Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
KPIs* | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
---|---|---|---|---|---|---|---|
1M Rolling Return % |
0.95
|
0.87
|
Yes
|
No
|
No
|
5/8 | -0.14 / 1.62 |
3M Rolling Return % |
2.51
|
0.06
|
Yes
|
Yes
|
No
|
1/8 | -2.23 / 2.51 |
6M Rolling Return % |
4.08
|
-1.62
|
Yes
|
Yes
|
No
|
1/8 | -14.07 / 4.08 |
1Y Rolling Return % |
7.87
|
0.74
|
Yes
|
Yes
|
No
|
1/7 | -10.16 / 7.87 |
3Y Rolling Return % |
18.16
|
12.48
|
Yes
|
Yes
|
No
|
1/6 | 7.54 / 18.16 |
Standard Deviation |
20.10
|
18.29
|
No
|
No
|
Yes
|
6/7 | 14.31 / 21.45 |
Semi Deviation |
13.07
|
11.63
|
No
|
No
|
Yes
|
6/7 | 9.60 / 13.70 |
Max Drawdown |
-15.92
|
-21.08
|
Yes
|
No
|
No
|
3/7 | -35.45 / -14.17 |
VaR 1 Y |
-24.25
|
-20.87
|
No
|
No
|
Yes
|
6/7 | -28.35 / -14.81 |
Average Drawdown |
-4.95
|
-6.98
|
Yes
|
Yes
|
No
|
2/7 | -13.22 / -3.89 |
Sharpe Ratio |
0.58
|
0.55
|
Yes
|
No
|
No
|
3/7 | 0.05 / 1.33 |
Sterling Ratio |
0.76
|
0.64
|
Yes
|
No
|
No
|
3/7 | 0.18 / 1.27 |
Sortino Ratio |
0.34
|
0.37
|
No
|
No
|
No
|
3/7 | 0.07 / 0.93 |
Jensen Alpha |
-2.89
|
-3.68
|
Yes
|
No
|
No
|
2/3 | -7.56 / -0.59 |
Treynor Ratio |
0.16
|
0.12
|
Yes
|
No
|
No
|
2/3 | 0.02 / 0.19 |
Modigliani Square measure |
17.57
|
16.97
|
Yes
|
No
|
No
|
2/3 | 7.74 / 25.60 |
Active Return |
-0.20
|
-0.16
|
No
|
No
|
No
|
2/3 | -0.21 / -0.06 |
All parametrs are in percentage
KPIs | Fund | Cat. Avg | Better Than Cat. Avg | In 1st Quartile | In 4th Quartile | Rank (In Cat.) | Min / Max |
---|---|---|---|---|---|---|---|
1M Rolling Return % |
1.05
|
0.97
|
Yes
|
No
|
No
|
5/8 | -0.07 / 1.75 |
3M Rolling Return % |
2.79
|
0.33
|
Yes
|
Yes
|
No
|
1/8 | -1.98 / 2.79 |
6M Rolling Return % |
4.65
|
-1.10
|
Yes
|
Yes
|
No
|
1/8 | -13.36 / 4.65 |
1Y Rolling Return % |
9.01
|
1.80
|
Yes
|
Yes
|
No
|
1/7 | -9.41 / 9.01 |
3Y Rolling Return % |
19.30
|
13.44
|
Yes
|
Yes
|
No
|
1/6 | 8.26 / 19.30 |
Standard Deviation |
20.10
|
18.29
|
No
|
No
|
Yes
|
6/7 | 14.31 / 21.45 |
Semi Deviation |
13.07
|
11.63
|
No
|
No
|
Yes
|
6/7 | 9.60 / 13.70 |
Max Drawdown |
-15.92
|
-21.08
|
Yes
|
No
|
No
|
3/7 | -35.45 / -14.17 |
VaR 1 Y |
-24.25
|
-20.87
|
No
|
No
|
Yes
|
6/7 | -28.35 / -14.81 |
Average Drawdown |
-4.95
|
-6.98
|
Yes
|
Yes
|
No
|
2/7 | -13.22 / -3.89 |
Sharpe Ratio |
0.58
|
0.55
|
Yes
|
No
|
No
|
3/7 | 0.05 / 1.33 |
Sterling Ratio |
0.76
|
0.64
|
Yes
|
No
|
No
|
3/7 | 0.18 / 1.27 |
Sortino Ratio |
0.34
|
0.37
|
No
|
No
|
No
|
3/7 | 0.07 / 0.93 |
Jensen Alpha |
-2.89
|
-3.68
|
Yes
|
No
|
No
|
2/3 | -7.56 / -0.59 |
Treynor Ratio |
0.16
|
0.12
|
Yes
|
No
|
No
|
2/3 | 0.02 / 0.19 |
Modigliani Square measure |
17.57
|
16.97
|
Yes
|
No
|
No
|
2/3 | 7.74 / 25.60 |
Active Return |
-0.20
|
-0.16
|
No
|
No
|
No
|
2/3 | -0.21 / -0.06 |
Parameters | Regular Plan | Direct Plan |
---|---|---|
1M Rolling Return % | 0.95% | 1.05% |
3M Rolling Return % | 2.51% | 2.79% |
6M Rolling Return % | 4.08% | 4.65% |
1Y Rolling Return % | 7.87% | 9.01% |
3Y Rolling Return % | 18.16% | 19.30% |
Standard Deviation | 20.10% | 20.10% |
Semi Deviation | 13.07% | 13.07% |
Max Drawdown | -15.92% | -15.92% |
