Know Your PMS · Monthly tearsheet
East Green Quant 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 Sep_202629 months filedBM: BSE 500 TRIBM: BenchmarkBM: BSE500TRI
CAGR
19.85%
Total return
54.88%
Max drawdown
-24.07%
Sharpe
0.94
Sortino
1.15
Calmar
0.82
Win months
55.17%
Best / worst month
16.9% / -10.4%
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 | -2.36% | 3.29% | -8.07% | 16.90% | 6.42% | 8.49% | -4.23% | 14.73% | 5.32% | – | – | – | 44.81% |
2025 | -7.02% | -1.93% | 0.20% | -10.37% | 9.25% | 3.79% | -1.05% | -1.16% | 1.58% | 1.38% | -0.68% | 8.33% | 0.63% |
2024 | – | – | – | – | 0.00% | 4.03% | 7.16% | 2.84% | -0.85% | -6.21% | -2.36% | 2.11% | 6.29% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Apr_2025 | Apr_2026 | 24.07% | 19 mo |
| Jul_2026 | Jul_2026 | Aug_2026 | 4.23% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
3 mo
Longest loss streak
3 mo
Ann. volatility
21.54%
Downside deviation
17.23%