Sterling Portfolio- Growth Portfolio

Equity

ICICI Securities Limited

1 Month

-5.11%

6 Months

+5.11%

1 Year

-0.84%

3 Years

+10.51%

5 Years

-

Since Inception

+11.40%

AUM

₹98 Cr

Risk & Performance (vs NIFTY 500)

Volatility

11.40%

Sharpe Ratio

0.60

Sortino Ratio

0.51

Max Drawdown

-11.66%

Beta

0.74

Alpha

+2.67%

Information Ratio

0.13

Tracking Error

4.56%

Calmar Ratio

1.19

Up Capture

82.8%

Down Capture

62.3%

Win Rate

71.4%

Best Month

+7.42%

Worst Month

-10.17%