ISEC STP Portfolio

Debt

ICICI Securities Limited

1 Month

+0.54%

6 Months

+3.45%

1 Year

+6.52%

3 Years

+6.98%

5 Years

+6.33%

Since Inception

+6.16%

AUM

₹1 Cr

Risk & Performance (vs NIFTY 500)

Volatility

0.20%

Sharpe Ratio

-

Sortino Ratio

-

Max Drawdown

-

Beta

0.01

Alpha

-0.08%

Information Ratio

-0.57

Tracking Error

14.60%

Calmar Ratio

-

Up Capture

16.6%

Down Capture

-17.5%

Win Rate

100.0%

Best Month

+0.68%

Worst Month

+0.45%