Research & DIY Experimentation Only: This site is for educational and informational purposes only. No assurance is provided on data correctness and it is not SEBI-registered investment advice.
MF_120722

ICICI Prudential Focused Fund - Direct Plan - Growth

Equity Schemes - Focused Fund

Back to Home
End Amount
₹68,130.29
Initial: ₹10000.0 (Lumpsum)
Annualized Return (CAGR)
14.91%
MF_120722 Return
Benchmark CAGR
11.62%
Nifty 50
Inflation Adj. CAGR
9.59%
Real Annualized Return
Alpha
0.04
Excess Return vs Benchmark
Beta
0.92
Volatility vs Benchmark
Sharpe Ratio
0.60
Risk-Adjusted Return
Sortino Ratio
0.98
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 59% 20% 19%
60 days 63% 14% 13%
90 days 65% 12% 10%
180 days 68% 9% 8%
1Yr 75% 7% 5%
3Yr 71% 6% 3%
5Yr 64% 5% 1%
7Yr 94% 2% 1%
10Yr 100% 3% 0%
Rolling Returns Annualized % Comparison Format: Current Value | 2.5th Pct | Median Value | 97.5th Pct
Period ICICI Prudential Focused Fund - Direct Plan - Growth Nifty 50
30 days -2.5% | -60.9% | 18.6% | 195.9% 26.6% | -61.9% | 14.3% | 180.7%
60 days -31.1% | -42.3% | 18.4% | 132.9% -23.0% | -45.3% | 16.8% | 120.0%
90 days -27.2% | -36.5% | 17.6% | 109.5% -25.0% | -37.8% | 15.4% | 102.4%
1 Year -4.9% | -13.7% | 13.2% | 60.1% -10.0% | -14.9% | 12.3% | 55.8%
3 Years 16.6% | 2.3% | 16.7% | 28.1% 7.7% | 3.5% | 13.4% | 23.9%
5 Years 13.4% | 3.5% | 15.1% | 28.4% 6.4% | 4.9% | 13.7% | 21.6%
7 Years 18.7% | 9.3% | 14.9% | 20.6% 11.2% | 8.2% | 13.4% | 15.7%
10 Years 14.9% | 14.0% | 16.2% | 18.3% 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. 21, 2013 Oct. 18, 2013 270 days 15% Nifty 50: 12% 10189 8697 10280
Dec. 27, 2013 March 6, 2014 69 days 6% Nifty 50: 5% 10821 10221 10899
Nov. 28, 2014 Jan. 17, 2015 50 days 7% Nifty 50: 6% 15674 14645 15694
Jan. 29, 2015 Feb. 28, 2015 30 days 5% Nifty 50: 5% 16254 15368 16410
March 2, 2015 July 12, 2016 498 days 22% Nifty 50: 21% 16410 12743 16508
Sept. 8, 2016 Feb. 21, 2017 166 days 10% Nifty 50: 12% 17616 15805 17622
Jan. 24, 2018 July 27, 2018 184 days 8% Nifty 50: 9% 20717 19134 20730
Sept. 7, 2018 Aug. 21, 2020 714 days 34% Nifty 50: 33% 22091 14547 22124
Aug. 28, 2020 Nov. 11, 2020 75 days 8% Nifty 50: 7% 22371 20547 22671
Jan. 13, 2021 Feb. 3, 2021 21 days 7% Nifty 50: 6% 27642 25622 27687
March 3, 2021 May 8, 2021 66 days 7% Nifty 50: 6% 29107 27147 29257
Nov. 10, 2021 Aug. 17, 2022 280 days 15% Nifty 50: 14% 36951 31296 36971
Sept. 13, 2022 Oct. 29, 2022 46 days 6% Nifty 50: 7% 37446 35107 37739
Dec. 1, 2022 May 26, 2023 176 days 8% Nifty 50: 10% 39147 35870 39283
Sept. 15, 2023 Nov. 17, 2023 63 days 6% Nifty 50: 7% 45094 42476 45238
Sept. 27, 2024 June 26, 2025 272 days 17% Nifty 50: 15% 68788 57257 69140
Jan. 7, 2026 Oct. 30, 2026 296 days 16% Nifty 50: 14% 74534 62378 68130