I-Sec Multifactor Portfolio

Equity

ICICI Securities Limited

1 Month

-5.81%

6 Months

+3.37%

1 Year

-5.38%

3 Years

+7.03%

5 Years

-

Since Inception

+9.97%

AUM

₹59 Cr

Risk & Performance (vs NIFTY 500)

Volatility

15.06%

Sharpe Ratio

0.33

Sortino Ratio

0.29

Max Drawdown

-22.17%

Beta

0.97

Alpha

-0.48%

Information Ratio

-0.14

Tracking Error

3.98%

Calmar Ratio

0.54

Up Capture

99.8%

Down Capture

103.7%

Win Rate

64.3%

Best Month

+9.43%

Worst Month

-11.99%