Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Defined Tenure Series 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_202668 months filedBM: BenchmarkBM: BSE 500 TRI
CAGR
18.01%
Total return
155.58%
Max drawdown
-19.65%
Sharpe
1.17
Sortino
1.24
Calmar
0.92
Win months
64.71%
Best / worst month
12.2% / -12.0%
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 | -1.69% | 3.57% | -11.96% | 9.60% | -0.40% | 2.66% | 3.34% | 0.66% | -6.12% | – | – | – | -1.90% |
2025 | -4.20% | -8.53% | 8.04% | 2.82% | 5.94% | 2.71% | -2.00% | -0.63% | 1.44% | 4.51% | 1.01% | -0.27% | 10.16% |
2024 | 2.80% | 2.51% | 2.29% | 5.78% | 3.30% | 5.74% | 2.97% | 0.33% | 1.34% | -5.19% | -1.58% | -1.73% | 19.57% |
2023 | -2.36% | -3.56% | 1.01% | 4.02% | 4.06% | 5.15% | 3.86% | -2.43% | 4.08% | -3.12% | 8.43% | 7.12% | 28.48% |
2022 | 2.81% | -4.73% | 4.71% | -2.13% | -3.11% | -5.12% | 12.16% | 3.31% | -1.25% | 5.97% | 2.83% | -1.11% | 13.78% |
2021 | – | 9.39% | -0.49% | 1.38% | 6.55% | 1.80% | 5.84% | 4.35% | 3.43% | 1.65% | -3.82% | 1.21% | 35.30% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Oct_2025 | 19.65% | 12 mo |
| Mar_2026 | Mar_2026 | Jul_2026 | 11.96% | 4 mo |
| Feb_2022 | Jun_2022 | Jul_2022 | 10.25% | 5 mo |
| Dec_2022 | Feb_2023 | May_2023 | 6.88% | 5 mo |
| Sep_2026 | Sep_2026 | Ongoing | 6.12% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
5 mo
Ann. volatility
15.12%
Downside deviation
14.58%