I-Sec Multifactor Portfolio

Equity

ICICI Securities Limited

1 Month

-0.81%

6 Months

-3.41%

1 Year

+0.94%

3 Years

+10.25%

5 Years

-

Since Inception

+12.03%

AUM

₹66 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.76%

Sharpe Ratio

0.49

Sortino Ratio

0.43

Max Drawdown

-22.17%

Beta

0.97

Alpha

-0.47%

Information Ratio

-0.15

Tracking Error

4.03%

Calmar Ratio

0.64

Up Capture

99.8%

Down Capture

104.3%

Win Rate

65.9%

Best Month

+9.43%

Worst Month

-11.99%