Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Quantitative 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 Jun_20245 months filed
CAGR
Needs 12 months
Total return
14.27%
Max drawdown
-0.26%
Sharpe
Needs 12 months
Sortino
Needs 12 months
Calmar
Needs 12 months
Win months
60.00%
Best / worst month
8.7% / -0.3%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | – | 0.00% | -0.26% | 5.04% | 0.39% | 8.65% | – | – | – | – | – | – | 14.27% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Mar_2024 | Mar_2024 | Apr_2024 | 0.26% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
1 mo
Ann. volatility
12.22%
Downside deviation
0.90%