Know Your PMS · Monthly tearsheet
ICICI Prudential PMS PIPE 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: BSE 500 TRIBM: Benchmark
CAGR
25.23%
Total return
257.89%
Max drawdown
-20.07%
Sharpe
1.34
Sortino
1.53
Calmar
1.26
Win months
67.65%
Best / worst month
13.3% / -12.5%
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 | -4.57% | 2.46% | -8.74% | 12.97% | 0.09% | 3.55% | 0.07% | 3.18% | -5.55% | – | – | – | 1.89% |
2025 | -6.70% | -12.52% | 6.60% | 2.34% | 8.00% | 3.03% | -2.77% | 0.17% | 2.14% | 3.63% | -1.66% | 0.51% | 0.96% |
2024 | 5.01% | -0.97% | -3.07% | 9.07% | 2.96% | 6.87% | 3.36% | 0.60% | 2.89% | -2.97% | -0.48% | 1.41% | 26.74% |
2023 | -0.69% | -2.28% | 2.23% | 4.40% | 5.74% | 9.55% | 7.67% | 5.42% | 1.67% | -1.65% | 7.76% | 5.50% | 54.81% |
2022 | 4.10% | -3.58% | 8.06% | 2.45% | -6.92% | -4.17% | 10.79% | 5.55% | -0.38% | 1.18% | 2.87% | 0.11% | 20.31% |
2021 | – | 12.53% | -0.55% | 2.18% | 10.18% | 7.05% | 13.30% | -6.36% | 4.90% | 2.58% | -2.99% | -1.33% | 47.39% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Oct_2025 | 20.07% | 12 mo |
| Nov_2025 | Mar_2026 | Jun_2026 | 11.80% | 7 mo |
| May_2022 | Jun_2022 | Aug_2022 | 10.80% | 3 mo |
| Aug_2021 | Aug_2021 | Oct_2021 | 6.36% | 2 mo |
| Sep_2026 | Sep_2026 | Ongoing | 5.55% | 1 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
2 mo
Ann. volatility
18.01%
Downside deviation
16.48%