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Calendar year luck is real
Best year hit +37.0%. Worst calendar year was -4.8%. A +42% gap means the year you enter can dominate how the track feels.
I - Sec Multifactor Portfolio Performance
EQUITYNifty 50
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Icici Securities Limited
Age: 44 months
Trailing return from filed months
- 1Y
- -5.37%
- 3Y
- Not reported
- 5Y
- Needs 60 months
- CAGR
- 10.48%
- Max DD
- -22.17%
- Calmar
- 0.47
- Track
- 44 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
12.96%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Watch
Often below a prior high
Roughly 63% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
Total Return
53.00%
Annualised Return
10.48%
Hit Rate
61.36%
Maximum Drawdown
-22.17%
Annualised Volatility
14.55%
Sharpe Ratio
0.89
Sortino Ratio
0.64
Consistency Score
62.8%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 36.97%
- Worst Year Return P
- -4.76%
- Median Annual Return P
- 8.43%
- Average Monthly Return P
- 1.08%
- Geometric Mean Return P
- 0.99%
- Average Drawdown P
- -7.11%
- Median Drawdown P
- -8.47%
- Max Drawdown Duration P
- 23 mo
- Average Drawdown Duration P
- 7 mo
- Return / Max Drawdown P
- 0.47
- Return / Avg Drawdown P
- 1.77
- Ulcer Index P
- 10.19%
- Positive Rolling Periods % P
- 53.49%
- Return Stability Score P
- 23.81
- Return Persistence P
- 0.11
- Worst Rolling 12M Return P
- -13.57%
- Best Rolling 12M Return P
- 53.50%
- Maximum Monthly Loss P
- -11.99%
- Worst 3-Month Period P
- -14.47%
- Worst 6-Month Period P
- -20.79%
- Return Smoothness Index P
- 17.62
- Pain Adjusted Return P
- 1.77%
- Worst Case Investor Entry P
- -13.57%
- Capital Preservation Score P
- 77.83%
- Aggressiveness Score P
- 4.20%
- Recovery Efficiency P
- 0.24
- Downside Volatility R
- 12.21%
- Upside Volatility R
- 7.90%
- Time in Drawdown % R
- 62.79%
- VaR 95% R
- -5.83%
- VaR 99% R
- -8.69%
- CVaR 95% R
- -9.37%
- CVaR 99% R
- -11.99%
- Semi Variance R
- 0.0012
- Volatility of Drawdowns R
- 7.01%
- CAGR per Unit Drawdown R
- 0.57
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -4.76%
- Return Skewness C
- -0.88
- Return Kurtosis C
- 1.64
- Coefficient of Variation C
- 3.88
- Calmar Ratio C
- 0.47
- Sterling Ratio C
- 0.57
- Burke Ratio C
- 0.47
Filings
Month-end SEBI filings. Missing months stay blank.
I-Sec Multifactor Portfolio performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has I-Sec Multifactor Portfolio performed?
- I-Sec Multifactor Portfolio (Icici Securities Limited) shows CAGR 10.48% and max drawdown -22.17% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is I-Sec Multifactor Portfolio CAGR / max drawdown?
- CAGR is 10.48%; max drawdown is -22.17%. We only publish CAGR when there are enough months (≥12 on this track of 44 months). Learn more
- Where do I-Sec Multifactor Portfolio returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite I-Sec Multifactor Portfolio?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more