Sterling Portfolio- Aggressive Portfolio

Equity

ICICI Securities Limited

1 Month

-5.90%

6 Months

+5.58%

1 Year

-1.72%

3 Years

+11.87%

5 Years

-

Since Inception

+13.23%

AUM

₹323 Cr

Risk & Performance (vs NIFTY 500)

Volatility

13.38%

Sharpe Ratio

0.68

Sortino Ratio

0.58

Max Drawdown

-13.89%

Beta

0.87

Alpha

+4.17%

Information Ratio

0.82

Tracking Error

3.43%

Calmar Ratio

1.16

Up Capture

96.7%

Down Capture

73.3%

Win Rate

73.8%

Best Month

+8.77%

Worst Month

-11.73%