Icici Prudential Constant Maturity Gilt Fund Overview
Category Gilt Fund with 10 year constant duration
BMSMONEY Rank -
BMSMONEY Rating
Gro. Opt. As On: 02-12-2024
NAV ₹23.41(R) +0.28% ₹23.91(D) +0.28%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 10.26% 5.72% 6.87% 7.9% 8.27%
LumpSum (D) 10.43% 5.89% 7.04% 8.09% 8.49%
SIP (R) 10.08% 8.15% 6.68% 6.97% 7.32%
SIP (D) 10.25% 8.32% 6.84% 7.14% 7.51%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-0.38 -0.13 0.41 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
2.98% -3.58% -3.67% - 2.21%
Top Gilt Fund with 10 year constant duration
Fund Name Rank Rating
Bandhan Government Securities Fund - Constant Maturity Plan -
Icici Prudential Constant Maturity Gilt Fund -
Sbi Magnum Constant Maturity Fund -

NAV Date: 02-12-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Constant Maturity Gilt Fund - quarterly IDCW 11.14
0.0300
0.2800%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Quarterly IDCW 11.39
0.0300
0.2800%
ICICI Prudential Constant Maturity Gilt Fund - Growth 23.41
0.0700
0.2800%
ICICI Prudential Constant Maturity Gilt Fund - Direct Plan - Growth 23.91
0.0700
0.2800%

Review Date: 02-12-2024

A review of the different performance parameters of the fund is as follows:
  1. Returns: It captures the increment in the investment's value during the investment period, articulated as either a percentage or a monetary denomination. We carefully examined six return parameters of this fund to gauge its performance. The return parameters have been divided into three performance groups: the top 25%, parameters below the top 25% but exceeding the average, and parameters below the average mark. Please find the detailed analysis below.
    1. Top 25%: Six return parameters of the Icici Prudential Constant Maturity Gilt Fund are in the top 25% in the category, as listed below:
      • 1M Return %
      • 3M Return %
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
      • 5Y 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 Constant Maturity Gilt Fund has one return parameter that is below average in the category, which is listed below:
      • 1Y 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 Constant Maturity Gilt Fund, 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 Constant Maturity Gilt Fund 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 Constant Maturity Gilt Fund has two risk parameters that are below average but above the lowest 25% in the category. These are:
      • 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 2.98 %.
      • 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 2.21 %.
    3. Above Average: Icici Prudential Constant Maturity Gilt Fund does not have any risk parameters above average; which is a good sign.
  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 three risk-adjusted performance parameters of the fund.
    1. Top 25% Risk Adjusted Performance Parameters: Icici Prudential Constant Maturity Gilt Fund has two risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: Icici Prudential Constant Maturity Gilt Fund has a Sharpe Ratio of -0.38 compared to the category average of -0.4.
      • Sortino Ratio: Icici Prudential Constant Maturity Gilt Fund has a Sortino Ratio of -0.13 compared to the category average of -0.14.
    2. Above Average Below Top 25% Risk Adjusted Performance Parameters: Icici Prudential Constant Maturity Gilt Fund has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Sterling Ratio: Icici Prudential Constant Maturity Gilt Fund has a Sterling Ratio of 0.41 compared to the category average of 0.4.
    3. Below Average Risk Adjusted Performance Parameters: The fund does not have any risk-adjusted performance parameters that are in the above average but below top 25% of the category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.05
0.98
0.90 | 1.08 2 | 5 Very Good
3M Return % 2.50
2.38
2.33 | 2.50 1 | 5 Very Good
6M Return % 4.78
4.66
4.48 | 4.84 2 | 5 Very Good
1Y Return % 10.26
10.28
10.02 | 10.86 2 | 5 Very Good
3Y Return % 5.72
5.63
5.38 | 5.72 1 | 4 Very Good
5Y Return % 6.87
6.38
5.79 | 6.87 1 | 4 Very Good
7Y Return % 7.90
7.49
6.33 | 8.17 2 | 4 Good
10Y Return % 8.27
7.99
7.06 | 8.38 2 | 4 Good
1Y SIP Return % 10.08
9.92
9.71 | 10.18 2 | 5 Very Good
3Y SIP Return % 8.15
8.09
7.94 | 8.22 2 | 4 Good
5Y SIP Return % 6.68
6.39
5.94 | 6.68 1 | 4 Very Good
7Y SIP Return % 6.97
6.58
5.94 | 6.97 1 | 4 Very Good
10Y SIP Return % 7.32
6.99
6.11 | 7.43 2 | 4 Good
Standard Deviation 2.98
3.00
2.95 | 3.07 2 | 4 Good
Semi Deviation 2.21
2.22
2.16 | 2.27 2 | 4 Good
Max Drawdown % -3.67
-3.80
-4.22 | -3.50 2 | 4 Good
VaR 1 Y % -3.58
-3.67
-3.93 | -3.54 2 | 4 Good
Average Drawdown % -0.80
-0.84
-0.92 | -0.79 2 | 4 Good
Sharpe Ratio -0.38
-0.40
-0.48 | -0.38 1 | 4 Very Good
Sterling Ratio 0.41
0.40
0.37 | 0.42 2 | 4 Good
Sortino Ratio -0.13
-0.14
-0.16 | -0.13 1 | 4 Very Good
Return data last Updated On : Dec. 2, 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 % 1.06 1.01 0.91 | 1.09 2 | 5
3M Return % 2.54 2.45 2.39 | 2.54 1 | 5
6M Return % 4.87 4.81 4.59 | 4.96 2 | 5
1Y Return % 10.43 10.59 10.26 | 11.11 4 | 5
3Y Return % 5.89 5.86 5.60 | 6.06 2 | 4
5Y Return % 7.04 6.61 6.00 | 7.04 1 | 4
7Y Return % 8.09 7.72 6.56 | 8.32 2 | 4
10Y Return % 8.49 8.24 7.30 | 8.61 3 | 4
1Y SIP Return % 10.25 10.22 9.99 | 10.42 2 | 5
3Y SIP Return % 8.32 8.33 8.16 | 8.44 3 | 4
5Y SIP Return % 6.84 6.62 6.16 | 6.84 1 | 4
7Y SIP Return % 7.14 6.81 6.16 | 7.14 1 | 4
10Y SIP Return % 7.51 7.22 6.34 | 7.59 2 | 4
Standard Deviation 2.98 3.00 2.95 | 3.07 2 | 4
Semi Deviation 2.21 2.22 2.16 | 2.27 2 | 4
Max Drawdown % -3.67 -3.80 -4.22 | -3.50 2 | 4
VaR 1 Y % -3.58 -3.67 -3.93 | -3.54 2 | 4
Average Drawdown % -0.80 -0.84 -0.92 | -0.79 2 | 4
Sharpe Ratio -0.38 -0.40 -0.48 | -0.38 1 | 4
Sterling Ratio 0.41 0.40 0.37 | 0.42 2 | 4
Sortino Ratio -0.13 -0.14 -0.16 | -0.13 1 | 4
Return data last Updated On : Dec. 2, 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 0.28 ₹ 10,028.00 0.28 ₹ 10,028.00
1W 0.82 ₹ 10,082.00 0.82 ₹ 10,082.00
1M 1.05 ₹ 10,105.00 1.06 ₹ 10,106.00
3M 2.50 ₹ 10,250.00 2.54 ₹ 10,254.00
6M 4.78 ₹ 10,478.00 4.87 ₹ 10,487.00
1Y 10.26 ₹ 11,026.00 10.43 ₹ 11,043.00
3Y 5.72 ₹ 11,817.00 5.89 ₹ 11,874.00
5Y 6.87 ₹ 13,941.00 7.04 ₹ 14,052.00
7Y 7.90 ₹ 17,028.00 8.09 ₹ 17,237.00
10Y 8.27 ₹ 22,136.00 8.49 ₹ 22,594.00
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 10.08 ₹ 12,645.05 10.25 ₹ 12,655.93
3Y ₹ 36000 8.15 ₹ 40,718.56 8.32 ₹ 40,820.47
5Y ₹ 60000 6.68 ₹ 71,024.88 6.84 ₹ 71,322.90
7Y ₹ 84000 6.97 ₹ 107,627.35 7.14 ₹ 108,301.45
10Y ₹ 120000 7.32 ₹ 174,983.16 7.51 ₹ 176,751.72
15Y ₹ 180000 ₹ ₹


