Know Your PMS · Monthly tearsheet
Active Index Portfolio
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_202668 months filedBM: NIFTY50TRIBM: Benchmark
CAGR
10.02%
Total return
71.83%
Max drawdown
-23.94%
Sharpe
0.70
Sortino
0.64
Calmar
0.42
Win months
60.29%
Best / worst month
9.8% / -11.3%
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 | -3.24% | 0.98% | -11.27% | 6.57% | -0.39% | -0.32% | 3.48% | 0.67% | -5.97% | – | – | – | -10.14% |
2025 | -6.03% | -8.56% | 7.29% | 2.15% | 1.44% | 4.93% | -3.02% | -0.45% | -0.52% | 4.35% | 1.02% | 0.20% | 1.69% |
2024 | 3.22% | 4.54% | 2.70% | 0.96% | 0.16% | 5.57% | 6.44% | 2.03% | 4.04% | -9.52% | -1.36% | -0.82% | 18.32% |
2023 | -1.30% | -1.21% | 1.29% | 4.72% | 3.63% | 5.05% | 4.22% | -2.77% | 3.34% | -1.45% | 9.50% | 8.46% | 38.00% |
2022 | -7.79% | -3.45% | 2.56% | -1.08% | -4.58% | -5.55% | 9.83% | 3.99% | -0.46% | 3.02% | 1.89% | -4.61% | -7.34% |
2021 | – | -0.26% | 4.52% | 1.15% | 6.34% | 1.95% | 1.90% | 6.77% | 0.82% | -2.82% | -1.91% | 3.98% | 24.29% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Ongoing | 23.94% | 24 mo · open |
| Oct_2021 | Jun_2022 | Jun_2023 | 19.32% | 20 mo |
| Aug_2023 | Aug_2023 | Sep_2023 | 2.77% | 1 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 1.45% | 1 mo |
| Feb_2021 | Feb_2021 | Mar_2021 | 0.26% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
5 mo
Ann. volatility
15.22%
Downside deviation
15.74%