Strength
Paid well for the ride
Sharpe of 1.99 means return more than paid for the volatility on this sample. Sortino sits at 1.31.
Sterling Portfolio- Conservative Portfolio Performance
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
ICICI SECURITIES LIMITED
Age: 31 months
Trailing return from filed months
- 1Y
- 3.69%
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- 7.28%
- Max DD
- -3.37%
- Calmar
- 2.16
- Track
- 31 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.
Read of the numbers
Reported metrics only · not advice
Strength
Shallow peak-to-trough
Worst drop was -3.4%. Typical drawdowns ran nearer -0.3%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+80.6% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 83%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
21.69%
Annualised Return
7.28%
Hit Rate
80.65%
Maximum Drawdown
-3.37%
Annualised Volatility
3.99%
Sharpe Ratio
1.99
Sortino Ratio
1.31
Consistency Score
83.3%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 9.83%
- Worst Year Return P
- 1.85%
- Median Annual Return P
- 8.79%
- Average Monthly Return P
- 0.66%
- Geometric Mean Return P
- 0.66%
- Average Drawdown P
- -0.34%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 5 mo
- Average Drawdown Duration P
- 3 mo
- Time to Recovery P
- 4 mo
- Return / Max Drawdown P
- 2.16
- Return / Avg Drawdown P
- 24.22
- Ulcer Index P
- 0.79%
- Positive Rolling Periods % P
- 63.33%
- Return Stability Score P
- 86.72
- Return Persistence P
- -0.03
- Worst Rolling 12M Return P
- 4.57%
- Best Rolling 12M Return P
- 11.47%
- Maximum Monthly Loss P
- -3.37%
- Worst 3-Month Period P
- -2.58%
- Worst 6-Month Period P
- -0.25%
- Return Smoothness Index P
- 59.52
- Pain Adjusted Return P
- 24.22%
- Worst Case Investor Entry P
- 4.57%
- Capital Preservation Score P
- 96.63%
- Aggressiveness Score P
- 1.15%
- Recovery Efficiency P
- 2.16
- Downside Volatility R
- 4.44%
- Upside Volatility R
- 2.44%
- Time in Drawdown % R
- 33.33%
- VaR 95% R
- -1.23%
- VaR 99% R
- -2.02%
- CVaR 95% R
- -3.37%
- CVaR 99% R
- -3.37%
- Semi Variance R
- 0.0002
- Volatility of Drawdowns R
- 0.69%
- CAGR per Unit Drawdown R
- 2.42
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 1.85%
- Return Skewness C
- -1.39
- Return Kurtosis C
- 4.09
- Coefficient of Variation C
- 1.74
- Calmar Ratio C
- 2.16
- Sterling Ratio C
- 2.42
- Burke Ratio C
- 1.83
Filings
Month-end SEBI filings. Missing months stay blank.
Sterling Portfolio- Conservative Portfolio performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sterling Portfolio- Conservative Portfolio performed?
- Sterling Portfolio- Conservative Portfolio (ICICI SECURITIES LIMITED) shows CAGR 7.28% and max drawdown -3.37% 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 Sterling Portfolio- Conservative Portfolio CAGR / max drawdown?
- CAGR is 7.28%; max drawdown is -3.37%. We only publish CAGR when there are enough months (≥12 on this track of 31 months). Learn more
- Where do Sterling Portfolio- Conservative 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 Sterling Portfolio- Conservative 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