Icici Prudential Nifty 100 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 ₹17.01(R) +0.09% ₹17.3(D) +0.09%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 22.28% 12.73% -% -% -%
LumpSum (D) 22.6% 13.23% -% -% -%
SIP (R) -8.96% 16.27% -% -% -%
SIP (D) -8.69% 16.72% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.55 0.28 0.75 -0.61% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.97% -13.89% -9.19% 0.78 9.22%

No data available

NAV Date: 19-11-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Growth 17.01
0.0200
0.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - IDCW 17.02
0.0200
0.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Direct Plan - Growth 17.3
0.0200
0.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Direct Plan - IDCW 17.3
0.0200
0.0900%

Review Date: 19-11-2024

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 five 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 ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has one return parameter in the top 25% in the category, as shown below:
      • 6M Return %
    2. Above Average Below the Top 25%: The ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has two return parameters in the category, which are above average but below the top 25%, as listed below:
      • 1Y Return %
      • 3Y Return %
    3. Below Average: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has two return parameters that are below average in the category, which are listed below:
      • 3M Return %
      • 1M Return %
  2. Risk: Various factors can lead to the risk of either not meeting expected returns or encountering a monetary loss. For ICICI Prudential Nifty 100 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 100 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 100 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 100 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 12.97 %.
      • 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 9.22 %.
  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 100 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 100 Low Volatility 30 ETF FOF has one risk-adjusted performance parameter of the fund that is in the this group of the category.
      • Sharpe Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sharpe Ratio of 0.55 compared to the category average of 0.53.
    3. Below Average Risk Adjusted Performance Parameters: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has three risk-adjusted performance parameters of the fund that are below average in the category.
      • Sterling Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sterling Ratio of 0.75 compared to the category average of 0.8.
      • Sortino Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sortino Ratio of 0.28 compared to the category average of 0.31.
      • Treynor Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Treynor Ratio of 0.09 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 % -6.39
-2.73
-7.91 | 12.93 71 | 78 Poor
3M Return % -5.40
1.76
-8.51 | 36.76 63 | 71 Poor
6M Return % 5.48
4.18
-2.98 | 25.87 16 | 75 Very Good
1Y Return % 22.28
21.69
7.30 | 60.13 40 | 73 Average
3Y Return % 12.73
12.08
3.42 | 33.26 26 | 55 Good
1Y SIP Return % -8.96
-11.36
-37.53 | 45.92 30 | 64 Good
3Y SIP Return % 16.27
13.20
1.40 | 34.19 13 | 48 Good
Standard Deviation 12.97
8.84
1.13 | 25.88 47 | 57 Poor
Semi Deviation 9.22
6.15
0.85 | 18.22 47 | 57 Poor
Max Drawdown % -9.19
-7.37
-37.24 | -0.27 42 | 57 Average
VaR 1 Y % -13.89
-9.90
-35.92 | -0.04 44 | 57 Average
Average Drawdown % -5.03
-3.28
-12.35 | -0.25 46 | 57 Poor
Sharpe Ratio 0.55
0.53
-0.92 | 1.66 33 | 57 Average
Sterling Ratio 0.75
0.80
0.09 | 2.07 28 | 57 Good
Sortino Ratio 0.28
0.31
-0.30 | 1.03 33 | 57 Average
Jensen Alpha % -0.61
3.42
-6.74 | 10.69 7 | 10 Average
Treynor Ratio 0.09
0.13
0.04 | 0.20 7 | 10 Average
Modigliani Square Measure % 16.92
21.68
11.57 | 30.67 7 | 10 Average
Alpha % -4.75
0.10
-12.06 | 5.31 9 | 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 % -6.36 -2.69 -7.88 | 12.96 71 | 78
3M Return % -5.31 1.87 -8.40 | 36.91 63 | 71
6M Return % 5.69 4.41 -2.73 | 26.15 17 | 75
1Y Return % 22.60 22.22 7.41 | 60.76 42 | 73
3Y Return % 13.23 12.63 4.18 | 33.27 28 | 55
1Y SIP Return % -8.69 -10.98 -37.53 | 46.54 31 | 64
3Y SIP Return % 16.72 13.71 1.40 | 34.21 13 | 48
Standard Deviation 12.97 8.84 1.13 | 25.88 47 | 57
Semi Deviation 9.22 6.15 0.85 | 18.22 47 | 57
Max Drawdown % -9.19 -7.37 -37.24 | -0.27 42 | 57
VaR 1 Y % -13.89 -9.90 -35.92 | -0.04 44 | 57
Average Drawdown % -5.03 -3.28 -12.35 | -0.25 46 | 57
Sharpe Ratio 0.55 0.53 -0.92 | 1.66 33 | 57
Sterling Ratio 0.75 0.80 0.09 | 2.07 28 | 57
Sortino Ratio 0.28 0.31 -0.30 | 1.03 33 | 57
Jensen Alpha % -0.61 3.42 -6.74 | 10.69 7 | 10
Treynor Ratio 0.09 0.13 0.04 | 0.20 7 | 10
Modigliani Square Measure % 16.92 21.68 11.57 | 30.67 7 | 10
Alpha % -4.75 0.10 -12.06 | 5.31 9 | 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 0.09 ₹ 10,009.00 0.09 ₹ 10,009.00
1W -1.81 ₹ 9,819.00 -1.81 ₹ 9,819.00
1M -6.39 ₹ 9,361.00 -6.36 ₹ 9,364.00
3M -5.40 ₹ 9,460.00 -5.31 ₹ 9,469.00
6M 5.48 ₹ 10,548.00 5.69 ₹ 10,569.00
1Y 22.28 ₹ 12,228.00 22.60 ₹ 12,260.00
3Y 12.73 ₹ 14,327.00 13.23 ₹ 14,517.00
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 -8.96 ₹ 11,407.58 -8.69 ₹ 11,425.81
3Y ₹ 36000 16.27 ₹ 45,823.64 16.72 ₹ 46,117.19
5Y ₹ 60000 ₹ ₹
7Y ₹ 84000 ₹ ₹
10Y ₹ 120000 ₹ ₹
15Y ₹ 180000 ₹ ₹


