Strength
Paid well for the ride
Sharpe of 4.85 means return more than paid for the volatility on this sample. Sortino sits at 4.92.
Sterling Portfolio- Risk Averse Portfolio Performance
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Icici Securities Limited
Age: 46 months
Trailing return from filed months
- 1Y
- 6.35%
- 3Y
- 7.21%
- 5Y
- Needs 60 months
- CAGR
- 7.07%
- Max DD
- -0.51%
- Calmar
- 13.86
- Track
- 46 months
As of…Tearsheet
Research sheet
Monthly tearsheet
Growth of ₹100, underwater drawdown, rolling 12-month returns, and worst episodes from month-end SEBI filings only.
Rolling CAGR (3Y)
7.41%
Survivorship note
Universe includes currently available strategies. Discontinued or merged strategies are disclosed in our changelog.
Read of the numbers
Reported metrics only · not advice
Strength
Shallow peak-to-trough
Worst drop was -0.5%. Typical drawdowns ran nearer -0.0%. Milder than most equity PMS paths on file.
Strength
Green months were normal
+93.5% of months finished up. Losses exist, but they were not the default month.
Strength
Steady month pattern
Consistency lands near 95%. Month-to-month results did not whip around as much as a typical equity book.
Total Return
27.93%
Annualised Return
7.07%
Hit Rate
93.48%
Maximum Drawdown
-0.51%
Annualised Volatility
1.49%
Sharpe Ratio
4.85
Sortino Ratio
4.92
Consistency Score
95.1%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 8.58%
- Worst Year Return P
- 3.96%
- Median Annual Return P
- 6.46%
- Average Monthly Return P
- 0.60%
- Geometric Mean Return P
- 0.60%
- Average Drawdown P
- -0.02%
- Median Drawdown P
- 0.00%
- Max Drawdown Duration P
- 1 mo
- Average Drawdown Duration P
- 1 mo
- Time to Recovery P
- 1 mo
- Return / Max Drawdown P
- 13.86
- Return / Avg Drawdown P
- 383.08
- Ulcer Index P
- 0.09%
- Positive Rolling Periods % P
- 73.17%
- Return Stability Score P
- 232.08
- Return Persistence P
- 0.03
- Worst Rolling 12M Return P
- 3.92%
- Best Rolling 12M Return P
- 10.25%
- Maximum Monthly Loss P
- -0.51%
- Worst 3-Month Period P
- -0.24%
- Worst 6-Month Period P
- 1.72%
- Return Smoothness Index P
- 169.09
- Pain Adjusted Return P
- 383.08%
- Worst Case Investor Entry P
- 3.92%
- Capital Preservation Score P
- 99.49%
- Aggressiveness Score P
- 0.43%
- Recovery Efficiency P
- 13.86
- Downside Volatility R
- 0.54%
- Upside Volatility R
- 1.29%
- Time in Drawdown % R
- 4.88%
- VaR 95% R
- -0.11%
- VaR 99% R
- -0.40%
- CVaR 95% R
- -0.40%
- CVaR 99% R
- -0.51%
- Semi Variance R
- 0.0000
- Volatility of Drawdowns R
- 0.09%
- CAGR per Unit Drawdown R
- 13.86
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- 3.96%
- Return Skewness C
- -0.02
- Return Kurtosis C
- 0.62
- Coefficient of Variation C
- 0.71
- Calmar Ratio C
- 13.86
- Sterling Ratio C
- 17.67
- Burke Ratio C
- 12.05
Filings
Month-end SEBI filings. Missing months stay blank.
Sterling Portfolio- Risk Averse Portfolio performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Sterling Portfolio- Risk Averse Portfolio performed?
- Sterling Portfolio- Risk Averse Portfolio (Icici Securities Limited) shows CAGR 7.07% and max drawdown -0.51% on Know Your PMS from SEBI month-end TWRR filings. A short window says how many months it still needs. A gap on a longer track stays Not reported. Learn more
- What is Sterling Portfolio- Risk Averse Portfolio CAGR / max drawdown?
- CAGR is 7.07%; max drawdown is -0.51%. We only publish CAGR when there are enough months (≥12 on this track of 46 months). Learn more
- Where do Sterling Portfolio- Risk Averse Portfolio returns come from?
- Returns are derived from SEBI-disclosed monthly 1M TWRR filings. Know Your PMS never invents zeros for unfiled months. Learn more
- Why might a window say Not reported?
- Trailing 1Y, 3Y, and 5Y need that many consecutive months. A short track says Needs 12 months, Needs 36 months, or Needs 60 months. A longer track with a missing month stays Not reported. Learn more
- How do I re-underwrite Sterling Portfolio- Risk Averse Portfolio?
- Read as-of and track length first. CAGR says Needs 12 months below 12 filed months. Watch for new filings, add 2–4 peers on Compare for the same as-of, then export or open the tearsheet. Not advice. Learn more
- Is this a recommendation to invest?
- No. Know Your PMS is research-only: no commissions, no execution, no advice. Use compare to shortlist 2–4 on the same as-of for your own diligence. Learn more