Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Wellness 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
11.20%
Total return
82.46%
Max drawdown
-17.16%
Sharpe
0.83
Sortino
0.92
Calmar
0.65
Win months
58.82%
Best / worst month
10.8% / -8.2%
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 | -4.72% | 2.99% | -5.93% | 5.10% | 2.97% | 3.06% | 0.86% | -0.05% | -4.65% | – | – | – | -1.04% |
2025 | -6.09% | -8.22% | 5.65% | 3.63% | 0.51% | 1.12% | 1.94% | -2.97% | -0.78% | 2.98% | 1.07% | -2.78% | -4.76% |
2024 | 4.83% | 4.69% | -0.54% | 0.76% | -0.16% | 3.27% | 10.19% | 6.43% | 0.90% | -1.70% | -1.28% | 2.73% | 33.77% |
2023 | -2.02% | -4.27% | 1.25% | 3.55% | 1.35% | 7.59% | 6.83% | 1.34% | 1.10% | -2.56% | 10.77% | 2.73% | 30.14% |
2022 | -4.44% | -4.21% | 4.47% | -0.71% | -5.13% | -3.87% | 6.77% | -1.21% | 1.59% | 2.20% | 0.06% | -3.45% | -8.39% |
2021 | – | -1.27% | -0.17% | 9.40% | 6.76% | 2.27% | 2.67% | 4.16% | -0.96% | -4.15% | -0.67% | 2.24% | 21.38% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2021 | Feb_2023 | Jul_2023 | 17.16% | 22 mo |
| Oct_2024 | Feb_2025 | Ongoing | 14.08% | 24 mo · open |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.56% | 1 mo |
| Feb_2021 | Mar_2021 | Apr_2021 | 1.44% | 2 mo |
| Mar_2024 | Mar_2024 | Apr_2024 | 0.54% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
3 mo
Ann. volatility
13.91%
Downside deviation
12.20%