Know Your PMS · Monthly tearsheet
GL Alpha Fund
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 Jan_202415 months filed
CAGR
60.87%
Total return
81.17%
Max drawdown
-2.20%
Sharpe
3.95
Sortino
11.24
Calmar
27.67
Win months
80.00%
Best / worst month
9.8% / -2.2%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 6.11% | – | – | – | – | – | – | – | – | – | – | – | 6.11% |
2023 | – | – | 0.69% | – | 6.41% | 7.18% | 5.29% | 6.35% | 5.42% | -1.26% | – | 7.25% | 43.56% |
2022 | – | – | – | 2.30% | – | – | 9.75% | 5.83% | -2.20% | – | 3.33% | -0.95% | 18.93% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2022 | Sep_2022 | Nov_2022 | 2.20% | 1 mo |
| Oct_2023 | Oct_2023 | Dec_2023 | 1.26% | 1 mo |
| Dec_2022 | Dec_2022 | May_2023 | 0.95% | 2 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
6 mo
Longest loss streak
1 mo
Ann. volatility
12.04%
Downside deviation
5.41%