Know Your PMS · Monthly tearsheet
EMKAYS ALPHA
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_202659 months filedBM: BSE 500 TRIBM: BSE500TRIBM: Benchmark
CAGR
11.12%
Total return
67.96%
Max drawdown
-19.51%
Sharpe
0.77
Sortino
0.78
Calmar
0.57
Win months
57.63%
Best / worst month
14.0% / -11.6%
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 | -4.01% | -0.09% | -11.61% | 14.04% | -0.18% | 6.65% | 4.28% | 2.72% | -2.93% | – | – | – | 7.01% |
2025 | -7.77% | -8.75% | 6.02% | 3.23% | 4.94% | 3.43% | 1.88% | -1.80% | 0.23% | 3.21% | 0.21% | -1.14% | 2.50% |
2024 | 1.54% | 1.60% | -0.05% | 5.11% | -1.63% | 7.10% | 5.22% | 1.94% | 3.67% | -4.34% | 0.63% | -0.65% | 21.43% |
2023 | -2.07% | -2.47% | -1.34% | – | 5.28% | 4.59% | – | – | – | -2.68% | 6.65% | 4.76% | 12.82% |
2022 | -0.94% | -4.36% | 4.07% | -0.43% | -5.65% | -4.43% | 8.11% | 2.74% | 0.68% | 3.48% | 0.49% | -2.43% | 0.44% |
2021 | – | – | – | – | – | – | 3.65% | 5.19% | 3.00% | -0.71% | -2.27% | 2.12% | 11.28% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Jun_2026 | 19.51% | 20 mo |
| Oct_2021 | Jun_2022 | Oct_2022 | 12.28% | 12 mo |
| Dec_2022 | Mar_2023 | Jun_2023 | 8.06% | 5 mo |
| Sep_2026 | Sep_2026 | Ongoing | 2.93% | 1 mo · open |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.68% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
5 mo
Longest loss streak
4 mo
Ann. volatility
15.17%
Downside deviation
14.29%