Know Your PMS · Monthly tearsheet
ICICI Prudential PMS ETF 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
10.16%
Total return
73.02%
Max drawdown
-15.79%
Sharpe
0.83
Sortino
0.81
Calmar
0.64
Win months
61.76%
Best / worst month
7.9% / -11.4%
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 | -3.39% | -0.96% | -11.43% | 6.84% | -2.37% | 2.18% | 2.08% | -1.03% | -5.61% | – | – | – | -13.87% |
2025 | -2.32% | -6.12% | 6.09% | 2.90% | 2.31% | 2.81% | -2.57% | -1.18% | 0.27% | 4.61% | 2.14% | -0.63% | 7.93% |
2024 | 0.63% | 1.80% | 1.46% | 2.03% | 0.46% | 6.20% | 3.96% | 0.69% | 2.29% | -5.49% | 0.33% | -1.40% | 13.26% |
2023 | -2.23% | -0.75% | 0.03% | 3.51% | 3.60% | 3.27% | 3.38% | -1.18% | 2.11% | -2.51% | 5.54% | 7.66% | 24.21% |
2022 | 0.46% | -3.35% | 3.88% | -1.20% | -2.76% | -4.14% | 7.94% | 3.41% | -2.35% | 4.49% | 3.11% | -2.62% | 6.23% |
2021 | – | 5.79% | -0.02% | -1.16% | 5.41% | 2.36% | 0.73% | 7.14% | 3.78% | 0.41% | -3.02% | 1.23% | 24.54% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2025 | Mar_2026 | Ongoing | 15.79% | 10 mo · open |
| Oct_2024 | Feb_2025 | Nov_2025 | 14.26% | 13 mo |
| Nov_2021 | Jun_2022 | Aug_2022 | 8.81% | 9 mo |
| Dec_2022 | Feb_2023 | May_2023 | 5.51% | 5 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.51% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
4 mo
Ann. volatility
12.56%
Downside deviation
12.49%