Sterling Portfolio- Aggressive Portfolio

Equity

ICICI Securities Limited

1 Month

+1.13%

6 Months

-0.96%

1 Year

+6.22%

3 Years

+14.71%

5 Years

-

Since Inception

+15.36%

AUM

₹346 Cr

Risk & Performance (vs NIFTY 500)

Volatility

12.94%

Sharpe Ratio

0.89

Sortino Ratio

0.78

Max Drawdown

-13.89%

Beta

0.86

Alpha

+4.72%

Information Ratio

0.83

Tracking Error

3.47%

Calmar Ratio

1.34

Up Capture

96.7%

Down Capture

69.6%

Win Rate

75.6%

Best Month

+8.77%

Worst Month

-11.73%