FindPMS IndiaICICI Prudential PMS Value Strategy
Equity
1 Month
-0.01%
6 Months
-2.43%
1 Year
+10.43%
3 Years
+18.00%
5 Years
+19.32%
Since Inception
+12.91%
AUM
₹1.2K Cr
Risk & Performance (vs NIFTY 500)
Volatility
16.14%
Sharpe Ratio
1.07
Sortino Ratio
1.20
Max Drawdown
-19.27%
Beta
1.01
Alpha
+9.25%
Information Ratio
1.27
Tracking Error
6.40%
Calmar Ratio
1.26
Up Capture
122.2%
Down Capture
84.1%
Win Rate
70.7%
Best Month
+10.49%
Worst Month
-11.14%