Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Enterprising India Strategy Series II
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 Sep_202668 months filedBM: BSE 500 TRIBM: Benchmark
CAGR
19.33%
Total return
172.26%
Max drawdown
-16.77%
Sharpe
1.30
Sortino
1.26
Calmar
1.15
Win months
48.53%
Best / worst month
12.3% / -10.1%
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 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | – | – | – | 0.00% |
2025 | -10.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -10.09% |
2024 | 9.09% | 0.42% | 1.67% | 7.91% | 0.66% | 4.44% | 6.72% | -3.06% | 2.69% | -5.55% | -1.54% | 0.00% | 24.83% |
2023 | -2.86% | -1.62% | 3.05% | 3.48% | 3.82% | 4.74% | 5.41% | 1.34% | 3.74% | -3.53% | 9.38% | 6.90% | 38.52% |
2022 | 5.78% | -6.11% | 1.51% | 1.53% | -3.37% | -6.35% | 9.83% | 5.38% | -2.57% | 5.38% | 3.18% | -0.75% | 12.72% |
2021 | – | 12.26% | 1.15% | 0.90% | 10.02% | 4.70% | 8.39% | 3.44% | 5.49% | 2.92% | -3.20% | -0.10% | 55.36% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Aug_2024 | Jan_2025 | Ongoing | 16.77% | 26 mo · open |
| Feb_2022 | Jun_2022 | Aug_2022 | 12.43% | 6 mo |
| Dec_2022 | Feb_2023 | Apr_2023 | 5.15% | 4 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 3.53% | 1 mo |
| Nov_2021 | Dec_2021 | Jan_2022 | 3.30% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
9 mo
Longest loss streak
3 mo
Ann. volatility
14.34%
Downside deviation
15.33%