VaR 1 Y | -24.25% | -24.25% |
Average Drawdown | -4.95% | -4.95% |
Sharpe Ratio | 0.58% | 0.58% |
Sterling Ratio | 0.76% | 0.76% |
Sortino Ratio | 0.34% | 0.34% |
Jensen Alpha | -2.89% | -2.89% |
Treynor Ratio | 0.16% | 0.16% |
Modigliani Square measure | 17.57% | 17.57% |
Active Return | -0.20% | -0.20% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsInvestment 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 | 1.72% | 7.74% | 4.66% | 0.00% |
One Year | -19.38% | 43.03% | 4.25% | 24.37% |
Three Year | -6.98% | 21.42% | 4.36% | 8.21% |
Five Year | -0.54% | 16.32% | 4.69% | 0.78% |
Seven Year | 1.48% | 10.26% | 4.26% | 0.00% |
Expected return is based on historical relationship between fund and representative benchmark. Assuming same relationsgip will hold in future.
Annulized ReturnsFund 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 | |
Kotak Pioneer Fund |
0.36
|
1 |
3.21
|
2 |
7.31
|
2 |
10.19
|
2 |
9.09
|
2 |
15.07
|
1 |
27.49
|
1 |
|
|
Aditya Birla Sun Life International Equity Fund - Plan B |
-0.29
|
2 |
1.07
|
3 |
2.86
|
3 |
3.63
|
3 |
-0.73
|
6 |
5.53
|
2 |
19.01
|
2 |
7.76
|
2 |
Nippon India Japan Equity Fund |
-0.47
|
3 |
-2.06
|
6 |
1.47
|
4 |
3.39
|
4 |
7.95
|
3 |
3.32
|
3 |
3.69
|
4 |
4.40
|
3 |
Aditya Birla Sun Life International Equity Fund - Plan A |
-0.91
|
4 |
-1.38
|
5 |
-1.13
|
6 |
-2.21
|
6 |
1.03
|
5 |
2.06
|
4 |
7.85
|
3 |
8.87
|
1 |
Nippon India Taiwan Equity Fund |
-1.05
|
5 |
4.91
|
1 |
11.77
|
1 |
11.24
|
1 |
23.03
|
1 |
-1.65
|
5 |
|
|
||
Franklin Asian Equity Fund |
-1.24
|
6 |
-1.00
|
4 |
-0.74
|
5 |
-2.00
|
5 |
1.39
|
4 |
-2.48
|
6 |
1.65
|
5 |
1.50
|
4 |
Icici Prudential Us Bluechip Equity Fund |
|
|
|
|
|
|
|
|
||||||||
Nippon India Us Equity Opportunities Fund |
|
|
|
|
|
|
|
|
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 | |
Aditya Birla Sun Life International Equity Fund - Plan A |
0.50
|
6 |
-0.17
|
6 |
2.50
|
2 |
4.20
|
4 |
11.94
|
4 |
Aditya Birla Sun Life International Equity Fund Plan B |
0.27
|
7 |
0.63
|
4 |
-0.19
|
4 |
4.74
|
3 |
13.02
|
3 |
Franklin Asian Equity Fund |
-0.14
|
8 |
-2.18
|
7 |
-1.25
|
5 |
-10.16
|
7 |
7.54
|
6 |
Icici Prudential Us Bluechip Equity Fund |
0.95
|
5 |
2.51
|
1 |
4.08
|
1 |
7.87
|
1 |
18.16
|
1 |
Kotak Pioneer Fund |
1.02
|
4 |
0.73
|
3 |
1.17
|
3 |
6.58
|
2 |
|
|
Nippon India Japan Equity Fund |
1.25
|
3 |
1.08
|
2 |
-2.45
|
6 |
-5.09
|
6 |
7.61
|
5 |
Nippon India Us Equity Opportunities Fund |
1.49
|
2 |
0.15
|
5 |
-2.79
|
7 |
-2.97
|
5 |
16.64
|
2 |
Nippon India Taiwan Equity Fund |
1.62
|
1 |
-2.23
|
8 |
-14.07
|
8 |
|
|
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 | |
Aditya Birla Sun Life International Equity Fund - Plan A |
0.56
|
6 |
0.01
|
6 |
2.88
|
2 |
5.03
|
4 |
12.75
|
4 |
Aditya Birla Sun Life International Equity Fund Plan B |
0.30
|
7 |
0.74
|
4 |
0.00
|
4 |
5.16
|
3 |
13.48
|
3 |
Franklin Asian Equity Fund |
-0.07
|
8 |
-1.98
|
8 |
-0.85
|
5 |
-9.41
|
7 |
8.26
|
6 |
Icici Prudential Us Bluechip Equity Fund |
1.05
|
5 |
2.79
|
1 |
4.65
|
1 |
9.01
|
1 |
19.30
|
1 |
Kotak Pioneer Fund |
1.15
|
4 |
1.10
|
3 |
1.96
