PGIM INDIA EQUITY PORTFOLIO

Equity

PGIM India Asset Management Private Limited

1 Month

-2.35%

6 Months

+23.71%

1 Year

-7.36%

3 Years

+3.96%

5 Years

-

Since Inception

+10.24%

AUM

₹75 Cr

Risk & Performance (vs NIFTY 500)

Volatility

18.44%

Sharpe Ratio

0.21

Sortino Ratio

0.20

Max Drawdown

-32.26%

Beta

1.02

Alpha

-1.79%

Information Ratio

-0.09

Tracking Error

10.28%

Calmar Ratio

0.34

Up Capture

93.4%

Down Capture

94.0%

Win Rate

57.1%

Best Month

+13.16%

Worst Month

-13.05%