Icici Prudential Debt Management Fund (Fof)

Review Date: 07-03-2025

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%: The fund does not have any return parameter in the top 25% in the category.
   2. Above Average Below the Top 25%: The Icici Prudential Debt Management Fund (Fof) has two return parameters in the category, which are above average but below the top 25%, as listed below:
      
      • 1M Return %
      • 3M Return %
   3. Below Average: Icici Prudential Debt Management Fund (Fof) has four return parameters that are below average in the category, which are listed below:
      
      • 1Y Return %
      • 3Y Return %
      • 5Y 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 Debt Management Fund (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%: two risk parameters in the lowest 25% in the category, 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 1.0 %.
      • 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 0.74 %.
   2. Below Average but Above the Lowest 25%: Icici Prudential Debt Management Fund (Fof) does not have any risk parameters in the below average but above the lowest 25% of the category.
   3. Above Average: Icici Prudential Debt Management Fund (Fof) does not have any risk parameters above average; which is a good sign.
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 Debt Management Fund (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 Debt Management Fund (Fof) has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Treynor Ratio: Icici Prudential Debt Management Fund (Fof) has a Treynor Ratio of 0.06 compared to the category average of -0.04.
   3. Below Average Risk Adjusted Performance Parameters: Icici Prudential Debt Management Fund (Fof) has three risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: Icici Prudential Debt Management Fund (Fof) has a Sharpe Ratio of 0.23 compared to the category average of 0.47.
      • Sterling Ratio: Icici Prudential Debt Management Fund (Fof) has a Sterling Ratio of 0.68 compared to the category average of 0.68.
      • Sortino Ratio: Icici Prudential Debt Management Fund (Fof) has a Sortino Ratio of 0.1 compared to the category average of 0.26.

Date	Icici Prudential Debt Management Fund (Fof) NAV Regular Growth	Icici Prudential Debt Management Fund (Fof) NAV Direct Growth
07-03-2025	43.5114	45.2502
06-03-2025	43.4957	45.2336
05-03-2025	43.4542	45.1901
04-03-2025	43.428	45.1626
03-03-2025	43.4327	45.1672
28-02-2025	43.4272	45.1605
27-02-2025	43.4308	45.1639
25-02-2025	43.431	45.1635
24-02-2025	43.4311	45.1634
21-02-2025	43.3825	45.1301
20-02-2025	43.3788	45.126
18-02-2025	43.3717	45.1179
17-02-2025	43.364	45.1096
14-02-2025	43.3389	45.0826
13-02-2025	43.3357	45.079
12-02-2025	43.336	45.079
11-02-2025	43.3266	45.0688
10-02-2025	43.3004	45.0413
07-02-2025	43.2876	45.0271