.41
0.35
Yes
Yes
No
1/4 0.27 / 0.41
Sortino Ratio
-0.09
-0.15
Yes
Yes
No
1/4 -0.23 / -0.09
Jensen Alpha
2.66
1.84
Yes
Yes
No
1/4 0.85 / 2.66
Treynor Ratio
-0.01
-0.02
Yes
Yes
No
1/4 -0.03 / -0.01
Modigliani Square measure
5.37
4.66
Yes
Yes
No
1/4 3.79 / 5.37
Active Return
0.01
0.01
Yes
Yes
No
1/4 0.00 / 0.01
Returns, performance summary of fund and return related sentences are updated daily. Last Updated On : Feb. 7, 2023.
Other parameters_direct, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2022 KPIs: Key Performance Indicators

Icici Prudential Constant Maturity Gilt Fund Regular vs Direct Plan Performance

Parameters Regular Plan Direct Plan
1M Return % 0.74% 0.76%
1M Rolling Return % 0.34% 0.35%
3M Return % 1.89% 1.93%
3M Rolling Return % 0.44% 0.48%
6M Return % 3.34% 3.43%
6M Rolling Return % 0.12% 0.20%
1Y Return % 3.62% 3.79%
1Y Rolling Return % 3.31% 3.48%
3Y Return % 5.60% 5.77%
3Y Rolling Return % 9.54% 9.73%
5Y Return % 8.32% 8.51%
Standard Deviation 3.93% 3.93%
Semi Deviation 2.86% 2.86%
Max Drawdown -3.74% -3.74%
VaR 1 Y -4.80% -4.80%
Average Drawdown -1.59% -1.59%
Sharpe Ratio -0.25% -0.25%
Sterling Ratio 0.41% 0.41%
Sortino Ratio -0.09% -0.09%
Jensen Alpha 2.66% 2.66%
Treynor Ratio -0.01% -0.01%
Modigliani Square measure 5.37% 5.37%
Active Return 0.01% 0.01%

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


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Gilt Fund with 10 year constant duration Category Performance Analysis

Return Chart (Regular Plan)

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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

0.08
1
0.48
1
0.71
2
1.87
2
3.36
1
3.72
1
4.84
2
7.48
3

Idfc Government Securities Fund - Constant Maturity Plan

0.07
2
0.43
4
0.70
4
1.80
4
3.33
3
3.17
3
4.83
3
8.30
2

Dsp 10y G-Sec Fund

0.07
3
0.44
3
0.70
3
1.81
3
3.19
4
2.87
4
3.87
4
6.32
4

Icici Prudential Constant Maturity Gilt Fund

0.07
4
0.46
2
0.74
1
1.89
1
3.34
2
3.62
2
5.60
1
8.32
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

0.08
1
0.48
1
0.74
2
1.95
1
3.52
1
4.04
1
5.16
2
7.83
3

Idfc Government Securities Fund - Constant Maturity Plan

0.07
2
0.43
4
0.71
4
1.83
4
3.40
3
3.32
3
4.98
3
8.44
2

Dsp 10y G-Sec Fund

0.07
3
0.44
3
0.72
3
1.86
3
3.30
4
3.09
4
4.08
4
6.55
4

Icici Prudential Constant Maturity Gilt Fund

0.07
4
0.46
2
0.76
1
1.93
2
3.43
2
3.79
2
5.77
1
8.51
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

0.26
4
0.44
2
-0.54
4
0.73
4
7.45
4

Icici Prudential Constant Maturity Gilt Fund

0.34
1
0.44
3
0.12
2
3.31
1
9.54
1

Idfc Gsf - Constant Maturityplan

0.30
3
0.44
4
-0.15
3
2.24
3
9.46
2

Sbi Magnum Constant Maturity Fund

0.32
2
0.53
1
0.43
1
2.57
2
8.44
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

0.27
4
0.49
2
-0.44
4
0.95
4
7.68
4

Icici Prudential Constant Maturity Gilt Fund

0.35
1
0.48
3
0.20
2
3.48
1
9.73
1

Idfc Gsf - Constant Maturityplan

0.32
3
0.47
4
-0.09
3
2.37
3
9.61
2

Sbi Magnum Constant Maturity Fund

0.35
2
0.61
1
0.58
1
2.89
2
8.77
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
3.86
2
2.79
1

Icici Prudential Constant Maturity Gilt Fund

-4.80
2
-3.74
2
-1.59
1
3.93
3
2.86
3

Idfc Government Securities Fund - Constant Maturity Plan

-5.88
4
-3.96
3
-2.32
3
4.06
4
3.02
4

Sbi Magnum Constant Maturity Fund

-4.78
1
-3.61
1
-2.03
2
3.74
1
2.81
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

-0.67
4
-0.23
4
0.27
4
0.38
0.85
4 0.84 2
0.80
1
-0.03
4
3.79
4
0.00
4

Icici Prudential Constant Maturity Gilt Fund

-0.25
1
-0.09
1
0.41
1
0.41
2.66
1 0.81 3
0.73
4
-0.01
1
5.37
1
0.01
1

Idfc Government Securities Fund - Constant Maturity Plan

-0.40
2
-0.14
2
0.35
3
0.41
1.86
3 0.84 1
0.76
3
-0.02
2
4.57
3
0.01
2

Sbi Magnum Constant Maturity Fund

-0.44
3
-0.15
3
0.36
2
0.43
1.99
2 0.79 4
0.78
2
-0.02
3
4.91
2
0.01
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 1000.73 1004.62 1007.45 1018.86 1033.41 1036.21 1177.70 1490.97
Direct Plan Value of 1000 Rupee 1000.73 1004.65 1007.60 1019.25 1034.26 1037.86 1183.38 1504.35
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.


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