Know Your PMS · Monthly tearsheet
ICICI Prudential PMS PIPE Strategy - Series II
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 Oct_202212 months filed
CAGR
9.76%
Total return
9.76%
Max drawdown
-14.15%
Sharpe
0.53
Sortino
0.58
Calmar
0.69
Win months
50.00%
Best / worst month
12.9% / -7.2%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2022 | 5.65% | -2.63% | 4.00% | -0.94% | -7.24% | -6.57% | 12.86% | 7.79% | -2.47% | 5.41% | – | – | 14.87% |
2021 | – | – | – | – | – | – | – | – | – | – | -5.52% | 1.13% | -4.45% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Apr_2022 | Jun_2022 | Aug_2022 | 14.15% | 4 mo |
| Nov_2021 | Nov_2021 | Jan_2022 | 5.52% | 2 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 2.63% | 1 mo |
| Sep_2022 | Sep_2022 | Oct_2022 | 2.47% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
2 mo
Longest loss streak
3 mo
Ann. volatility
20.82%
Downside deviation
16.73%