FindPMS IndiaICICI Prudential PMS ETF Strategy
Equity
1 Month
-5.61%
6 Months
+1.63%
1 Year
-8.56%
3 Years
+5.25%
5 Years
+6.50%
Since Inception
+8.03%
AUM
₹13 Cr
Risk & Performance (vs NIFTY 500)
Volatility
13.23%
Sharpe Ratio
0.14
Sortino Ratio
0.13
Max Drawdown
-15.79%
Beta
0.86
Alpha
-2.95%
Information Ratio
-1.05
Tracking Error
3.46%
Calmar Ratio
0.56
Up Capture
84.5%
Down Capture
96.1%
Win Rate
64.3%
Best Month
+7.66%
Worst Month
-11.43%