Active Index Portfolio

Equity

ICICI Securities Limited

1 Month

+0.67%

6 Months

-2.20%

1 Year

+0.40%

3 Years

+11.61%

5 Years

+9.31%

Since Inception

+11.72%

AUM

₹88 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.86%

Sharpe Ratio

0.50

Sortino Ratio

0.44

Max Drawdown

-23.94%

Beta

1.01

Alpha

-0.17%

Information Ratio

0.02

Tracking Error

5.49%

Calmar Ratio

0.62

Up Capture

105.8%

Down Capture

111.8%

Win Rate

65.9%

Best Month

+9.50%

Worst Month

-11.27%