ACE Equity Portfolio

Equity

ICICI Securities Limited

1 Month

-0.41%

6 Months

+2.73%

1 Year

+4.98%

3 Years

+15.11%

5 Years

+11.87%

Since Inception

+14.33%

AUM

₹235 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.98%

Sharpe Ratio

0.67

Sortino Ratio

0.67

Max Drawdown

-21.02%

Beta

1.03

Alpha

+3.13%

Information Ratio

0.43

Tracking Error

7.62%

Calmar Ratio

0.87

Up Capture

114.2%

Down Capture

105.2%

Win Rate

63.4%

Best Month

+11.77%

Worst Month

-11.85%