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: 20-12-2024
NAV ₹15.11(R) -1.51% ₹15.35(D) -1.5%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 21.51% 17.53% -% -% -%
LumpSum (D) 21.89% 18.08% -% -% -%
SIP (R) -% -% -% -% -%
SIP (D) -% -% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.7 0.35 0.69 -0.96% 0.11
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
15.08% -19.5% -16.06% 0.98 10.97%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Growth 15.11
-0.2300
-1.5100%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - IDCW 15.11
-0.2300
-1.5100%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - Growth 15.35
-0.2300
-1.5000%
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF FOF - Direct Plan - IDCW 15.35
-0.2300
-1.5000%

Review Date: 20-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It reflects the surge in the investment's value throughout the investment period, communicated as a percentage or a specific monetary sum. Our analysis encompassed five return parameters of this fund. We have organized the return parameters into three performance groups for evaluation: the top 25%, parameters that rank below the top 25% but above average, and parameters that are below average. Below, you'll find a breakdown of how each parameter has performed.
    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%: 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:
      • 1M Return %
    3. Below Average: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has two return parameters that are below average in the category, which are listed below:
      • 6M Return %
      • 3M Return %
  2. Risk: It refers to the chance of suffering a financial loss or not reaching the expected profits due to a variety of circumstances. Two risk parameters of the fund are divided 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 15.08 %.
      • 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 10.97 %.
  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 0.7 compared to the category average of 0.57.
      • Sortino Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Sortino Ratio of 0.35 compared to the category average of 0.33.
    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 0.69 compared to the category average of 0.82.
      • Treynor Ratio: ICICI Prudential Nifty Alpha Low Volatility 30 ETF FOF has a Treynor Ratio of 0.11 compared to the category average of 0.14.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.28
0.66
-5.96 | 19.78 27 | 78 Good
3M Return % -11.17
-1.62
-11.17 | 36.32 65 | 66 Poor
6M Return % -1.48
3.24
-6.70 | 38.20 55 | 67 Poor
1Y Return % 21.51
18.72
6.55 | 82.26 13 | 73 Very Good
3Y Return % 17.53
13.41
0.73 | 35.69 10 | 58 Very Good
Standard Deviation 15.08
8.85
1.13 | 26.74 51 | 57 Poor
Semi Deviation 10.97
6.14
0.86 | 18.87 53 | 57 Poor
Max Drawdown % -16.06
-7.12
-37.21 | -0.27 53 | 57 Poor
VaR 1 Y % -19.50
-10.09
-35.92 | -0.04 53 | 57 Poor
Average Drawdown % -7.79
-3.26
-12.35 | -0.23 53 | 57 Poor
Sharpe Ratio 0.70
0.57
-0.88 | 1.84 29 | 57 Good
Sterling Ratio 0.69
0.82
0.16 | 2.19 36 | 57 Average
Sortino Ratio 0.35
0.33
-0.28 | 1.23 30 | 57 Good
Jensen Alpha % -0.96
3.14
-7.01 | 10.13 8 | 10 Average
Treynor Ratio 0.11
0.14
0.05 | 0.21 6 | 10 Good
Modigliani Square Measure % 18.42
22.16
12.79 | 30.55 6 | 10 Good
Alpha % -1.36
-0.90
-12.56 | 3.01 8 | 10 Average
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.32 0.70 -5.93 | 19.81 27 | 78
3M Return % -11.07 -1.52 -11.07 | 36.48 65 | 66
6M Return % -1.27 3.47 -6.47 | 38.47 55 | 67
1Y Return % 21.89 19.23 6.66 | 82.98 14 | 73
3Y Return % 18.08 13.96 1.20 | 35.70 10 | 58
Standard Deviation 15.08 8.85 1.13 | 26.74 51 | 57
Semi Deviation 10.97 6.14 0.86 | 18.87 53 | 57
Max Drawdown % -16.06 -7.12 -37.21 | -0.27 53 | 57
VaR 1 Y % -19.50 -10.09 -35.92 | -0.04 53 | 57
Average Drawdown % -7.79 -3.26 -12.35 | -0.23 53 | 57
Sharpe Ratio 0.70 0.57 -0.88 | 1.84 29 | 57
Sterling Ratio 0.69 0.82 0.16 | 2.19 36 | 57
Sortino Ratio 0.35 0.33 -0.28 | 1.23 30 | 57
Jensen Alpha % -0.96 3.14 -7.01 | 10.13 8 | 10
Treynor Ratio 0.11 0.14 0.05 | 0.21 6 | 10
Modigliani Square Measure % 18.42 22.16 12.79 | 30.55 6 | 10
Alpha % -1.36 -0.90 -12.56 | 3.01 8 | 10
Return data last Updated On : Dec. 20, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : Nov. 29, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -1.51 ₹ 9,849.00 -1.50 ₹ 9,850.00
1W -3.93 ₹ 9,607.00 -3.93 ₹ 9,607.00
1M 1.28 ₹ 10,128.00 1.32 ₹ 10,132.00
3M -11.17 ₹ 8,883.00 -11.07 ₹ 8,893.00
6M -1.48 ₹ 9,852.00 -1.27 ₹ 9,873.00
1Y 21.51 ₹ 12,151.00 21.89 ₹ 12,189.00
3Y 17.53 ₹ 16,234.00 18.08 ₹ 16,464.00
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 ₹ ₹
3Y ₹ 36000 ₹ ₹
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
20-12-2024 15.11 15.3468
19-12-2024 15.3409 15.5812
18-12-2024 15.3894 15.6302
17-12-2024 15.4486 15.6902
16-12-2024 15.6905 15.9357
13-12-2024 15.7286 15.9738
12-12-2024 15.5523 15.7945
11-12-2024 15.6976 15.9419
10-12-2024 15.6334 15.8766
09-12-2024 15.6602 15.9036
06-12-2024 15.7518 15.996
05-12-2024 15.6876 15.9306
04-12-2024 15.618 15.8598
03-12-2024 15.6182 15.8598
02-12-2024 15.5056 15.7453
29-11-2024 15.4149 15.6527
28-11-2024 15.2275 15.4621
27-11-2024 15.3784 15.6152
26-11-2024 15.3626 15.5989
25-11-2024 15.4327 15.6699
22-11-2024 15.2341 15.4677
21-11-2024 14.9187 15.1473

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.