Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Liquid 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 Aug_202659 months filedBM: CRISIL Composite Bond Index (Formerly known as CRISIL Composite Bond Fund Index)BM: Benchmark
CAGR
5.05%
Total return
27.42%
Max drawdown
-0.01%
Sharpe
Not reported
Sortino
145.85
Calmar
505.24
Win months
98.31%
Best / worst month
0.8% / -0.0%
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 | 0.37% | 0.30% | 0.33% | 0.36% | 0.33% | 0.36% | 0.40% | 0.34% | – | – | – | – | 2.82% |
2025 | 0.45% | 0.43% | 0.39% | 0.39% | 0.40% | 0.34% | 0.40% | 0.38% | 0.37% | 0.42% | 0.34% | 0.37% | 4.78% |
2024 | 0.21% | 0.19% | 0.74% | -0.01% | 0.28% | 0.60% | 0.85% | 0.51% | 0.51% | 0.46% | 0.44% | 0.49% | 5.40% |
2023 | 0.50% | 0.45% | 0.60% | 0.58% | 0.60% | 0.53% | 0.56% | 0.51% | 0.53% | 0.49% | 0.55% | 0.58% | 6.68% |
2022 | 0.27% | 0.25% | 0.28% | 0.28% | 0.28% | 0.37% | 0.37% | 0.46% | 0.39% | 0.49% | 0.53% | 0.54% | 4.60% |
2021 | – | – | – | – | – | – | – | – | – | 0.02% | 0.27% | 0.27% | 0.56% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2024 | Apr_2024 | May_2024 | 0.01% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
30 mo
Longest loss streak
1 mo
Ann. volatility
0.51%
Downside deviation
0.03%