Blending data analysis and fundamental insight — ICICI Prudential PMS Quanti-FI Strategy invests in equity and equity-related securities identified through a quantitative model, aiming to generate optimal returns over the long term.
| Year of Inception | 02-02-2024 |
| Benchmark | BSE 500 TRI |
| Investment Horizon | 4 years & above |
| Market Cap Allocation | Sector & market cap agnostic |
| Number of Stocks | ~45 (indicative) |
| Since Inception Returns | 5.64% |
ICICI Prudential Portfolio Management Services enjoys a rich parentage of two large organizations — ICICI Bank Ltd, India's largest private sector bank and one of the most trusted brands in financial services, and Prudential Plc UK, an international financial services company with significant operations across Asia, the US, and the UK. ICICI Prudential PMS offers multiple portfolio options catering to varied investor needs.
ICICI Prudential PMS Quanti-FI Strategy invests in equity and equity-related securities identified through a quantitative model, with an aim to generate optimal returns over the long term.
The Strategy aims to invest in companies by screening and selecting stocks through a quant model built on technical, fundamental, and other factors. The model is designed to surface insights that may enable the Portfolio Manager to take a more informed investment decision, rather than relying on a single lens alone.
Factors related to a security's price behaviour — relative strength, liquidity, volatility, and historic performance.
Drawn from a company's financial statements — price-to-book, price-to-earnings, sales growth, EBIT, return on equity, debt-equity ratio, free cash flow / operating cash flow, and dividend yield.
Domestic and global signals such as current account deficit, exchange rate movement, and G-Sec yields.
The quant-based approach aims to identify companies with low volatility, high quality, and reasonable valuations, along with sequential earnings growth and price performance.
In search of companies with meaningful earnings growth and a sustainable competitive advantage. Aims to identify prominent businesses, with competent management, at reasonable valuations.
Business · Management · Valuation
ROE: Return on Equity · ROIC: Return on Invested Capital · ROA: Return on Assets · LPA: Long Period Average · PAT: Profit After Tax. The quant and BMV frameworks above are developed in-house by the Portfolio Manager and are indicative in nature; the Strategy may or may not follow them at all times.
The Strategy aims to scan the investible universe through a factor model every month and build a sector- and market-cap-agnostic portfolio.
The Strategy aims to construct a portfolio of ~35–45 stocks based on quant ranking.
Portfolio rebalancing may happen on a periodic basis, as the Portfolio Manager makes necessary changes.
The Portfolio Manager reserves the right to rebalance at any time based on changes in business dynamics, valuation, or market conditions.
| Trailing Returns (%) | 1M | 3M | 6M | 1Y | 2Y | 3Y | 5Y | 10Y | Since Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICICI Prudential QuantiFI Strategy | 2.82% | 2.76% | 0.97% | 4.88% | -1.97% | - | - | - | 5.64% |
| S&P BSE 500 TRI | 2.19% | 3.78% | 1.99% | 2.98% | 0.42% | - | - | - | 7.85% |
| Strategy | Category | Fund Manager | Date of Inception | Age | Corpus (Cr, approx) | Benchmark | Returns SI (CAGR) | Stocks | Sectors |
|---|---|---|---|---|---|---|---|---|---|
| ICICI Prudential AMC Ltd QuantiFI Strategy | Multi Cap & Flexi Cap | - | 01 February 2024 | 2Y 7M | 37.21 | S&P BSE 500 TRI | 5.64% | - | NA |
| Index | Category Alpha (1Y) | Relative Alpha (1Y) | % +ve Months | Alpha (1Y) | Beta (1Y) | Std. Dev (1Y) | Sharpe (1Y) | Alpha (SI) | Information Ratio (SI) | Consistency Ratio % |
|---|---|---|---|---|---|---|---|---|---|---|
| BSE 500 | 3.81% | -0.36% | 3.45% | 0.95 | -0.12% | -0.04 | 39.29 % |
Wish to make informed investments for long term wealth creation? Speak with our PMS AIF Specialists.
Book a Call with our SpecialistsReturns as of 31st July 2026. Returns up to 1 year are absolute; returns above 1 year are CAGR. QRC Report Card data is updated quarterly.
Ms. Geetika Gupta ceased to be a Portfolio Manager for this Investment Approach w.e.f. July 3, 2026. Mr. Prem Khurana, Mr. Sandip Santdasani, and Mr. Ankur Pandey were appointed as Portfolio Managers for the Investment Approach w.e.f. July 3, 2026, June 15, 2026, and June 17, 2026 respectively.
The investment strategy, approach and structure of the strategy herein involve risk, and there can be no assurance that specific objectives will be met under differing market conditions or cycles. The investment approach and portfolio composition stated herein are indicative in nature and are subject to change within the provisions of the disclosure document and client agreement, without prior notice to investors. Please refer to the disclosure document and client agreement for details and risk factors, available at https://iciciprualternates.com.
Performance data provided is not verified by SEBI. Past performance may or may not be sustained in the future and is not a guarantee of future results. Performance of an individual client's portfolio may vary significantly from the aggregate/oldest-client data shown, owing to timing of inflows and outflows and differences in portfolio composition arising from client-specific restrictions. The stock(s)/sector(s) mentioned do not constitute any recommendation, and the strategy may or may not hold future positions in them. Investors are advised to consult their legal, tax, and financial advisors before investing.
