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MF_120591

ICICI Prudential Small Cap Fund - Direct Plan - Growth

Equity Schemes - Small Cap Fund

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End Amount
₹77,239.71
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.93%
MF_120591 Return
Benchmark CAGR
11.55%
Nifty 50
Inflation Adj. CAGR
10.57%
Real Annualized Return
Alpha
0.06
Excess Return vs Benchmark
Beta
0.98
Volatility vs Benchmark
Sharpe Ratio
0.60
Risk-Adjusted Return
Sortino Ratio
0.90
Downside Risk-Adjusted
Parameters (amount, dates, benchmark) can be changed by clicking the Change Settings button or dropdown above. Click to expand
₹
Capital is parked in this source symbol and transferred monthly into the target.
Interval in months to rebalance portfolio constituents (for portfolio strategies).
Calculate and show 3Yr, 5Yr, 7Yr, and 10Yr rolling monthly return correlations across symbols (disabled by default for faster backtests).
Performance Chart
Win Ratios against Benchmark: Nifty 50
Period Win Ratio (%) Avg Win over Benchmark (%) Avg Loss over Benchmark (%)
30 days 55% 49% 30%
60 days 57% 32% 18%
90 days 60% 26% 15%
180 days 66% 18% 11%
1Yr 71% 13% 9%
3Yr 72% 9% 6%
5Yr 72% 7% 2%
7Yr 93% 4% 1%
10Yr 100% 4% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ICICI Prudential Small Cap Fund - Direct Plan - Growth Nifty 50
30 days -60.0% | -68.2% | 21.5% | 295.7% 26.6% | -61.9% | 14.2% | 180.7%
60 days -41.4% | -56.3% | 20.4% | 178.8% -23.0% | -45.3% | 16.8% | 120.0%
90 days -26.3% | -46.8% | 18.5% | 142.7% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -4.0% | -23.3% | 13.9% | 105.2% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 9.6% | -5.3% | 17.7% | 44.0% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 11.7% | 0.1% | 17.1% | 34.9% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 20.2% | 7.6% | 17.3% | 22.9% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 15.4% | 14.9% | 17.4% | 20.5% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 16 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 21, 2013 Sept. 19, 2013 241 days 10% Nifty 50: 12% 10089 9112 10186
Sept. 15, 2014 Nov. 6, 2014 52 days 5% Nifty 50: 4% 15335 14560 15351
April 15, 2015 July 30, 2016 472 days 20% Nifty 50: 20% 17587 14092 17684
Oct. 5, 2016 Feb. 21, 2017 139 days 11% Nifty 50: 9% 19136 17038 19177
Jan. 24, 2018 Dec. 3, 2020 1044 days 45% Nifty 50: 29% 25706 14108 25771
April 9, 2021 May 1, 2021 22 days 5% Nifty 50: 4% 32155 30533 32300
Aug. 2, 2021 Sept. 8, 2021 37 days 7% Nifty 50: 0% 41864 39023 41969
Oct. 18, 2021 Nov. 4, 2021 17 days 5% Nifty 50: 4% 45738 43349 46037
Nov. 9, 2021 Jan. 14, 2022 66 days 9% Nifty 50: 8% 46433 42349 46538
Jan. 17, 2022 Aug. 30, 2022 225 days 15% Nifty 50: 16% 46836 39782 46836
Dec. 2, 2022 May 6, 2023 155 days 7% Nifty 50: 9% 48854 45351 48935
Sept. 11, 2023 Nov. 21, 2023 71 days 6% Nifty 50: 6% 61961 58039 62203
Feb. 27, 2024 April 4, 2024 37 days 8% Nifty 50: 2% 69379 63890 69500
July 31, 2024 Aug. 31, 2024 31 days 6% Nifty 50: 4% 82123 77498 82179
Oct. 1, 2024 Aug. 5, 2026 673 days 22% Nifty 50: 14% 83592 65069 83721
Aug. 21, 2026 Oct. 30, 2026 70 days 9% Nifty 50: 8% 84487 76715 77240