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AI Fund Dissection
AI Fund Dissection
Compare ICICI Prudential Multi - Asset Fund - Institutional against another fund →NAV as of 24 Apr 2020 · AMFI publishes T+1
Since inception
16 May 2011
ISIN
—
AI briefing
ICICI Prudential Multi-Asset Fund is a hybrid scheme that invests across multiple asset classes to balance risk and returns. The fund has shown strong long-term performance with a 9.76% CAGR since inception, outperforming the Nifty 50, though it has experienced short-term volatility including a maximum drawdown of -30.6%.
The fund demonstrates a defensive approach with a beta of 0.70, suggesting lower volatility than the market. Its moderate downside capture ratio of 69% indicates some protection during market falls, while the positive rolling 3-year returns in 99% of periods suggest consistent long-term performance through market cycles.
Suits
Not for
News & sentiment
No press coverage found in the last 7 days. Smaller schemes are rarely covered by name — the data sections below are unaffected.
Performance
| Window | Fund | Nifty 50 | Difference |
|---|---|---|---|
| 1M | 15.47% | 207.46% | -191.99% |
| 3M | -18.76% | 95.83% | -114.58% |
| 6M | -13.24% | 107.08% | -120.32% |
| 1YCAGR | -14.21% | 104.55% | -118.75% |
| 3YCAGR | 0.81% | 37.54% |
SIP simulator
Monthly amount
For how long
Buys units at the actual published NAV on the same date each month, then computes XIRR over the real cash flows. Not a projection — this is what the SIP would have done.
₹5,000/mo × 61 months
XIRR 1.73%After tax
Tax treatment
Equity
LTCG 12.5% over ₹1.25L (held >1y); STCG 20%
Lock-in
None
Open-ended — redeem any day
₹10,00,000 lumpsum · 5 years at the fund's 5.0% CAGR
Illustrative, using FY2025-26 rules on a hypothetical lumpsum at this fund's realised 5-year CAGR — not a projection or tax advice. Debt gains are added to your income and taxed at your slab (shown at 30%); your actual rate may differ. Surcharge and cess are excluded.
Risk profile
Volatility
13.4%
Annualised, daily NAV
Sharpe
0.24
Excess return per unit of risk
Sortino
0.31
Downside risk only
Max drawdown
-30.6%
17 Jan 2020 → 23 Mar 2020
Recovery
Not yet
Still below the prior peak
Best 1 year
61.6%
Rolling, any start date
Worst 1 year
-22.3%
Rolling, any start date
Worst-case entry
The unluckiest possible lumpsum: buy at the peak of , and you'd have watched it fall and waited just to break even. A monthly SIP would have softened this by buying through the fall; this is the lumpsum-at-the-top case.
Consistency
Every 3-year holding period since inception — 292 overlapping windows. This is what the fund returned depending on when you happened to buy.
Positive 3y windows
99%
Of 292 windows tested
Median 3y CAGR
15.7%
The typical outcome, not the best one
Vs Nifty 50
Beta
0.70
Moves less than the index
Alpha
-4.73%
Annualised, risk-adjusted
Correlation
0.91
1.0 = moves in lockstep
Upside capture
74%
Of index gains captured
Downside capture
69%
Of index falls absorbed
Capture below 100% on the downside and above it on the upside is the pattern investors pay for. Alpha assumes a 6.5% risk-free rate. Measured against the Nifty 50— the category-appropriate index, though not necessarily this fund's exact stated benchmark.
Category
| Fund | 1Y | 3Y | 5Y | Volatility |
|---|---|---|---|---|
| Nippon India | 13.9% | 17.5% | 14.9% | 9.5% |
| UTI | 6.6% | 15.1% | 13.3% | 12.0% |
| SBI | 11.7% | 15.1% | 13.1% | 5.7% |
| ICICI Prudential | 7.2% | 14.7% |
Category rank
5-year return
5.0% CAGR0th percentile
Out-returned 0% of its category.
Calm (low volatility)
13.4% vol13th percentile
Steadier than 13% of its category.
Ranked against 8 same-category Direct-Growth schemes (the largest AMCs in Multi Asset Allocation by scheme count). A high return percentile with a high calm percentile is the rare combination — most funds trade one for the other. Percentile is of this sample, not the whole category.
Both sides
What the numbers support
What they warn about
Not shown, and why
Portfolio holdings, sector allocation, AUM, expense ratio and the fund manager are absent because no free machine-readable feed publishes them — SEBI mandates monthly disclosure, but each AMC posts its own spreadsheet. Rather than estimate them, this page shows only what AMFI's published NAV series can prove. The cost section derives the expense difference from Direct vs Regular NAVs instead.
NAV as of 24 Apr 2020 · AMFI publishes T+1 · Educational only, not investment advice.
Sensai publishes educational market commentary, not investment advice. We are not SEBI-registered investment advisers or research analysts, and nothing here is a recommendation to buy, sell, or hold any security.
Live prices, index levels, and other market data are pulled from third-party feeds, may be delayed, and can be inaccurate or unavailable. Do not rely on them for trading decisions.
Investing in equities carries risk, including the loss of principal. Always do your own research and consider consulting a SEBI-registered adviser before making any investment decision.
AI interpretation of the computed statistics on this page — educational, not advice. It has no access to portfolio holdings and is instructed not to guess at them.
| -36.73% |
| 5YCAGR | 5.02% | 23.63% | -18.61% |
| InceptionCAGR | 9.76% | 17.91% | -8.14% |
Compared against the Nifty 50, the category-appropriate index — a small-cap fund judged against the large-cap Nifty 50 would look better than it is. Windows under 1 year are absolute; 1 year and beyond are annualised (CAGR). Only windows the fund has actually lived through are shown. Past performance does not indicate future returns.
Sharpe and Sortino assume a 6.5% risk-free rate (~Indian 1-year T-bill).
| 17.0% |
| 16.0% |
| HDFC | 4.6% | 11.1% | 10.7% | 6.8% |
| ICICI Prudentialthis fund | -14.2% | 0.8% | 5.0% | 13.4% |
| Kotak Mahindra | 18.8% | — | — | 12.3% |
Same category (Hybrid Scheme - Multi Asset Allocation), same plan type, sorted by 3-year CAGR. Peers are the largest AMCs in the category by scheme count — a size proxy, since scheme-level AUM isn't published in a machine-readable feed.