Know Your PMS · Monthly tearsheet
ICICI Prudential PMS India Recovery 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: BSE 500 TRIBM: Benchmark
CAGR
36.44%
Total return
481.71%
Max drawdown
-24.94%
Sharpe
1.79
Sortino
2.20
Calmar
1.46
Win months
72.06%
Best / worst month
16.8% / -11.8%
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 | -2.75% | 8.54% | -10.88% | 16.80% | 3.89% | 1.20% | -2.55% | 5.62% | -3.24% | – | – | – | 15.05% |
2025 | -8.73% | -11.81% | 9.37% | -0.11% | 12.05% | 2.22% | -0.96% | -1.84% | 3.90% | 4.00% | -1.51% | 0.97% | 5.22% |
2024 | 6.52% | 3.96% | 2.26% | 10.97% | 12.55% | 7.59% | 1.65% | -2.27% | 2.36% | -4.28% | -1.87% | -0.72% | 44.30% |
2023 | 2.35% | 1.74% | 3.16% | 3.12% | 7.53% | 8.55% | 3.84% | 2.55% | -0.97% | -3.87% | 8.49% | 7.49% | 52.85% |
2022 | 4.27% | -3.56% | 6.63% | 2.01% | 3.40% | -0.72% | 13.75% | 6.09% | 0.90% | 2.54% | 2.13% | -3.73% | 37.84% |
2021 | – | 12.08% | 3.22% | 4.05% | 7.82% | 3.43% | 1.83% | 4.73% | 1.20% | 2.08% | 2.44% | 4.33% | 58.06% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Feb_2026 | 24.94% | 16 mo |
| Mar_2026 | Mar_2026 | Apr_2026 | 10.88% | 1 mo |
| Sep_2023 | Oct_2023 | Nov_2023 | 4.80% | 2 mo |
| Dec_2022 | Dec_2022 | Feb_2023 | 3.73% | 2 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 3.56% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
12 mo
Longest loss streak
5 mo
Ann. volatility
18.42%
Downside deviation
16.59%