Watch
Often below a prior high
Roughly 79% of the track sat under a previous peak. New highs were the exception, not the week-to-week norm.
AlphaGrep Multi-Factor Quant Portfolio Performance
EQUITYBSE 500
Filed monthly returns, with return next to max drawdown. Watch, compare up to four, or open the tearsheet.
Alphagrep Investment Management Private Limited
Age: 30 months
Trailing return from filed months
- 1Y
- -5.98%
- 3Y
- Needs 36 months
- 5Y
- Needs 60 months
- CAGR
- 2.55%
- Max DD
- -19.03%
- Calmar
- 0.13
- 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
14.04%
Annualised Return
2.55%
Hit Rate
60.00%
Maximum Drawdown
-19.03%
Annualised Volatility
15.69%
Sharpe Ratio
0.42
Sortino Ratio
0.14
Consistency Score
62.1%
PPerformance(30)RRisk(13)CConsistency(9)
- Best Year Return P
- 13.41%
- Worst Year Return P
- -4.29%
- Median Annual Return P
- 5.06%
- Average Monthly Return P
- 0.55%
- Geometric Mean Return P
- 0.45%
- Average Drawdown P
- -5.68%
- Median Drawdown P
- -6.05%
- Max Drawdown Duration P
- 23 mo
- Average Drawdown Duration P
- 24 mo
- Return / Max Drawdown P
- 0.13
- Return / Avg Drawdown P
- 0.98
- Ulcer Index P
- 7.58%
- Positive Rolling Periods % P
- 44.83%
- Return Stability Score P
- 22.08
- Return Persistence P
- 0.00
- Worst Rolling 12M Return P
- -6.42%
- Best Rolling 12M Return P
- 19.09%
- Maximum Monthly Loss P
- -11.32%
- Worst 3-Month Period P
- -13.13%
- Worst 6-Month Period P
- -17.66%
- Return Smoothness Index P
- 15.35
- Pain Adjusted Return P
- 0.98%
- Worst Case Investor Entry P
- -6.42%
- Capital Preservation Score P
- 80.97%
- Aggressiveness Score P
- 4.53%
- Recovery Efficiency P
- 0.07
- Downside Volatility R
- 12.74%
- Upside Volatility R
- 7.73%
- Time in Drawdown % R
- 79.31%
- VaR 95% R
- -6.89%
- VaR 99% R
- -9.98%
- CVaR 95% R
- -9.42%
- CVaR 99% R
- -11.32%
- Semi Variance R
- 0.0014
- Volatility of Drawdowns R
- 4.79%
- CAGR per Unit Drawdown R
- 0.29
- Equity Curve Convexity R
- 0.00
- Return During Worst Market Year R
- -4.29%
- Return Skewness C
- -0.79
- Return Kurtosis C
- 0.64
- Coefficient of Variation C
- 8.16
- Calmar Ratio C
- 0.13
- Sterling Ratio C
- 0.29
- Burke Ratio C
- 0.13
Filings
Month-end SEBI filings. Missing months stay blank.
AlphaGrep Multi-Factor Quant Portfolio performance FAQ
Live figures from the scorecard above. Full definitions on the metrics explainer.
- How has AlphaGrep Multi-Factor Quant Portfolio performed?
- AlphaGrep Multi-Factor Quant Portfolio (Alphagrep Investment Management Private Limited) shows CAGR 2.55% and max drawdown -19.03% 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 AlphaGrep Multi-Factor Quant Portfolio CAGR / max drawdown?
- CAGR is 2.55%; max drawdown is -19.03%. We only publish CAGR when there are enough months (≥12 on this track of 30 months). Learn more
- Where do AlphaGrep Multi-Factor Quant Portfolio 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 AlphaGrep Multi-Factor Quant Portfolio?
- 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