Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Absolute Return 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 Jun_202432 months filed
CAGR
30.30%
Total return
102.53%
Max drawdown
-7.88%
Sharpe
1.88
Sortino
2.92
Calmar
3.85
Win months
68.75%
Best / worst month
10.3% / -5.1%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 5.55% | 4.03% | 0.12% | 6.02% | 1.54% | 6.30% | – | – | – | – | – | – | 25.80% |
2023 | -4.07% | -2.20% | 0.44% | 4.22% | 7.46% | 4.30% | 5.26% | 2.79% | 2.43% | -1.16% | 9.12% | 8.07% | 42.19% |
2022 | 5.67% | -5.06% | 7.00% | 0.46% | -3.52% | -3.03% | 10.25% | 7.11% | -0.07% | 1.75% | 0.48% | -1.81% | 19.52% |
2021 | – | – | – | – | – | – | – | – | – | – | -3.70% | -1.63% | -5.27% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Feb_2023 | May_2023 | 7.88% | 5 mo |
| May_2022 | Jun_2022 | Jul_2022 | 6.44% | 2 mo |
| Nov_2021 | Dec_2021 | Jan_2022 | 5.27% | 2 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 5.06% | 1 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 1.16% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
8 mo
Longest loss streak
3 mo
Ann. volatility
14.56%
Downside deviation
10.37%