ICICI Prudential PMS Banking and Financial Services Strategy

Equity

ICICI Prudential Asset Management Company Ltd

1 Month

-8.79%

6 Months

+4.81%

1 Year

+0.24%

3 Years

-

5 Years

-

Since Inception

+7.04%

AUM

₹15 Cr

Risk & Performance (vs NIFTY 500)

Volatility

16.55%

Sharpe Ratio

-0.06

Sortino Ratio

-0.06

Max Drawdown

-13.02%

Beta

0.94

Alpha

+3.62%

Information Ratio

0.58

Tracking Error

6.67%

Calmar Ratio

0.46

Up Capture

107.9%

Down Capture

88.6%

Win Rate

58.6%

Best Month

+10.51%

Worst Month

-13.02%