Know Your PMS · Monthly tearsheet
ICICI Prudential ACE 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 May_20224 months filed
CAGR
Needs 12 months
Total return
-7.28%
Max drawdown
-7.28%
Sharpe
Needs 12 months
Sortino
Needs 12 months
Calmar
Needs 12 months
Win months
25.00%
Best / worst month
1.1% / -4.9%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | – | -4.87% | 1.12% | -1.01% | -2.63% | – | – | – | – | – | – | – | -7.28% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | May_2022 | Ongoing | 7.28% | 4 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
1 mo
Longest loss streak
2 mo
Ann. volatility
7.60%
Downside deviation
11.25%