Know Your PMS · Monthly tearsheet
ABM CORE PORTFOLIO
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 Jul_202312 months filed
CAGR
12.02%
Total return
12.02%
Max drawdown
-4.28%
Sharpe
1.42
Sortino
1.64
Calmar
2.81
Win months
58.33%
Best / worst month
3.7% / -3.2%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | – | -1.54% | -0.55% | 3.44% | 3.19% | 3.66% | 2.53% | – | – | – | – | – | 11.08% |
2022 | – | – | – | – | – | – | 0.00% | 1.72% | -3.20% | 2.62% | 2.10% | -2.25% | 0.85% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Dec_2022 | Mar_2023 | May_2023 | 4.28% | 4 mo |
| Sep_2022 | Sep_2022 | Nov_2022 | 3.20% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
4 mo
Longest loss streak
3 mo
Ann. volatility
7.91%
Downside deviation
7.34%