Know Your PMS · Monthly tearsheet
ICICI Prudential PMS Multi-Manager 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 Dec_202326 months filed
CAGR
16.10%
Total return
38.18%
Max drawdown
-5.56%
Sharpe
1.43
Sortino
2.14
Calmar
2.89
Win months
61.54%
Best / worst month
7.6% / -3.7%
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 | -1.44% | -1.35% | 0.18% | 3.17% | 3.69% | 4.47% | 4.09% | -0.66% | 2.54% | -2.08% | 5.83% | 6.45% | 27.32% |
2022 | 1.85% | -3.71% | 2.74% | 0.44% | -2.03% | -2.99% | 7.61% | 3.22% | -1.53% | 3.88% | 2.68% | -1.92% | 10.06% |
2021 | – | – | – | – | – | – | – | – | – | – | -2.39% | 1.02% | -1.39% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Feb_2022 | Jun_2022 | Jul_2022 | 5.56% | 5 mo |
| Dec_2022 | Feb_2023 | May_2023 | 4.64% | 5 mo |
| Nov_2021 | Nov_2021 | Jan_2022 | 2.39% | 2 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.08% | 1 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 1.53% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
3 mo
Ann. volatility
10.71%
Downside deviation
7.53%