Watch
Often below a prior high
Roughly 60% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
Agreya Portfolio Return Optimiser Performance
EQUITYNifty Multi-Asset
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Agreya Capital Advisors LLP
Age: 30 months
Trailing return from filed months
- 1Y
- 6.74%
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- 6.79%
- Max DD
- -18.17%
- Calmar
- 0.37
- Track
- 30 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.
Read of the numbers
Reported metrics only · not advice
Total Return
17.85%
Annualised Return
6.79%
Hit Rate
63.33%
Maximum Drawdown
-18.17%
Annualised Volatility
14.84%
Sharpe Ratio
0.52
Sortino Ratio
0.43
Consistency Score
63.3%
PPerformance(31)RRisk(13)CConsistency(9)
- Best Year Return P
- 22.63%
- Worst Year Return P
- -2.69%
- Median Annual Return P
- -1.24%
- Average Monthly Return P
- 0.64%
- Geometric Mean Return P
- 0.55%
- Average Drawdown P
- -5.14%
- Median Drawdown P
- -4.21%
- Max Drawdown Duration P
- 10 mo
- Average Drawdown Duration P
- 5 mo
- Time to Recovery P
- 10 mo
- Return / Max Drawdown P
- 0.37
- Return / Avg Drawdown P
- 1.32
- Ulcer Index P
- 7.55%
- Positive Rolling Periods % P
- 56.67%
- Return Stability Score P
- 23.35
- Return Persistence P
- 0.08
- Worst Rolling 12M Return P
- -10.25%
- Best Rolling 12M Return P
- 35.14%
- Maximum Monthly Loss P
- -9.85%
- Worst 3-Month Period P
- -11.28%
- Worst 6-Month Period P
- -17.01%
- Return Smoothness Index P
- 16.92
- Pain Adjusted Return P
- 1.32%
- Worst Case Investor Entry P
- -10.25%
- Capital Preservation Score P
- 81.83%
- Aggressiveness Score P
- 4.28%
- Recovery Efficiency P
- 0.37
- Downside Volatility R
- 9.83%
- Upside Volatility R
- 9.03%
- Time in Drawdown % R
- 60.00%
- VaR 95% R
- -6.41%
- VaR 99% R
- -9.33%
- CVaR 95% R
- -8.19%
- CVaR 99% R
- -9.85%
- Semi Variance R
- 0.0008
- Volatility of Drawdowns R
- 5.63%
- CAGR per Unit Drawdown R
- 0.37
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -2.69%
- Return Skewness C
- -0.37
- Return Kurtosis C
- 0.02
- Coefficient of Variation C
- 6.71
- Calmar Ratio C
- 0.37
- Sterling Ratio C
- 0.37
- Burke Ratio C
- 0.28
Filings
Month-end SEBI filings. Missing months stay blank.
Agreya Portfolio Return Optimiser performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has Agreya Portfolio Return Optimiser performed?
- Agreya Portfolio Return Optimiser (Agreya Capital Advisors LLP) shows CAGR 6.79% and max drawdown -18.17% 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 Agreya Portfolio Return Optimiser CAGR / max drawdown?
- CAGR is 6.79%; max drawdown is -18.17%. We only publish CAGR when there are enough months (≥12 on this track of 30 months). Learn more
- Where do Agreya Portfolio Return Optimiser 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 Agreya Portfolio Return Optimiser?
- 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