Back to PMS Portfolio

ICICI Prudential PMS Quanti-FI Strategy

Invests in equity and equity related securities identified based on quantitative model with an aim to generate optimal returns over a long term.

Portfolio Return (SI)
+6.03%
Since Inception Return
Inception Date
2 Feb 2024
Benchmark
BSE 500 TRI
Investment Style
Quantitative Model
No of Holdings
46 stocks
Strategy Type
Multi-Cap Equity
Track Record
0-1 year

Investment Objective & Approach

Quantitative Model

Securities are identified and invested based on factors used in the quantitative model.

Systematic Approach

Detailed analysis using models ensures informed and disciplined investment decisions.

Optimal Returns

Aim to generate optimal returns over a long-term horizon through rigorous factor models.

Diversification

Multi-cap portfolio spreading risks across large, mid, and small cap components.

Investment Value

Since Inception (Rebased to 100)

SI Return
6.03%
Benchmark
7.55%

Strategy targeting consistent long term performance via systematic factor-driven selections.

TWRR Basis

Trailing Returns (%)

3 Months4.91%
6 Months0.16%
1 Year7.69%
2 Years-1.41%

Market Cap Exposure

MixMarket Cap
Large Cap
55.36%
Mid Cap
21.66%
Small Cap
22.31%
Cash & Others
0.67%
P/E Ratio (TTM)
24.20
P/B Ratio (TTM)
3.68

Sector Exposure

Top Sector: Banks
Other37.8%
Banks16.83%
Auto Components7.46%
IT - Software7.34%
Electrical Equipment4.77%
Pharma & Biotech4.66%
Automobiles4.5%
Ferrous Metals4.45%
Capital Markets4.32%
Retailing4%
Realty3.87%

Performance History

CYTD 2026 Return
-0.02%
Strategy Return
-1.51%
Benchmark
CY 2025 Return
5.57%
Strategy Return
7.63%
Benchmark

Portfolio Attributes

Portfolio Beta
1.00
Sharpe Ratio
0.01
Standard Deviation
15.62
Sortino Ratio
0.11
Alpha
-0.59

Who Should Invest?

Long-term investors (4+ years)
Moderate to High risk appetite
Investors seeking exposure to systematic multi-factor models
Investors seeking broad market exposure with disciplined stock selection

Top 10 Holdings

1
ICICI Bank Ltd
3.70%
2
Larsen & Toubro Ltd
3.56%
3
State Bank of India
3.50%
4
Samvardhana Motherson International Ltd
3.11%
5
K P R Mill Ltd
3.09%
6
Reliance Industries Ltd
2.93%
7
Karur Vysya Bank Ltd
2.91%
8
Titan Company Ltd
2.87%
9
Tata Steel Ltd
2.82%
10
Torrent Pharmaceuticals Ltd
2.70%

Disclaimer: Past performance may or may not be sustained in the future. Returns are calculated on a TWRR basis and are not verified by SEBI. Investments are subject to market risks.