ICICI Pru (India) Manager Performance Evaluation

130944 -- India Fund  

INR 14.42  0.01  0.07%

The entity retains Market Volatility (i.e. Beta) of -0.0498 which attests that as returns on market increase, returns on owning ICICI Pru are expected to decrease at a much smaller rate. During bear market, ICICI Pru is likely to outperform the market.. Although it is extremely important to respect ICICI Pru Regular current price history, it is better to be realistic regarding the information on equity current price movements. The approach towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting ICICI Pru Regular technical indicators you can right now evaluate if the expected return of 0.1395% will be sustainable into the future.
Horizon     30 Days    Login   to change

ICICI Pru Regular Relative Risk vs. Return Landscape

If you would invest  1,432  in ICICI Pru Regular Savings Dir Bns on October 22, 2018 and sell it today you would earn a total of  10.00  from holding ICICI Pru Regular Savings Dir Bns or generate 0.7% return on investment over 30 days. ICICI Pru Regular Savings Dir Bns is generating 0.1395% of daily returns and assumes 0.2419% volatility on return distribution over the 30 days horizon. Simply put, 2% of equities are less volatile than ICICI Pru Regular Savings Dir Bns and 98% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, ICICI Pru Regular Savings Dir Bns is expected to generate 0.19 times more return on investment than the market. However, the company is 5.35 times less risky than the market. It trades about 0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of risk.

ICICI Pru Current Valuation

Not valued
November 21, 2018
Market Value
Real Value
Target Odds
ICICI Pru is Unknown risk asset. ICICI Pru Regular regular Real Value cannot be determined due to lack of data. The prevalent price of ICICI Pru Regular is 14.42. Based on Macroaxis valuation methodology, the entity cannot be evaluated at this time. We determine the value of ICICI Pru Regular from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since in the future stocks prices and their ongoing real values will come together.

ICICI Pru Market Risk Analysis

Sharpe Ratio = 0.5767
Good Returns
Average Returns
Small Returns
Negative Returns

ICICI Pru Relative Performance Indicators

Estimated Market Risk
  actual daily
 98 %
of total potential
Expected Return
  actual daily
 2 %
of total potential
Risk-Adjusted Return
  actual daily
 38 %
of total potential
Based on monthly moving average ICICI Pru is performing at about 38% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ICICI Pru by adding it to a well-diversified portfolio.

ICICI Pru Performance Rating

ICICI Pru Regular Savings Dir Bns Risk Adjusted Performance Analysis


Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in ICICI Pru Regular Savings Dir Bns are ranked lower than 38 (%) of all funds and portfolios of funds over the last 30 days.

ICICI Pru Alerts

Equity Alerts and Improvement Suggestions

ICICI Pru Regular is not yet fully synchronised with the market data
The fund holds about 15.83% of its total net assets in cash

ICICI Pru Performance Indicators

ICICI Pru Regular Basic Price Performance Measures

Fifty Two Week Low11.9610
Fifty Two Week High11.9610
Check also Trending Equities. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
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