Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Banking and Financial Services 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_202630 months filedBM: BSE 500 TRIBM: Benchmark
CAGR
5.80%
Total return
15.13%
Max drawdown
-13.02%
Sharpe
0.43
Sortino
0.33
Calmar
0.45
Win months
56.67%
Best / worst month
10.5% / -13.0%
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 | 0.87% | 1.45% | -13.02% | 10.51% | 0.30% | 3.55% | -0.24% | 0.36% | -8.79% | – | – | – | -6.71% |
2025 | -3.86% | -5.09% | 5.82% | 5.27% | 5.23% | 4.09% | -3.27% | -3.38% | 2.61% | 5.66% | 2.88% | -1.15% | 14.73% |
2024 | – | – | – | 0.00% | -0.35% | 6.88% | 2.55% | 0.67% | 0.83% | -0.66% | -0.30% | -2.04% | 7.56% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Mar_2026 | Mar_2026 | Ongoing | 13.02% | 7 mo · open |
| Oct_2024 | Feb_2025 | May_2025 | 11.47% | 7 mo |
| Jul_2025 | Aug_2025 | Oct_2025 | 6.54% | 3 mo |
| Dec_2025 | Dec_2025 | Feb_2026 | 1.15% | 2 mo |
| May_2024 | May_2024 | Jun_2024 | 0.35% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
5 mo
Ann. volatility
16.00%
Downside deviation
17.77%