Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Quanti-FI 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_202627 months filedBM: BSE 500 TRIBM: Benchmark
CAGR
-2.33%
Total return
-5.16%
Max drawdown
-19.29%
Sharpe
-0.07
Sortino
-0.12
Calmar
-0.12
Win months
59.26%
Best / worst month
9.1% / -11.9%
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 | -2.38% | 2.25% | -11.89% | 9.06% | -0.64% | 0.59% | 2.82% | 1.44% | -7.04% | – | – | – | -7.05% |
2025 | -3.90% | -8.02% | 7.08% | 1.89% | 1.89% | 3.71% | -2.66% | -1.21% | 1.69% | 4.04% | 1.62% | 0.19% | 5.56% |
2024 | – | – | – | – | – | – | 4.67% | 0.28% | 0.86% | -6.97% | -0.20% | -1.66% | -3.34% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 19.30% | 24 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
5 mo
Ann. volatility
15.62%
Downside deviation
19.16%