Know Your PMS · Monthly tearsheet
Agreya Value Momentum Strategy
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 Aug_202618 months filedBM: BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
13.50%
Total return
20.92%
Max drawdown
-16.89%
Sharpe
0.80
Sortino
1.02
Calmar
0.80
Win months
55.56%
Best / worst month
13.4% / -7.7%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -5.02% | 0.71% | -7.69% | 13.42% | 9.88% | 3.97% | -0.95% | 0.27% | – | – | – | – | 13.63% |
2025 | – | – | 0.00% | 0.96% | 6.73% | 4.93% | -2.74% | -3.01% | 0.72% | 0.06% | -0.11% | -0.89% | 6.42% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Jul_2025 | Mar_2026 | May_2026 | 16.89% | 10 mo |
| Jul_2026 | Jul_2026 | Ongoing | 0.95% | 2 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
3 mo
Ann. volatility
17.18%
Downside deviation
13.26%