Sterling Portfolio- Risk Averse Portfolio

Debt

ICICI Securities Limited

1 Month

+0.28%

6 Months

+2.89%

1 Year

+6.36%

3 Years

+7.21%

5 Years

-

Since Inception

+7.22%

AUM

₹17 Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.49%

Sharpe Ratio

0.32

Sortino Ratio

0.33

Max Drawdown

-0.51%

Beta

0.04

Alpha

+0.15%

Information Ratio

-0.55

Tracking Error

14.21%

Calmar Ratio

14.65

Up Capture

21.6%

Down Capture

-10.0%

Win Rate

95.1%

Best Month

+1.58%

Worst Month

-0.51%