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MF_120592

ICICI Prudential ELSS - Tax Saver Fund - Direct Plan - Growth

Equity Schemes - ELSS- Tax Saver Fund

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End Amount
₹61,711.53
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
14.06%
MF_120592 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
8.78%
Real Annualized Return
Alpha
0.03
Excess Return vs Benchmark
Beta
0.97
Volatility vs Benchmark
Sharpe Ratio
0.55
Risk-Adjusted Return
Sortino Ratio
0.82
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% 23% 19%
60 days 57% 15% 10%
90 days 61% 12% 9%
180 days 61% 9% 5%
1Yr 66% 7% 3%
3Yr 73% 4% 2%
5Yr 69% 2% 1%
7Yr 77% 2% 0%
10Yr 100% 2% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ICICI Prudential ELSS - Tax Saver Fund - Direct Plan - Growth Nifty 50
30 days -19.0% | -62.2% | 19.1% | 195.1% 26.6% | -61.9% | 14.2% | 180.7%
60 days -34.6% | -46.1% | 17.5% | 154.6% -23.0% | -45.3% | 16.7% | 120.0%
90 days -28.6% | -36.9% | 17.1% | 129.8% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -8.4% | -12.6% | 11.7% | 68.1% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 10.5% | 1.9% | 15.5% | 27.7% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 8.2% | 5.0% | 14.8% | 23.9% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 13.3% | 11.4% | 14.4% | 17.1% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 11.9% | 12.2% | 14.8% | 17.7% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 17 Periods
Start Date End Date Duration Max Drop (%) Benchmark & Other Symbols Max Drop Start Value Min Value End Value
Jan. 15, 2013 Oct. 31, 2013 289 days 16% Nifty 50: 12% 10205 8553 10232
July 7, 2014 Aug. 19, 2014 43 days 7% Nifty 50: 4% 15239 14191 15285
Dec. 4, 2014 Jan. 17, 2015 44 days 6% Nifty 50: 6% 17112 16022 17177
March 3, 2015 June 29, 2016 484 days 17% Nifty 50: 22% 18131 15128 18233
Oct. 24, 2016 March 1, 2017 128 days 11% Nifty 50: 9% 20196 17975 20228
May 16, 2017 July 19, 2017 64 days 5% Nifty 50: 2% 21638 20554 21660
Jan. 23, 2018 July 27, 2018 185 days 7% Nifty 50: 9% 24267 22537 24551
Sept. 7, 2018 May 24, 2019 259 days 13% Nifty 50: 13% 25699 22306 25700
June 3, 2019 Nov. 28, 2019 178 days 12% Nifty 50: 11% 26032 22927 26035
Jan. 17, 2020 Nov. 14, 2020 302 days 38% Nifty 50: 38% 26933 16829 27168
Jan. 14, 2021 Feb. 3, 2021 20 days 7% Nifty 50: 7% 31938 29663 32151
March 3, 2021 May 21, 2021 79 days 6% Nifty 50: 6% 33781 31599 33814
Oct. 18, 2021 Nov. 26, 2022 404 days 17% Nifty 50: 16% 42468 35118 42475
Dec. 1, 2022 June 3, 2023 184 days 10% Nifty 50: 10% 43113 38594 43121
Sept. 15, 2023 Nov. 23, 2023 69 days 5% Nifty 50: 7% 48015 45395 48024
Sept. 26, 2024 Oct. 29, 2025 398 days 18% Nifty 50: 15% 67637 55722 67724
Jan. 2, 2026 Oct. 30, 2026 301 days 14% Nifty 50: 15% 67868 58621 61712