Strength
Paid well for the ride
Sharpe of 1.41 means return more than paid for the volatility on this sample. Sortino sits at 1.03.
Sterling Portfolio- Growth 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: 46 months
Trailing return from filed months
- 1Y
- 6.01%
- 3Y
- 12.94%
- 5Y
- Needs 60 months
- CAGR
- 12.83%
- Max DD
- -11.66%
- Calmar
- 1.10
- Track
- 46 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)
15.64%
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
Strength
Shallow peak-to-trough
Worst drop was -11.7%. Typical drawdowns ran nearer -1.8%. Milder than most equity PMS paths on file.
Watch
Often below a prior high
Roughly 46% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
Strength
Green months were normal
+67.4% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 73%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
65.83%
Annualised Return
12.83%
Hit Rate
67.39%
Maximum Drawdown
-11.66%
Annualised Volatility
11.01%
Sharpe Ratio
1.41
Sortino Ratio
1.03
Consistency Score
73.2%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 27.74%
- Worst Year Return P
- -0.69%
- Median Annual Return P
- 14.43%
- Average Monthly Return P
- 1.29%
- Geometric Mean Return P
- 1.24%
- Average Drawdown P
- -1.82%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 8 mo
- Average Drawdown Duration P
- 5 mo
- Time to Recovery P
- 8 mo
- Return / Max Drawdown P
- 1.10
- Return / Avg Drawdown P
- 8.78
- Ulcer Index P
- 3.37%
- Positive Rolling Periods % P
- 70.73%
- Return Stability Score P
- 31.47
- Return Persistence P
- -0.01
- Worst Rolling 12M Return P
- -0.66%
- Best Rolling 12M Return P
- 37.06%
- Maximum Monthly Loss P
- -10.17%
- Worst 3-Month Period P
- -10.35%
- Worst 6-Month Period P
- -9.75%
- Return Smoothness Index P
- 21.92
- Pain Adjusted Return P
- 8.78%
- Worst Case Investor Entry P
- -0.66%
- Capital Preservation Score P
- 88.34%
- Aggressiveness Score P
- 3.18%
- Recovery Efficiency P
- 1.10
- Downside Volatility R
- 10.59%
- Upside Volatility R
- 6.36%
- Time in Drawdown % R
- 46.34%
- VaR 95% R
- -3.93%
- VaR 99% R
- -6.10%
- CVaR 95% R
- -7.68%
- CVaR 99% R
- -10.17%
- Semi Variance R
- 0.0009
- Volatility of Drawdowns R
- 2.86%
- CAGR per Unit Drawdown R
- 1.37
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -0.69%
- Return Skewness C
- -1.17
- Return Kurtosis C
- 3.34
- Coefficient of Variation C
- 2.46
- Calmar Ratio C
- 1.10
- Sterling Ratio C
- 1.37
- Burke Ratio C
- 0.77
Filings
Month-end SEBI filings. Missing months stay blank.
Sterling Portfolio- Growth Portfolio performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sterling Portfolio- Growth Portfolio performed?
- Sterling Portfolio- Growth Portfolio (Icici Securities Limited) shows CAGR 12.83% and max drawdown -11.66% 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- Growth Portfolio CAGR / max drawdown?
- CAGR is 12.83%; max drawdown is -11.66%. We only publish CAGR when there are enough months (≥12 on this track of 46 months). Learn more
- Where do Sterling Portfolio- Growth 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- Growth 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