FindPMS IndiaICICI Prudential PMS Defined Tenure Series Strategy
Equity
1 Month
+0.66%
6 Months
+2.62%
1 Year
+11.59%
3 Years
+17.24%
5 Years
+15.52%
Since Inception
+14.81%
AUM
₹19 Cr
Risk & Performance (vs NIFTY 500)
Volatility
15.14%
Sharpe Ratio
0.85
Sortino Ratio
0.75
Max Drawdown
-19.65%
Beta
0.99
Alpha
+5.01%
Information Ratio
1.03
Tracking Error
4.18%
Calmar Ratio
1.01
Up Capture
115.8%
Down Capture
100.3%
Win Rate
68.3%
Best Month
+9.60%
Worst Month
-11.96%