PGIM INDIA CORE EQUITY PORTFOLIO

Equity

PGIM India Asset Management Private Limited

1 Month

-4.58%

6 Months

+12.79%

1 Year

+6.47%

3 Years

+6.41%

5 Years

+10.70%

Since Inception

+13.75%

AUM

₹103 Cr

Risk & Performance (vs NIFTY 500)

Volatility

14.43%

Sharpe Ratio

0.33

Sortino Ratio

0.32

Max Drawdown

-18.15%

Beta

0.85

Alpha

-0.08%

Information Ratio

-0.13

Tracking Error

7.23%

Calmar Ratio

0.64

Up Capture

85.6%

Down Capture

78.7%

Win Rate

57.1%

Best Month

+9.00%

Worst Month

-9.61%