FindPMS IndiaICICI Prudential PMS Value Strategy
Equity
1 Month
-5.07%
6 Months
+4.24%
1 Year
+3.00%
3 Years
+14.39%
5 Years
+17.57%
Since Inception
+12.55%
AUM
₹1.1K Cr
Risk & Performance (vs NIFTY 500)
Volatility
16.37%
Sharpe Ratio
0.91
Sortino Ratio
1.01
Max Drawdown
-19.27%
Beta
1.01
Alpha
+9.16%
Information Ratio
1.29
Tracking Error
6.32%
Calmar Ratio
1.13
Up Capture
122.2%
Down Capture
84.4%
Win Rate
69.0%
Best Month
+10.49%
Worst Month
-11.14%