Watch
A lot of bounce, little payoff
Vol ran at +15.7% annualised while Sharpe stayed at 0.08. You sat through noise that barely showed up in the result.
ICICI Prudential PMS Quanti-FI Strategy Performance
EQUITYBSE 500
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
ICICI PRUDENTIAL ASSET MANAGEMENT COMPANY Limited.
Age: 27 months
Trailing return from filed months
- 1Y
- -1.54%
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- -2.33%
- Max DD
- -19.29%
- Calmar
- -0.12
- Track
- 27 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Read of the numbers
Reported metrics only · not advice
Watch
Often below a prior high
Roughly 88% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
Total Return
0.13%
Annualised Return
-2.33%
Hit Rate
59.26%
Maximum Drawdown
-19.29%
Annualised Volatility
15.75%
Sharpe Ratio
0.08
Sortino Ratio
-0.12
Consistency Score
60.0%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 3.60%
- Worst Year Return P
- -3.34%
- Median Annual Return P
- -0.01%
- Average Monthly Return P
- 0.11%
- Geometric Mean Return P
- 0.01%
- Average Drawdown P
- -8.45%
- Median Drawdown P
- -8.68%
- Max Drawdown Duration P
- 22 mo
- Average Drawdown Duration P
- 24 mo
- Return / Max Drawdown P
- -0.12
- Return / Avg Drawdown P
- 0.01
- Ulcer Index P
- 8.87%
- Positive Rolling Periods % P
- 40.00%
- Return Stability Score P
- 22.00
- Return Persistence P
- -0.28
- Worst Rolling 12M Return P
- -11.18%
- Best Rolling 12M Return P
- 7.70%
- Maximum Monthly Loss P
- -11.89%
- Worst 3-Month Period P
- -13.07%
- Worst 6-Month Period P
- -18.60%
- Return Smoothness Index P
- 13.61
- Pain Adjusted Return P
- 0.01%
- Worst Case Investor Entry P
- -11.18%
- Capital Preservation Score P
- 80.71%
- Aggressiveness Score P
- 4.55%
- Recovery Efficiency P
- -0.06
- Downside Volatility R
- 13.20%
- Upside Volatility R
- 8.82%
- Time in Drawdown % R
- 88.00%
- VaR 95% R
- -7.37%
- VaR 99% R
- -10.47%
- CVaR 95% R
- -9.96%
- CVaR 99% R
- -11.89%
- Semi Variance R
- 0.0015
- Volatility of Drawdowns R
- 4.69%
- CAGR per Unit Drawdown R
- 0.00
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -3.34%
- Return Skewness C
- -0.68
- Return Kurtosis C
- 1.31
- Coefficient of Variation C
- 42.73
- Calmar Ratio C
- -0.12
- Sterling Ratio C
- 0.00
- Burke Ratio C
- -0.12
Filings
Month-end SEBI filings. Missing months stay blank.
ICICI Prudential PMS Quanti-FI Strategy performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has ICICI Prudential PMS Quanti-FI Strategy performed?
- ICICI Prudential PMS Quanti-FI Strategy (ICICI PRUDENTIAL ASSET MANAGEMENT COMPANY Limited.) shows CAGR -2.33% and max drawdown -19.29% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is ICICI Prudential PMS Quanti-FI Strategy CAGR / max drawdown?
- CAGR is -2.33%; max drawdown is -19.29%. We only publish CAGR when there are enough months (≥12 on this track of 27 months). Learn more
- Where do ICICI Prudential PMS Quanti-FI Strategy returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite ICICI Prudential PMS Quanti-FI Strategy?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more