Sterling Portfolio- Risk Averse Portfolio

Debt

ICICI Securities Limited

1 Month

+0.29%

6 Months

+3.03%

1 Year

+5.86%

3 Years

+7.21%

5 Years

-

Since Inception

+7.15%

AUM

₹14 Cr

Risk & Performance (vs NIFTY 500)

Volatility

1.48%

Sharpe Ratio

0.26

Sortino Ratio

0.27

Max Drawdown

-0.51%

Beta

0.04

Alpha

+0.15%

Information Ratio

-0.41

Tracking Error

14.50%

Calmar Ratio

14.47

Up Capture

21.6%

Down Capture

-9.4%

Win Rate

95.2%

Best Month

+1.58%

Worst Month

-0.51%