FindPMS IndiaICICI Prudential PMS Quanti-FI Strategy
Equity
1 Month
-7.04%
6 Months
+5.68%
1 Year
-1.55%
3 Years
-
5 Years
-
Since Inception
+2.98%
AUM
₹30 Cr
Risk & Performance (vs NIFTY 500)
Volatility
16.07%
Sharpe Ratio
-0.24
Sortino Ratio
-0.22
Max Drawdown
-19.29%
Beta
1.00
Alpha
-0.55%
Information Ratio
-0.14
Tracking Error
3.28%
Calmar Ratio
0.16
Up Capture
97.5%
Down Capture
99.5%
Win Rate
61.3%
Best Month
+9.06%
Worst Month
-11.89%