Know Your PMS · Monthly tearsheet
ICICI Prudential PMS T.I.M.E 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
21.83%
Total return
206.17%
Max drawdown
-19.24%
Sharpe
1.39
Sortino
1.54
Calmar
1.13
Win months
67.65%
Best / worst month
10.6% / -10.9%
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 | -1.20% | 0.71% | -10.87% | 9.61% | 0.02% | 0.42% | 1.40% | 0.91% | -6.21% | – | – | – | -6.30% |
2025 | -3.26% | -8.89% | 6.58% | 2.22% | 3.72% | 2.79% | -2.01% | -2.61% | 3.36% | 3.78% | 0.52% | 0.22% | 5.58% |
2024 | 6.37% | 2.45% | 1.73% | 7.47% | 2.23% | 3.28% | 4.69% | 3.65% | 0.84% | -5.80% | -0.24% | -2.50% | 26.12% |
2023 | -0.64% | -1.96% | 2.66% | 3.97% | 2.88% | 7.05% | 6.12% | -0.53% | 4.42% | -2.61% | 9.70% | 9.15% | 47.18% |
2022 | 2.79% | -3.13% | 5.06% | 1.28% | -1.57% | -5.53% | 10.62% | 4.91% | -1.11% | 5.76% | 5.22% | -2.48% | 22.70% |
2021 | – | 9.64% | 0.70% | -0.97% | 6.58% | 2.97% | 1.10% | 6.24% | 6.14% | -0.40% | -2.42% | 2.21% | 35.89% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 19.24% | 24 mo · open |
| May_2022 | Jun_2022 | Jul_2022 | 7.01% | 2 mo |
| Dec_2022 | Feb_2023 | Apr_2023 | 5.00% | 4 mo |
| Feb_2022 | Feb_2022 | Mar_2022 | 3.13% | 1 mo |
| Oct_2021 | Nov_2021 | Jan_2022 | 2.81% | 3 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
5 mo
Ann. volatility
15.05%
Downside deviation
14.15%