Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Value 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: BenchmarkBM: BSE 500 TRI
CAGR
22.20%
Total return
211.53%
Max drawdown
-19.27%
Sharpe
1.27
Sortino
1.36
Calmar
1.15
Win months
67.65%
Best / worst month
14.3% / -11.1%
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 | -0.26% | 4.33% | -11.14% | 10.49% | -1.46% | 0.46% | 0.40% | -0.01% | -5.07% | – | – | – | -3.62% |
2025 | -5.41% | -7.57% | 7.29% | 3.24% | 3.59% | 2.52% | -1.72% | 0.16% | 1.78% | 5.10% | -0.14% | 1.81% | 10.10% |
2024 | 5.76% | 0.57% | 2.13% | 7.49% | 2.00% | 4.14% | 3.15% | 0.35% | 2.70% | -5.64% | -0.43% | -1.72% | 21.75% |
2023 | -1.95% | -4.57% | 2.22% | 5.28% | 2.30% | 9.91% | 7.66% | 0.43% | 4.20% | -3.16% | 9.64% | 9.11% | 47.78% |
2022 | 5.79% | -4.39% | 6.51% | -0.79% | -8.39% | -7.73% | 14.33% | 7.66% | -1.43% | 4.30% | 6.72% | 2.03% | 24.48% |
2021 | – | 7.43% | 0.39% | 3.67% | 7.72% | 3.02% | 6.04% | 3.05% | 2.32% | -0.90% | -4.86% | 0.21% | 31.07% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Dec_2025 | 19.27% | 14 mo |
| Apr_2022 | Jun_2022 | Aug_2022 | 16.14% | 4 mo |
| Mar_2026 | Mar_2026 | Ongoing | 11.14% | 7 mo · open |
| Jan_2023 | Feb_2023 | Apr_2023 | 6.43% | 3 mo |
| Oct_2021 | Nov_2021 | Mar_2022 | 5.72% | 5 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
5 mo
Ann. volatility
16.95%
Downside deviation
16.31%