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: 20-12-2024
NAV ₹17.18(R) -1.09% ₹17.48(D) -1.09%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 15.9% 15.24% -% -% -%
LumpSum (D) 16.2% 15.74% -% -% -%
SIP (R) -% -% -% -% -%
SIP (D) -40.23% 13.3% -% -% -%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
0.57 0.29 0.73 -0.58% 0.09
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
12.94% -13.89% -9.99% 0.77 9.2%

No data available

NAV Date: 20-12-2024

Scheme Name NAV Rupee Change Percent Change
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Growth 17.18
-0.1900
-1.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - IDCW 17.18
-0.1900
-1.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Direct Plan - Growth 17.48
-0.1900
-1.0900%
ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF - Direct Plan - IDCW 17.48
-0.1900
-1.0900%

Review Date: 20-12-2024

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 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%: One return parameter of the ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF is in the top 25% in the category, as listed below:
      • 1M Return %
    2. Above Average Below the Top 25%: The ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has one return parameter in the category, which is above average but below the top 25%, as shown below:
      • 3Y Return %
    3. Below Average: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has three return parameters that are below average in the category, which are listed below:
      • 1Y Return %
      • 6M Return %
      • 3M Return %
  2. Risk: It signifies the potential for financial loss or the failure to achieve anticipated returns due to diverse elements. We have analyzed two risk parameters of ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF, and divided it into three groups the lowest 25%, below average but above the lowest 25%, and above average. More details are provided 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 12.94 %.
      • 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 9.2 %.
  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 four risk-adjusted performance parameters of the fund.
    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: 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: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has four risk-adjusted performance parameters of the fund that are below average in the category.
      • Sharpe Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sharpe Ratio of 0.57 compared to the category average of 0.57.
      • Sterling Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sterling Ratio of 0.73 compared to the category average of 0.82.
      • Sortino Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Sortino Ratio of 0.29 compared to the category average of 0.33.
      • Treynor Ratio: ICICI Prudential Nifty 100 Low Volatility 30 ETF FOF has a Treynor Ratio of 0.09 compared to the category average of 0.14.


Not able to see in mobile!!! save the chart by clicking on camera icon.

KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.49
0.66
-5.96 | 19.78 20 | 78 Very Good
3M Return % -10.73
-1.62
-11.17 | 36.32 64 | 66 Poor
6M Return % 2.45
3.24
-6.70 | 38.20 43 | 67 Average
1Y Return % 15.90
18.72
6.55 | 82.26 39 | 73 Average
3Y Return % 15.24
13.41
0.73 | 35.69 17 | 58 Good
Standard Deviation 12.94
8.85
1.13 | 26.74 48 | 57 Poor
Semi Deviation 9.20
6.14
0.86 | 18.87 48 | 57 Poor
Max Drawdown % -9.99
-7.12
-37.21 | -0.27 44 | 57 Average
VaR 1 Y % -13.89
-10.09
-35.92 | -0.04 45 | 57 Average
Average Drawdown % -5.26
-3.26
-12.35 | -0.23 48 | 57 Poor
Sharpe Ratio 0.57
0.57
-0.88 | 1.84 40 | 57 Average
Sterling Ratio 0.73
0.82
0.16 | 2.19 34 | 57 Average
Sortino Ratio 0.29
0.33
-0.28 | 1.23 41 | 57 Average
Jensen Alpha % -0.58
3.14
-7.01 | 10.13 6 | 10 Good
Treynor Ratio 0.09
0.14
0.05 | 0.21 7 | 10 Average
Modigliani Square Measure % 17.25
22.16
12.79 | 30.55 7 | 10 Average
Alpha % -4.84
-0.90
-12.56 | 3.01 9 | 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

Rotate the phone! Best viewed in landscape mode on mobile.
KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 1.52 0.70 -5.93 | 19.81 20 | 78
3M Return % -10.64 -1.52 -11.07 | 36.48 64 | 66
6M Return % 2.65 3.47 -6.47 | 38.47 43 | 67
1Y Return % 16.20 19.23 6.66 | 82.98 40 | 73
3Y Return % 15.74 13.96 1.20 | 35.70 18 | 58
1Y SIP Return % -40.23 -33.77 -40.27 | 3.19 51 | 52
3Y SIP Return % 13.30 12.31 0.94 | 47.44 14 | 41
Standard Deviation 12.94 8.85 1.13 | 26.74 48 | 57
Semi Deviation 9.20 6.14 0.86 | 18.87 48 | 57
Max Drawdown % -9.99 -7.12 -37.21 | -0.27 44 | 57
VaR 1 Y % -13.89 -10.09 -35.92 | -0.04 45 | 57
Average Drawdown % -5.26 -3.26 -12.35 | -0.23 48 | 57
Sharpe Ratio 0.57 0.57 -0.88 | 1.84 40 | 57
Sterling Ratio 0.73 0.82 0.16 | 2.19 34 | 57
Sortino Ratio 0.29 0.33 -0.28 | 1.23 41 | 57
Jensen Alpha % -0.58 3.14 -7.01 | 10.13 6 | 10
Treynor Ratio 0.09 0.14 0.05 | 0.21 7 | 10
Modigliani Square Measure % 17.25 22.16 12.79 | 30.55 7 | 10
Alpha % -4.84 -0.90 -12.56 | 3.01 9 | 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 -1.09 ₹ 9,891.00 -1.09 ₹ 9,891.00
1W -3.16 ₹ 9,684.00 -3.15 ₹ 9,685.00
1M 1.49 ₹ 10,149.00 1.52 ₹ 10,152.00
3M -10.73 ₹ 8,927.00 -10.64 ₹ 8,936.00
6M 2.45 ₹ 10,245.00 2.65 ₹ 10,265.00
1Y 15.90 ₹ 11,590.00 16.20 ₹ 11,620.00
3Y 15.24 ₹ 15,306.00 15.74 ₹ 15,506.00
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 ₹ -40.23 ₹ 9,182.28
3Y ₹ 36000 ₹ 13.30 ₹ 43,909.20
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
20-12-2024 17.1849 17.4758
19-12-2024 17.3741 17.668
18-12-2024 17.4482 17.7432
17-12-2024 17.3992 17.6931
16-12-2024 17.687 17.9856
13-12-2024 17.7452 18.0442
12-12-2024 17.5816 17.8777
11-12-2024 17.6802 17.9777
10-12-2024 17.6148 17.911
09-12-2024 17.6157 17.9117
06-12-2024 17.6738 17.9702
05-12-2024 17.6495 17.9453
04-12-2024 17.5271 17.8206
03-12-2024 17.5603 17.8542
02-12-2024 17.4542 17.7462
29-11-2024 17.3403 17.6298
28-11-2024 17.2004 17.4873
27-11-2024 17.4392 17.73
26-11-2024 17.3903 17.68
25-11-2024 17.4649 17.7557
22-11-2024 17.2933 17.5806
21-11-2024 16.9324 17.2135

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.