Know Your PMS · Monthly tearsheet
Invesco India DAWN 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: BenchmarkBM: BSE500TRIBM: BSE 500 TRI
CAGR
12.34%
Total return
93.40%
Max drawdown
-22.07%
Sharpe
0.88
Sortino
0.86
Calmar
0.56
Win months
61.76%
Best / worst month
10.3% / -11.1%
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 | -1.88% | -1.06% | -11.14% | 7.18% | -0.81% | 2.47% | 0.89% | 1.21% | -6.14% | – | – | – | -9.93% |
2025 | -6.24% | -8.57% | 6.03% | 3.22% | 2.20% | 4.04% | -2.92% | -1.92% | 0.66% | 2.97% | 1.45% | -0.92% | -1.04% |
2024 | 4.04% | -0.03% | 3.19% | 5.42% | 1.50% | 5.28% | 3.94% | 0.10% | 2.56% | -6.91% | 0.59% | -2.51% | 17.78% |
2023 | -2.78% | -1.04% | -0.38% | 2.88% | 4.84% | 5.36% | 3.08% | -2.34% | 2.59% | -2.33% | 7.58% | 8.29% | 27.99% |
2022 | 0.85% | -4.32% | 3.24% | -1.42% | -3.73% | -4.66% | 10.31% | 3.71% | -1.75% | 4.78% | 4.36% | -2.69% | 7.80% |
2021 | – | 7.53% | -0.08% | 1.12% | 6.15% | 2.53% | 3.41% | 5.83% | 0.41% | 4.06% | -3.91% | 2.77% | 33.53% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Mar_2026 | Ongoing | 22.07% | 24 mo · open |
| Nov_2021 | Jun_2022 | Aug_2022 | 10.99% | 9 mo |
| Dec_2022 | Mar_2023 | May_2023 | 6.73% | 5 mo |
| Aug_2023 | Aug_2023 | Sep_2023 | 2.34% | 1 mo |
| Oct_2023 | Oct_2023 | Nov_2023 | 2.33% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
4 mo
Ann. volatility
14.35%
Downside deviation
14.39%