Know Your PMS · Monthly tearsheet
ICICI Prudential PMS 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 Sep_202654 months filedBM: BenchmarkBM: BSE 500 TRI
CAGR
16.90%
Total return
101.93%
Max drawdown
-16.81%
Sharpe
1.09
Sortino
1.07
Calmar
1.01
Win months
68.52%
Best / worst month
12.4% / -11.3%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -3.43% | 1.23% | -11.25% | 10.13% | -0.54% | 4.92% | 2.77% | 1.50% | -6.05% | – | – | – | -2.28% |
2025 | -5.63% | -6.81% | 6.67% | 3.37% | 5.54% | 4.39% | -1.55% | 0.15% | 0.84% | 3.81% | 0.34% | -0.81% | 9.75% |
2024 | 3.94% | 5.01% | 3.41% | 6.61% | 2.32% | 6.05% | 4.81% | 2.56% | 1.52% | -5.04% | -0.51% | 0.13% | 34.79% |
2023 | -3.21% | -1.36% | 1.00% | 3.66% | 4.39% | 6.07% | 2.01% | -0.90% | 1.43% | -3.05% | 8.57% | 6.77% | 27.54% |
2022 | 0.76% | – | – | – | – | -5.30% | 12.38% | 4.25% | -1.98% | 2.32% | 0.01% | -4.21% | 7.41% |
2021 | – | – | – | – | – | – | – | – | – | – | – | 1.97% | 1.97% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Jun_2025 | 16.81% | 8 mo |
| Dec_2025 | Mar_2026 | Jul_2026 | 13.94% | 7 mo |
| Dec_2022 | Feb_2023 | Jun_2023 | 8.55% | 6 mo |
| Sep_2026 | Sep_2026 | Ongoing | 6.05% | 1 mo · open |
| Jun_2022 | Jun_2022 | Jul_2022 | 5.30% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
3 mo
Ann. volatility
15.30%
Downside deviation
15.81%