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: 19-11-2024
NAV ₹15.02(R) +0.07% ₹15.25(D) +0.07%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 29.87% 15.61% -% -% -%
LumpSum (D) 30.29% 16.16% -% -% -%
SIP (R) -8.32% 21.39% -% -% -%
SIP (D) -7.98% 21.91% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.68 0.34 0.68 -0.87% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
14.99% -19.5% -16.06% 0.97 10.91%

No data available

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Growth 15.02
0.0100
0.0700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - IDCW 15.02
0.0100
0.0700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - Growth 15.25
0.0100
0.0700%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - IDCW 15.25
0.0100
0.0700%

Review Date: 19-11-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It indicates the appreciation in the investment's value within the investment period, represented as a percentage or a specific amount of money. We conducted an analysis of the five return parameters of this fund to assess their performance. To assess performance, we have segmented the return parameters into three groups: the top 25%, parameters below the top 25% but still above average, and parameters below average. The results are provided below.
    1. Top 25%: Two return parameters of the ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF are in the top 25% in the category, as shown below:
      • 1Y Return %
      • 3Y Return %
    2. Above Average Below the Top 25%: The fund does not have any return parameter which is above average but below the top 25%.
    3. Below Average: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has three return parameters that are below average in the category, which are listed below:
      • 6M Return %
      • 1M Return %
      • 3M 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 14.99 %.
      • 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 10.91 %.
  3. Risk Adjusted Performance Parameters: Risk-adjusted performance parameters in mutual funds are parameters that assess the return on investments based on the risks involved. These parameters provide a platform for investors to compare various investments, by considering both profits and the risks involved. For ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF, we have evaluated four risk-adjusted performance parameters.
    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 0.68 compared to the category average of 0.53.
      • Sortino Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Sortino Ratio of 0.34 compared to the category average of 0.31.
    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 0.68 compared to the category average of 0.8.
      • Treynor Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Treynor Ratio of 0.11 compared to the category average of 0.13.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -7.82
-2.73
-7.91 | 12.93 76 | 78 Poor
3M Return % -8.24
1.76
-8.51 | 36.76 69 | 71 Poor
6M Return % 0.48
4.18
-2.98 | 25.87 63 | 75 Poor
1Y Return % 29.87
21.69
7.30 | 60.13 9 | 73 Very Good
3Y Return % 15.61
12.08
3.42 | 33.26 9 | 55 Very Good
1Y SIP Return % -8.32
-11.36
-37.53 | 45.92 27 | 64 Good
3Y SIP Return % 21.39
13.20
1.40 | 34.19 5 | 48 Very Good
Standard Deviation 14.99
8.84
1.13 | 25.88 52 | 57 Poor
Semi Deviation 10.91
6.15
0.85 | 18.22 53 | 57 Poor
Max Drawdown % -16.06
-7.37
-37.24 | -0.27 53 | 57 Poor
VaR 1 Y % -19.50
-9.90
-35.92 | -0.04 53 | 57 Poor
Average Drawdown % -6.26
-3.28
-12.35 | -0.25 51 | 57 Poor
Sharpe Ratio 0.68
0.53
-0.92 | 1.66 28 | 57 Good
Sterling Ratio 0.68
0.80
0.09 | 2.07 32 | 57 Average
Sortino Ratio 0.34
0.31
-0.30 | 1.03 29 | 57 Good
Jensen Alpha % -0.87
3.42
-6.74 | 10.69 8 | 10 Average
Treynor Ratio 0.11
0.13
0.04 | 0.20 6 | 10 Good
Modigliani Square Measure % 18.16
21.68
11.57 | 30.67 6 | 10 Good
Alpha % -1.40
0.10
-12.06 | 5.31 8 | 10 Average
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % -7.79 -2.69 -7.88 | 12.96 76 | 78
3M Return % -8.14 1.87 -8.40 | 36.91 69 | 71
6M Return % 0.70 4.41 -2.73 | 26.15 63 | 75
1Y Return % 30.29 22.22 7.41 | 60.76 10 | 73
3Y Return % 16.16 12.63 4.18 | 33.27 9 | 55
1Y SIP Return % -7.98 -10.98 -37.53 | 46.54 27 | 64
3Y SIP Return % 21.91 13.71 1.40 | 34.21 5 | 48
Standard Deviation 14.99 8.84 1.13 | 25.88 52 | 57
Semi Deviation 10.91 6.15 0.85 | 18.22 53 | 57
Max Drawdown % -16.06 -7.37 -37.24 | -0.27 53 | 57
VaR 1 Y % -19.50 -9.90 -35.92 | -0.04 53 | 57
Average Drawdown % -6.26 -3.28 -12.35 | -0.25 51 | 57
Sharpe Ratio 0.68 0.53 -0.92 | 1.66 28 | 57
Sterling Ratio 0.68 0.80 0.09 | 2.07 32 | 57
Sortino Ratio 0.34 0.31 -0.30 | 1.03 29 | 57
Jensen Alpha % -0.87 3.42 -6.74 | 10.69 8 | 10
Treynor Ratio 0.11 0.13 0.04 | 0.20 6 | 10
Modigliani Square Measure % 18.16 21.68 11.57 | 30.67 6 | 10
Alpha % -1.40 0.10 -12.06 | 5.31 8 | 10
Return data last Updated On : Nov. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Oct. 31, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D 0.07 ₹ 10,007.00 0.07 ₹ 10,007.00
1W -1.83 ₹ 9,817.00 -1.83 ₹ 9,817.00
1M -7.82 ₹ 9,218.00 -7.79 ₹ 9,221.00
3M -8.24 ₹ 9,176.00 -8.14 ₹ 9,186.00
6M 0.48 ₹ 10,048.00 0.70 ₹ 10,070.00
1Y 29.87 ₹ 12,987.00 30.29 ₹ 13,029.00
3Y 15.61 ₹ 15,453.00 16.16 ₹ 15,674.00
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 -8.32 ₹ 11,450.59 -7.98 ₹ 11,472.77
3Y ₹ 36000 21.39 ₹ 49,246.78 21.91 ₹ 49,602.20
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
19-11-2024 15.0206 15.2504
18-11-2024 15.0104 15.2399
14-11-2024 15.0594 15.2889
13-11-2024 15.1344 15.3649
12-11-2024 15.3011 15.5339
11-11-2024 15.5429 15.7792
08-11-2024 15.6405 15.8777
07-11-2024 15.6352 15.8722
06-11-2024 15.8491 16.0891
05-11-2024 15.7096 15.9474
04-11-2024 15.6185 15.8547
31-10-2024 15.8113 16.0497
30-10-2024 15.8115 16.0496
29-10-2024 15.8434 16.0818
28-10-2024 15.8433 16.0815
25-10-2024 15.7477 15.984
24-10-2024 15.8699 16.1078
23-10-2024 15.9667 16.2059
22-10-2024 16.0852 16.3259
21-10-2024 16.2946 16.5383

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.