Active Index Portfolio

Equity

ICICI Securities Limited

1 Month

-5.97%

6 Months

+3.64%

1 Year

-5.09%

3 Years

+8.15%

5 Years

+7.59%

Since Inception

+10.66%

AUM

₹78 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.14%

Sharpe Ratio

0.34

Sortino Ratio

0.30

Max Drawdown

-23.94%

Beta

1.01

Alpha

-0.17%

Information Ratio

0.01

Tracking Error

5.43%

Calmar Ratio

0.52

Up Capture

105.8%

Down Capture

110.6%

Win Rate

64.3%

Best Month

+9.50%

Worst Month

-11.27%