Date Icici Prudential Nifty 100 Low Volatility 30 Etf Fof NAV Regular Growth Icici Prudential Nifty 100 Low Volatility 30 Etf Fof NAV Direct Growth
19-11-2024 17.0149 17.297
18-11-2024 16.9993 17.281
14-11-2024 17.1149 17.3978
13-11-2024 17.1727 17.4563
12-11-2024 17.329 17.615
11-11-2024 17.5594 17.849
08-11-2024 17.6836 17.9746
07-11-2024 17.6838 17.9747
06-11-2024 17.8235 18.1165
05-11-2024 17.6127 17.902
04-11-2024 17.5476 17.8356
31-10-2024 17.7213 18.0114
30-10-2024 17.7462 18.0365
29-10-2024 17.8205 18.1119
28-10-2024 17.8784 18.1704
25-10-2024 17.8136 18.1041
24-10-2024 17.8221 18.1125
23-10-2024 18.0032 18.2963
22-10-2024 18.0117 18.3048
21-10-2024 18.1764 18.472

Fund Launch Date: 12/Apr/2021
Fund Category: FoF Domestic
Investment Objective: ICICI Prudential Nifty Low Vol 30 ETF FOF (the Scheme) is a Fund of Funds scheme with the primary objective to generate returns by investing in units of ICICI Prudential Nifty Low Vol 30 ETF. There can be no assurance or guarantee that the investment objectives of the Scheme would beachieved.
Fund Description: An open ended fund of funds scheme investing in ICICI Prudential Nifty Low Vol 30 ETF
Fund Benchmark: Nifty Alpha Low-Volatility 30 Total Return Index
Source: Fund FactSheet

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