Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Dynamic Debt Strategy
Month-end SEBI-filed returns only. No daily or weekly views. Stated benchmarks appear as labels; relative metrics show when present on the strategy payload.
As of Apr_202648 months filedBM: Benchmark
CAGR
12.84%
Total return
62.11%
Max drawdown
-1.02%
Sharpe
3.62
Sortino
5.34
Calmar
12.59
Win months
83.33%
Best / worst month
4.6% / -1.0%
Monthly returns
Calendar heatmap · filed months only
Strategy Monthly Returns Data table
| JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -0.04% | 3.05% | 0.00% | 0.00% | – | – | – | – | – | – | – | – | 3.01% |
2025 | 4.54% | 0.87% | 1.71% | 1.64% | 1.66% | 0.92% | 0.85% | 4.62% | 1.06% | 1.30% | 0.23% | -0.98% | 19.89% |
2024 | 0.00% | 0.82% | 1.08% | 0.34% | 1.09% | 0.99% | 1.23% | 1.10% | 1.15% | 0.21% | 0.58% | 1.27% | 10.31% |
2023 | 1.02% | 0.98% | 1.08% | 0.98% | 1.15% | 1.04% | 1.08% | 1.08% | 1.01% | 1.11% | 0.00% | 0.00% | 11.04% |
2022 | – | – | – | – | 0.00% | 1.03% | 0.96% | 1.12% | 1.08% | 1.08% | 0.72% | 0.96% | 7.16% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2025 | Jan_2026 | Feb_2026 | 1.02% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
22 mo
Longest loss streak
2 mo
Ann. volatility
3.34%
Downside deviation
2.40%