Date Icici Prudential Constant Maturity Gilt Fund NAV Regular Growth Icici Prudential Constant Maturity Gilt Fund NAV Direct Growth
02-12-2024 23.4094 23.9101
29-11-2024 23.3438 23.8427
28-11-2024 23.2578 23.7548
27-11-2024 23.2419 23.7385
26-11-2024 23.2114 23.7072
25-11-2024 23.2199 23.7158
22-11-2024 23.1709 23.6654
21-11-2024 23.1877 23.6825
19-11-2024 23.2028 23.6977
18-11-2024 23.1839 23.6782
14-11-2024 23.1552 23.6485
13-11-2024 23.1897 23.6837
12-11-2024 23.1968 23.6908
11-11-2024 23.2077 23.7019
08-11-2024 23.2114 23.7053
07-11-2024 23.1836 23.6768
06-11-2024 23.17 23.6628
05-11-2024 23.1677 23.6604
04-11-2024 23.1667 23.6593

Fund Launch Date: 25/Aug/2014
Fund Category: Gilt Fund with 10 year constant duration
Investment Objective: To generate income primarily by investing in portfolio of Government Securities while maintaining constant maturity of the portfolio at 10 years. However, there can be no assurance or guarantee that the investment objective of the Scheme would be achieved.
Fund Description: An open ended debt scheme investing in government securities having a constant maturity of 10 Years
Fund Benchmark: CRISIL 10 Year Gilt Index
Source: Fund FactSheet

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