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MF_120599

ICICI Prudential Multi Cap Fund - Direct Plan - Growth

Equity Schemes - Multi Cap Fund

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End Amount
₹70,931.04
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
15.21%
MF_120599 Return
Benchmark CAGR
11.57%
Nifty 50
Inflation Adj. CAGR
9.88%
Real Annualized Return
Alpha
0.04
Excess Return vs Benchmark
Beta
0.98
Volatility vs Benchmark
Sharpe Ratio
0.62
Risk-Adjusted Return
Sortino Ratio
0.96
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 56% 28% 20%
60 days 59% 18% 11%
90 days 61% 15% 9%
180 days 62% 12% 6%
1Yr 65% 10% 4%
3Yr 72% 6% 3%
5Yr 67% 5% 1%
7Yr 96% 2% 0%
10Yr 100% 3% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ICICI Prudential Multi Cap Fund - Direct Plan - Growth Nifty 50
30 days -47.5% | -62.3% | 21.3% | 227.3% 26.6% | -61.9% | 14.2% | 180.7%
60 days -50.3% | -46.3% | 19.5% | 146.1% -23.0% | -45.3% | 16.7% | 120.0%
90 days -35.3% | -37.7% | 18.0% | 123.4% -25.0% | -37.7% | 15.4% | 102.4%
1 Year -3.1% | -13.8% | 12.0% | 66.4% -10.0% | -14.9% | 12.2% | 55.8%
3 Years 13.5% | -0.1% | 17.5% | 29.3% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 12.1% | 4.6% | 16.0% | 27.8% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 15.8% | 10.9% | 15.2% | 18.8% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 13.6% | 14.2% | 16.1% | 19.0% 11.7% | 11.3% | 13.3% | 15.0%
Periods of Negative Return (Drawdowns) 21 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 15% Nifty 50: 12% 10045 8547 10120
Dec. 31, 2013 March 5, 2014 64 days 5% Nifty 50: 5% 10515 9953 10589
July 4, 2014 Aug. 15, 2014 42 days 5% Nifty 50: 4% 14071 13324 14106
Dec. 4, 2014 Jan. 16, 2015 43 days 6% Nifty 50: 6% 16175 15192 16210
Jan. 29, 2015 March 3, 2015 33 days 5% Nifty 50: 5% 16784 15941 16868
March 5, 2015 July 7, 2015 124 days 7% Nifty 50: 11% 16868 15763 16869
Aug. 14, 2015 June 25, 2016 316 days 17% Nifty 50: 18% 17480 14453 17521
Oct. 24, 2016 Feb. 21, 2017 120 days 11% Nifty 50: 9% 19999 17843 20028
May 16, 2017 July 13, 2017 58 days 5% Nifty 50: 2% 21802 20659 21836
Jan. 23, 2018 July 27, 2018 185 days 8% Nifty 50: 9% 24300 22454 24349
Sept. 7, 2018 Jan. 2, 2020 482 days 13% Nifty 50: 13% 25864 22487 25995
Jan. 17, 2020 Nov. 28, 2020 316 days 39% Nifty 50: 38% 26421 16149 26692
Jan. 13, 2021 Feb. 2, 2021 20 days 5% Nifty 50: 6% 29889 28278 30374
March 3, 2021 May 18, 2021 76 days 8% Nifty 50: 6% 32611 30054 32818
Nov. 9, 2021 Sept. 10, 2022 305 days 17% Nifty 50: 15% 40978 33995 41101
Sept. 13, 2022 Nov. 1, 2022 49 days 6% Nifty 50: 7% 41241 38949 41310
Dec. 5, 2022 May 13, 2023 159 days 8% Nifty 50: 9% 42664 39191 42837
Sept. 11, 2023 Nov. 14, 2023 64 days 5% Nifty 50: 6% 50544 47998 50545
Sept. 27, 2024 April 22, 2026 572 days 17% Nifty 50: 15% 74642 61768 74874
May 27, 2026 June 17, 2026 21 days 5% Nifty 50: 3% 77142 73221 77394
Aug. 26, 2026 Oct. 30, 2026 65 days 14% Nifty 50: 8% 80057 68989 70931