Icici Prudential Passive Strategy Fund (Fof)

Review Date: 13-03-2025

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 Icici Prudential Passive Strategy Fund (Fof) has one return parameter in the top 25% in the category, as shown below:
      
      • 5Y Return %
   2. Above Average Below the Top 25%: One return parameter of the Icici Prudential Passive Strategy Fund (Fof) is above average but below the top 25% in the category, as listed below:
      
      • 3Y Return %
   3. Below Average: Icici Prudential Passive Strategy Fund (Fof) has four return parameters that are below average in the category, which are listed below:
      
      • 1Y Return %
      • 1M Return %
      • 3M Return %
      • 6M 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 Passive Strategy Fund (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 Passive Strategy Fund (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 Passive Strategy 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 Passive Strategy Fund (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 12.4 %.
      • 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 8.65 %.
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: Icici Prudential Passive Strategy Fund (Fof) has three risk-adjusted performance parameters of the fund that are in the this group of the category.
      • Sharpe Ratio: Icici Prudential Passive Strategy Fund (Fof) has a Sharpe Ratio of 0.66 compared to the category average of 0.47.
      • Sortino Ratio: Icici Prudential Passive Strategy Fund (Fof) has a Sortino Ratio of 0.34 compared to the category average of 0.26.
      • Treynor Ratio: Icici Prudential Passive Strategy Fund (Fof) has a Treynor Ratio of 0.1 compared to the category average of -0.04.
   3. Below Average Risk Adjusted Performance Parameters: Icici Prudential Passive Strategy Fund (Fof) has one risk-adjusted performance parameter of the fund that is below average in the category.
      • Sterling Ratio: Icici Prudential Passive Strategy Fund (Fof) has a Sterling Ratio of 0.65 compared to the category average of 0.68.

Date	Icici Prudential Passive Strategy Fund (Fof) NAV Regular Growth	Icici Prudential Passive Strategy Fund (Fof) NAV Direct Growth
13-03-2025	144.2159	150.7178
12-03-2025	144.601	151.1191
11-03-2025	144.4195	150.9281
10-03-2025	144.7343	151.2559
07-03-2025	145.7227	152.2852
06-03-2025	145.8211	152.3868
05-03-2025	144.5254	151.0318
04-03-2025	142.4538	148.8659
03-03-2025	142.4531	148.8642
28-02-2025	142.8035	149.2274
27-02-2025	145.1603	151.6893
25-02-2025	145.3381	151.873
24-02-2025	145.864	152.4216
21-02-2025	146.8408	153.4393
20-02-2025	148.1114	154.766
19-02-2025	147.7618	154.3997
18-02-2025	147.1012	153.7083
17-02-2025	147.27	153.8838
14-02-2025	146.9454	153.5415
13-02-2025	148.3283	154.9855