ICICI Prudential PMS ACE Strategy

Equity

ICICI Prudential Asset Management Company Ltd

1 Month

-6.05%

6 Months

+12.62%

1 Year

+0.94%

3 Years

+17.53%

5 Years

+12.47%

Since Inception

+14.00%

AUM

₹1.4K Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.32%

Sharpe Ratio

0.87

Sortino Ratio

0.80

Max Drawdown

-16.81%

Beta

0.97

Alpha

+7.88%

Information Ratio

1.42

Tracking Error

4.76%

Calmar Ratio

1.21

Up Capture

119.7%

Down Capture

89.7%

Win Rate

71.4%

Best Month

+10.13%

Worst Month

-11.25%