|
3 |
8.38
|
2 |
|
|
Nippon India Japan Equity Fund |
1.40
|
3 |
1.38
|
2 |
-1.93
|
6 |
-3.79
|
6 |
8.79
|
5 |
Nippon India Us Equity Opportunities Fund |
1.59
|
2 |
0.45
|
5 |
-2.19
|
7 |
-1.78
|
5 |
18.05
|
2 |
Nippon India Taiwan Equity Fund |
1.75
|
1 |
-1.83
|
7 |
-13.36
|
8 |
|
|
Fund Name | VaR 1 Y 95% | Max Drawdown | Average Drawdown | Standard Deviation | Semi Deviation | |||||
---|---|---|---|---|---|---|---|---|---|---|
% | Rank | % | Rank | % | Rank | % | Rank | % | Rank | |
Nippon India Us Equity Opportunities Fund |
-23.59
|
4 |
-23.03
|
5 |
-5.62
|
3 |
21.45
|
7 |
13.70
|
7 |
Aditya Birla Sun Life International Equity Fund - Plan A |
-16.46
|
3 |
-15.69
|
2 |
-5.82
|
4 |
14.31
|
1 |
9.60
|
1 |
Aditya Birla Sun Life International Equity Fund - Plan B |
-14.95
|
2 |
-14.17
|
1 |
-3.89
|
1 |
16.91
|
2 |
10.25
|
2 |
Franklin Asian Equity Fund |
-23.66
|
5 |
-35.45
|
7 |
-13.22
|
7 |
19.65
|
5 |
12.24
|
5 |
Icici Prudential Us Bluechip Equity Fund |
-24.25
|
6 |
-15.92
|
3 |
-4.95
|
2 |
20.10
|
6 |
13.07
|
6 |
Kotak Pioneer Fund |
-14.81
|
1 |
-15.93
|
4 |
-8.54
|
6 |
18.24
|
4 |
11.15
|
3 |
Nippon India Japan Equity Fund |
-28.35
|
7 |
-27.39
|
6 |
-6.80
|
5 |
17.35
|
3 |
11.40
|
4 |
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 | ||
Nippon India Us Equity Opportunities Fund |
0.36
|
5 |
0.23
|
5 |
0.47
|
5 |
0.44
|
|
|
|
|
|
|||||||
Aditya Birla Sun Life International Equity Fund - Plan A |
0.49
|
4 |
0.27
|
4 |
0.57
|
4 |
0.42
|
|
|
|
|
|
|||||||
Aditya Birla Sun Life International Equity Fund - Plan B |
0.92
|
2 |
0.61
|
2 |
0.99
|
2 |
0.41
|
-0.59
|
1 | 0.82 | 1 |
0.78
|
1 |
0.19
|
1 |
25.60
|
1 |
-0.06
|
1 |
Franklin Asian Equity Fund |
0.05
|
7 |
0.07
|
7 |
0.18
|
7 |
0.44
|
-7.56
|
3 | 0.53 | 3 |
0.24
|
3 |
0.02
|
3 |
7.74
|
3 |
-0.21
|
3 |
Icici Prudential Us Bluechip Equity Fund |
0.58
|
3 |
0.34
|
3 |
0.76
|
3 |
0.40
|
-2.89
|
2 | 0.72 | 2 |
0.43
|
2 |
0.16
|
2 |
17.57
|
2 |
-0.20
|
2 |
Kotak Pioneer Fund |
1.33
|
1 |
0.93
|
1 |
1.27
|
1 |
0.41
|
|
|
|
|
|
|||||||
Nippon India Japan Equity Fund |
0.13
|
6 |
0.10
|
6 |
0.26
|
6 |
0.44
|
|
|
|
|
|
Plan Type | 1 Day | 1 Week | 1 Month | 3 Month | 6 Month | 1 Year | 3 Year | 5 Year |
---|---|---|---|---|---|---|---|---|
Regular Plan Value of 1000 Rupee | ||||||||
Direct Plan Value of 1000 Rupee |
Fund Launch Date: 18/Jun/2012 |
Fund Category: International Fund |
Investment Objective: The investment objective of ICICI Prudential US Bluechip Equity Fund is to provide long term capital appreciation to investors by primarily investing in equity and equity related securities of companies listed on recognized stock exchanges in the United States of America. The Scheme shall also invest in ADRs/GDRs issued by Indian and foreign companies. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved. |
Fund Description: An open ended equity scheme investing predominantly in securities of large cap companies listed in the United States of America |
Fund Benchmark: S&P 500 |
Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.
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