Know Your PMS · Monthly tearsheet
ICICI Prudential PMS FlexiCap 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 Jul_202321 months filed
CAGR
9.13%
Total return
16.52%
Max drawdown
-13.11%
Sharpe
0.66
Sortino
0.77
Calmar
0.70
Win months
57.14%
Best / worst month
12.3% / -5.4%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -3.42% | -3.18% | 0.73% | 4.31% | 4.13% | 5.29% | 3.57% | – | – | – | – | – | 11.57% |
2022 | 0.43% | -4.14% | 3.02% | -1.21% | -4.72% | -5.38% | 12.30% | 3.97% | -1.28% | 3.74% | 1.99% | -1.44% | 6.17% |
2021 | – | – | – | – | – | – | – | – | – | – | -3.14% | 1.56% | -1.63% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2021 | Jun_2022 | Aug_2022 | 13.11% | 9 mo |
| Dec_2022 | Feb_2023 | May_2023 | 7.84% | 5 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 1.28% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
14.44%
Downside deviation
11.84%