ACE Equity Portfolio

Equity

ICICI Securities Limited

1 Month

-5.64%

6 Months

+9.97%

1 Year

-1.71%

3 Years

+11.55%

5 Years

+10.21%

Since Inception

+12.98%

AUM

₹216 Cr

Risk & Performance (vs NIFTY 500)

Volatility

17.20%

Sharpe Ratio

0.52

Sortino Ratio

0.52

Max Drawdown

-21.02%

Beta

1.03

Alpha

+3.14%

Information Ratio

0.43

Tracking Error

7.53%

Calmar Ratio

0.76

Up Capture

114.2%

Down Capture

104.1%

Win Rate

61.9%

Best Month

+11.77%

Worst Month

-11.85%