ICICI Prudential PMS Banking and Financial Services Strategy

Equity

ICICI Prudential Asset Management Company Ltd

1 Month

+0.36%

6 Months

-0.06%

1 Year

+12.78%

3 Years

-

5 Years

-

Since Inception

+11.53%

AUM

₹17 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.61%

Sharpe Ratio

0.22

Sortino Ratio

0.22

Max Drawdown

-13.02%

Beta

0.90

Alpha

+5.43%

Information Ratio

0.82

Tracking Error

6.43%

Calmar Ratio

0.81

Up Capture

107.9%

Down Capture

79.5%

Win Rate

60.7%

Best Month

+10.51%

Worst Month

-13.02%