Strength
Paid well for the ride
Sharpe of 1.99 means return more than paid for the volatility on this sample. Sortino at 3.44 says the ugly months were milder than the overall bounce suggests.
Sterling Portfolio- Conservative Portfolio
Strategy performance & returns
Age: 30 months · 30 mo used
- CAGR
- 8.2%
- Max DD
- -3.4%
- Calmar
- 2.42
- Track
- 30 mo
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
+83.3% 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
7.96%
Hit Rate
83.33%
Maximum Drawdown
-3.37%
Annualised Volatility
3.99%
Sharpe Ratio
1.99
Sortino Ratio
3.44
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
- 2.42
- Return / Avg Drawdown P
- 24.22
- Ulcer Index P
- 0.76%
- 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
- 2.42
- 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
- 2.42
- Sterling Ratio C
- 2.42
- Burke Ratio C
- 2.21
Disclosure & provenance
Month-end SEBI filings only; never invented zeros. Figures reconcile to SEBI TWRR for filed months (see Methodology).
SEBI is the source of authority. Know Your PMS does not invent missing months or recommend strategies. How we reconcile.
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 8.2% and max drawdown -3.4% on Know Your PMS from SEBI month-end TWRR filings. Incomplete windows stay Not reported. Learn more
- What is Sterling Portfolio- Conservative Portfolio CAGR / max drawdown?
- CAGR is 8.2%; max drawdown is -3.4%. We only publish CAGR when there are enough months (≥12 on this track of 30 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/5Y and since-inception need enough consecutive monthlies. Sparse tracks stay honest. 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 2–3 for your own diligence. Learn more