Sterling Portfolio- Conservative Portfolio

Debt

ICICI Securities Limited

1 Month

-1.46%

6 Months

+3.03%

1 Year

+3.70%

3 Years

+8.55%

5 Years

-

Since Inception

+8.97%

AUM

₹12 Cr

Risk & Performance (vs NIFTY 500)

Volatility

3.90%

Sharpe Ratio

0.61

Sortino Ratio

0.54

Max Drawdown

-3.37%

Beta

0.24

Alpha

+1.03%

Information Ratio

-0.34

Tracking Error

11.56%

Calmar Ratio

2.78

Up Capture

38.5%

Down Capture

9.4%

Win Rate

83.3%

Best Month

+2.51%

Worst Month

-3.37%