FindPMS IndiaICICI Prudential PMS Defined Tenure Series Strategy
Equity
1 Month
-6.12%
6 Months
+9.43%
1 Year
+3.28%
3 Years
+13.28%
5 Years
+13.33%
Since Inception
+14.37%
AUM
₹17 Cr
Risk & Performance (vs NIFTY 500)
Volatility
15.51%
Sharpe Ratio
0.66
Sortino Ratio
0.58
Max Drawdown
-19.65%
Beta
1.00
Alpha
+4.62%
Information Ratio
1.00
Tracking Error
4.14%
Calmar Ratio
0.88
Up Capture
115.8%
Down Capture
100.8%
Win Rate
66.7%
Best Month
+9.60%
Worst Month
-11.96%