PGIM INDIA EQUITY PORTFOLIO

Equity

PGIM India Asset Management Private Limited

1 Month

+3.44%

6 Months

+14.84%

1 Year

-4.03%

3 Years

+5.65%

5 Years

-

Since Inception

+11.22%

AUM

₹80 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.57%

Sharpe Ratio

0.27

Sortino Ratio

0.25

Max Drawdown

-32.26%

Beta

1.06

Alpha

-3.44%

Information Ratio

-0.20

Tracking Error

10.22%

Calmar Ratio

0.37

Up Capture

93.4%

Down Capture

101.4%

Win Rate

58.5%

Best Month

+13.16%

Worst Month

-13.05%