Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Enterprising India 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 Sep_202668 months filedBM: Nifty 50 TRIBM: Benchmark
CAGR
15.48%
Total return
126.07%
Max drawdown
-18.13%
Sharpe
0.95
Sortino
0.99
Calmar
0.85
Win months
60.29%
Best / worst month
12.8% / -11.5%
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 | -0.93% | 1.68% | -11.47% | 8.98% | 0.01% | 3.15% | 1.31% | 2.12% | -5.45% | – | – | – | -1.93% |
2025 | -4.89% | -6.85% | 7.19% | 2.10% | 5.18% | 3.14% | -2.59% | -1.50% | 0.87% | 4.34% | 1.12% | 0.13% | 7.55% |
2024 | 3.73% | 0.01% | -5.27% | 6.50% | 2.13% | 3.58% | 0.00% | 0.00% | -0.18% | -5.65% | -0.08% | -1.80% | 2.31% |
2023 | -2.28% | -6.03% | 2.14% | 7.07% | 2.03% | 7.24% | 6.09% | -1.13% | 3.45% | -4.26% | 6.98% | 8.73% | 32.78% |
2022 | 4.04% | -3.26% | 3.69% | -1.72% | -7.15% | -6.64% | 12.81% | 7.90% | -2.47% | 5.27% | 5.80% | -0.26% | 17.25% |
2021 | – | 12.09% | -0.69% | -0.42% | 8.52% | 1.97% | 5.68% | 3.44% | 1.00% | 3.23% | -5.00% | 1.31% | 34.55% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Feb_2025 | Feb_2026 | 18.13% | 17 mo |
| Apr_2022 | Jun_2022 | Aug_2022 | 14.81% | 4 mo |
| Mar_2026 | Mar_2026 | Jul_2026 | 11.47% | 4 mo |
| Dec_2022 | Feb_2023 | Apr_2023 | 8.41% | 4 mo |
| Sep_2026 | Sep_2026 | Ongoing | 5.45% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
6 mo
Ann. volatility
16.58%
Downside deviation
15.59%