FindPMS IndiaICICI Prudential PMS ETF Strategy
Equity
1 Month
-1.03%
6 Months
-4.64%
1 Year
-2.86%
3 Years
+8.05%
5 Years
+8.54%
Since Inception
+8.64%
AUM
₹14 Cr
Risk & Performance (vs NIFTY 500)
Volatility
12.92%
Sharpe Ratio
0.31
Sortino Ratio
0.28
Max Drawdown
-15.79%
Beta
0.86
Alpha
-2.88%
Information Ratio
-1.09
Tracking Error
3.49%
Calmar Ratio
0.70
Up Capture
84.5%
Down Capture
96.2%
Win Rate
65.9%
Best Month
+7.66%
Worst Month
-11.43%