Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Multi-Manager Strategy Equity
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 Dec_202326 months filed
CAGR
15.37%
Total return
36.30%
Max drawdown
-8.94%
Sharpe
1.26
Sortino
1.81
Calmar
1.72
Win months
57.69%
Best / worst month
8.2% / -4.7%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -1.38% | -1.23% | 0.61% | 2.98% | 3.99% | 4.65% | 4.41% | -0.10% | 2.24% | -2.44% | 6.53% | 6.15% | 29.21% |
2022 | 0.03% | -4.69% | 3.74% | -0.91% | -2.69% | -4.01% | 8.19% | 2.60% | -1.32% | 4.24% | 3.28% | -1.77% | 6.04% |
2021 | – | – | – | – | – | – | – | – | – | – | -2.39% | 1.91% | -0.53% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Nov_2021 | Jun_2022 | Aug_2022 | 8.94% | 9 mo |
| Dec_2022 | Feb_2023 | May_2023 | 4.32% | 5 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.44% | 1 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 1.32% | 1 mo |
| Aug_2023 | Aug_2023 | Sep_2023 | 0.10% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
11.71%
Downside deviation
8.49%