Icici Prudential Esg Exclusionary Strategy Fund

Review Date: 07-03-2025

A review of the different performance parameters of the fund is as follows:

1. Returns: It signifies the growth in the investment's value over a specific period, presented either as a percentage or a monetary figure. Our analysis focused on five return parameters of this fund. The return parameters have been categorized into three performance groups: the top 25%, those below the top 25% but above average, and those below average. Now, let's take a look at how each parameter has performed.
   1. Top 25%: Four return parameters of the ICICI Prudential ESG Exclusionary Strategy Fund are in the top 25% in the category, as listed below:
      
      • 3M Return %
      • 6M Return %
      • 1Y Return %
      • 3Y Return %
   2. Above Average Below the Top 25%: One return parameter of the ICICI Prudential ESG Exclusionary Strategy Fund is above average but below the top 25% in the category, as listed below:
      
      • 1M Return %
   3. Below Average: ICICI Prudential ESG Exclusionary Strategy Fund has no return parameters that are below average in the category.
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 ESG Exclusionary Strategy 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%: 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 13.16 %.
      • 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 9.36 %.
   2. Below Average but Above the Lowest 25%: ICICI Prudential ESG Exclusionary Strategy Fund does not have any risk parameters in the below average but above the lowest 25% of the category.
   3. Above Average: ICICI Prudential ESG Exclusionary Strategy Fund 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 ESG Exclusionary Strategy Fund, we have evaluated four risk-adjusted performance parameters.
   1. Top 25% Risk Adjusted Performance Parameters: ICICI Prudential ESG Exclusionary Strategy Fund has four risk-adjusted performance parameters of the fund that are in the top 25% of the category.
      • Sharpe Ratio: ICICI Prudential ESG Exclusionary Strategy Fund has a Sharpe Ratio of 0.63 compared to the category average of 0.26.
      • Sterling Ratio: ICICI Prudential ESG Exclusionary Strategy Fund has a Sterling Ratio of 0.59 compared to the category average of 0.39.
      • Sortino Ratio: ICICI Prudential ESG Exclusionary Strategy Fund has a Sortino Ratio of 0.32 compared to the category average of 0.15.
      • Treynor Ratio: ICICI Prudential ESG Exclusionary Strategy Fund has a Treynor Ratio of 0.1 compared to the category average of 0.04.
   2. Above Average Below Top 25% 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.
   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.

Date	Icici Prudential Esg Exclusionary Strategy Fund NAV Regular Growth	Icici Prudential Esg Exclusionary Strategy Fund NAV Direct Growth
07-03-2025	19.92	21.14
06-03-2025	19.84	21.06
05-03-2025	19.71	20.92
04-03-2025	19.38	20.56
03-03-2025	19.46	20.64
28-02-2025	19.46	20.65
27-02-2025	19.93	21.14
25-02-2025	20.03	21.25
24-02-2025	20.04	21.26
21-02-2025	20.27	21.5
20-02-2025	20.37	21.6
19-02-2025	20.4	21.64
18-02-2025	20.33	21.56
17-02-2025	20.4	21.63
14-02-2025	20.45	21.69
13-02-2025	20.65	21.9
12-02-2025	20.66	21.91
11-02-2025	20.67	21.92
10-02-2025	21.0	22.27
07-02-2025	21.18	22.46