PGIM INDIA CORE EQUITY PORTFOLIO

Equity

PGIM India Asset Management Private Limited

1 Month

+3.80%

6 Months

+7.35%

1 Year

+9.59%

3 Years

+7.90%

5 Years

+12.07%

Since Inception

+14.25%

AUM

₹109 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.27%

Sharpe Ratio

0.46

Sortino Ratio

0.45

Max Drawdown

-18.15%

Beta

0.85

Alpha

-0.23%

Information Ratio

-0.18

Tracking Error

7.28%

Calmar Ratio

0.75

Up Capture

85.6%

Down Capture

78.8%

Win Rate

58.5%

Best Month

+9.00%

Worst Month

-9.61%