FindPMS IndiaICICI Prudential PMS Quanti-FI Strategy
Equity
1 Month
+1.44%
6 Months
+0.16%
1 Year
+7.69%
3 Years
-
5 Years
-
Since Inception
+6.03%
AUM
₹37 Cr
Risk & Performance (vs NIFTY 500)
Volatility
15.61%
Sharpe Ratio
-0.04
Sortino Ratio
-0.04
Max Drawdown
-19.29%
Beta
0.99
Alpha
-0.06%
Information Ratio
0.00
Tracking Error
3.26%
Calmar Ratio
0.33
Up Capture
97.5%
Down Capture
96.4%
Win Rate
63.3%
Best Month
+9.06%
Worst Month
-11.89%