Icici Prudential Nifty Alpha Low Volatility 30 Etf Fof Overview
Category FoF Domestic
BMSMONEY Rank N/A
BMSMONEY Rating N/A
Gro. Opt. As On: 31-01-2025
NAV ₹14.43(R) +0.67% ₹14.66(D) +0.67%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 7.28% 15.84% -% -% -%
LumpSum (D) 7.62% 16.37% -% -% -%
SIP (R) -10.32% 17.59% -% -% -%
SIP (D) -9.95% 18.09% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.57 0.29 0.61 0.05% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.96% -19.82% -16.39% 0.96 10.77%

No data available

NAV Date: 31-01-2025

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Growth 14.43
0.1000
0.6700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - IDCW 14.43
0.1000
0.6700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - Growth 14.66
0.1000
0.6700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - IDCW 14.66
0.1000
0.6700%

Review Date: 31-01-2025

A review of the different performance parameters of the fund is as follows:
  1. Returns: It denotes the rise in the investment's worth during the investment period, expressed as a percentage or a monetary value. As part of our analysis, we evaluated five return parameters of this fund. We have classified the return parameters into three performance groups: the top 25%, parameters that fall below the top 25% but remain above average, and parameters that are below average. The performance of each parameter is outlined below.
    1. Top 25%: The fund does not have any return parameter in the top 25% in the category.
    2. Above Average Below the Top 25%: One return parameter of the ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF is above average but below the top 25% in the category, as listed below:
      • 3Y Return %
    3. Below Average: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has four return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 1M Return %
      • 3M Return %
      • 6M Return %
  2. Risk: The threat of not realizing projected profits or even facing financial loss due to different issues is known as risk. For ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF, we have analyzed two risk parameters and divided them 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 Nifty Alpha Low Volatility 30 ETF FOF 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 Nifty Alpha Low Volatility 30 ETF FOF does not have any risk parameters in the below average but above the lowest 25% of the category.
    3. Above Average: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has two parameters that are above average which are listed below:
      • 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 14.96 %.
      • 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 10.77 %.
  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 four risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the top 25% of the category.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has two risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Sharpe Ratio of 0.57 compared to the category average of 0.48.
      • Sortino Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Sortino Ratio of 0.29 compared to the category average of 0.28.
    3. Below Average Risk Adjusted Performance Parameters: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has two risk-adjusted performance parameters of the fund that are below average in the category.
      • Sterling Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Sterling Ratio of 0.61 compared to the category average of 0.76.
      • Treynor Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Treynor Ratio of 0.09 compared to the category average of 0.17.


Not able to see in mobile!!! save the chart by clicking on camera icon.

KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.77 -3.47
0.98
-12.99 | 8.25 54 | 58 Poor
3M Return % -8.74 -4.74
-0.18
-14.70 | 37.15 54 | 58 Poor
6M Return % -12.50 -7.92
4.08
-19.44 | 36.95 53 | 58 Poor
1Y Return % 7.28 10.06
19.02
6.15 | 77.12 51 | 55 Poor
3Y Return % 15.84 14.26
14.75
5.56 | 39.43 15 | 41 Good
1Y SIP Return % -10.32
1.08
-38.07 | 57.17 40 | 53 Average
3Y SIP Return % 17.59
16.31
2.17 | 54.64 16 | 39 Good
Standard Deviation 14.96
9.46
1.12 | 37.67 53 | 60 Poor
Semi Deviation 10.77
6.44
0.84 | 21.87 55 | 60 Poor
Max Drawdown % -16.39
-7.97
-43.29 | -0.27 55 | 60 Poor
VaR 1 Y % -19.82
-10.73
-45.05 | -0.04 55 | 60 Poor
Average Drawdown % -7.87
-3.84
-24.46 | -0.21 54 | 60 Poor
Sharpe Ratio 0.57
0.48
-0.88 | 1.56 31 | 60 Average
Sterling Ratio 0.61
0.76
0.01 | 1.59 40 | 60 Average
Sortino Ratio 0.29
0.28
-0.29 | 0.97 32 | 60 Average
Jensen Alpha % 0.05
2.65
-6.82 | 9.57 8 | 12 Average
Treynor Ratio 0.09
0.17
0.03 | 0.79 7 | 12 Average
Modigliani Square Measure % 16.43
18.20
0.56 | 28.78 6 | 12 Good
Alpha % -0.69
-1.47
-17.44 | 4.26 8 | 12 Average
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -6.74 -3.47 1.01 -12.97 | 8.30 54 | 58
3M Return % -8.64 -4.74 -0.07 -14.62 | 37.28 54 | 58
6M Return % -12.31 -7.92 4.31 -19.25 | 37.22 53 | 58
1Y Return % 7.62 10.06 19.49 6.45 | 77.81 51 | 55
3Y Return % 16.37 14.26 15.27 5.70 | 39.93 15 | 41
1Y SIP Return % -9.95 1.49 -37.94 | 57.70 40 | 53
3Y SIP Return % 18.09 16.82 2.46 | 55.22 16 | 39
Standard Deviation 14.96 9.46 1.12 | 37.67 53 | 60
Semi Deviation 10.77 6.44 0.84 | 21.87 55 | 60
Max Drawdown % -16.39 -7.97 -43.29 | -0.27 55 | 60
VaR 1 Y % -19.82 -10.73 -45.05 | -0.04 55 | 60
Average Drawdown % -7.87 -3.84 -24.46 | -0.21 54 | 60
Sharpe Ratio 0.57 0.48 -0.88 | 1.56 31 | 60
Sterling Ratio 0.61 0.76 0.01 | 1.59 40 | 60
Sortino Ratio 0.29 0.28 -0.29 | 0.97 32 | 60
Jensen Alpha % 0.05 2.65 -6.82 | 9.57 8 | 12
Treynor Ratio 0.09 0.17 0.03 | 0.79 7 | 12
Modigliani Square Measure % 16.43 18.20 0.56 | 28.78 6 | 12
Alpha % -0.69 -1.47 -17.44 | 4.26 8 | 12
Return data last Updated On : Jan. 31, 2025.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Dec. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.67 ₹ 10,067.00 0.67 ₹ 10,067.00
1W 0.21 ₹ 10,021.00 0.22 ₹ 10,022.00
1M -6.77 ₹ 9,323.00 -6.74 ₹ 9,326.00
3M -8.74 ₹ 9,126.00 -8.64 ₹ 9,136.00
6M -12.50 ₹ 8,750.00 -12.31 ₹ 8,769.00
1Y 7.28 ₹ 10,728.00 7.62 ₹ 10,762.00
3Y 15.84 ₹ 15,543.00 16.37 ₹ 15,760.00
5Y ₹ ₹
7Y ₹ ₹
10Y ₹ ₹
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 -10.32 ₹ 11,314.79 -9.95 ₹ 11,339.69
3Y ₹ 36000 17.59 ₹ 46,704.74 18.09 ₹ 47,037.31
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Icici Prudential Nifty Alpha Low Volatility 30 Etf Fof NAV Regular Growth Icici Prudential Nifty Alpha Low Volatility 30 Etf Fof NAV Direct Growth
31-01-2025 14.4298 14.6632
30-01-2025 14.3334 14.565
29-01-2025 14.2798 14.5105
28-01-2025 14.0709 14.298
27-01-2025 14.1517 14.3799
24-01-2025 14.3993 14.6311
23-01-2025 14.6249 14.8601
22-01-2025 14.3405 14.5709
21-01-2025 14.2654 14.4945
20-01-2025 14.4754 14.7076
17-01-2025 14.3792 14.6093
16-01-2025 14.4009 14.6313
15-01-2025 14.3958 14.6259
14-01-2025 14.3799 14.6095
13-01-2025 14.4015 14.6314
10-01-2025 14.7352 14.9699
09-01-2025 14.8589 15.0953
08-01-2025 14.8646 15.1009
07-01-2025 14.7682 15.0028
06-01-2025 15.0154 15.2538
03-01-2025 15.2093 15.4502
02-01-2025 15.3438 15.5866
01-01-2025 15.1183 15.3574
31-12-2024 15.4782 15.7229

Fund Launch Date: 20/Sep/2021
Fund Category: FoF Domestic
Investment Objective: ICICI Prudential Alpha Low Vol 30 ETF FOF (the Scheme) is a Fund of Funds scheme with the primary objective to generate returns by investing in units ofICICI Prudential Alpha Low Vol 30 ETF. However, there can be no assurance or guarantee that the investment objective ofthe Scheme would be achieved.
Fund Description: An open ended fund of funds scheme investing in ICICI Prudential Alpha Low Vol 30 ETF
Fund Benchmark: Nifty Alpha Low - Volatility 30 Total Returns Index
Source: Fund FactSheet

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