Know Your PMS · Monthly tearsheet
ITHOUGHT 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_202662 months filedBM: BSE 500 TRIBM: BSE500TRIBM: Benchmark
CAGR
16.65%
Total return
121.59%
Max drawdown
-16.06%
Sharpe
1.15
Sortino
1.26
Calmar
1.04
Win months
62.90%
Best / worst month
10.9% / -10.2%
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2026 | -4.68% | 1.62% | -10.20% | 10.90% | -1.22% | 3.46% | 1.58% | -0.78% | -4.51% | – | – | – | -5.12% |
2025 | -2.99% | -7.06% | 5.35% | 3.66% | 6.59% | 1.90% | -0.20% | -1.44% | 0.46% | 2.74% | 0.65% | 0.74% | 10.09% |
2024 | 0.70% | 1.85% | -5.01% | 6.22% | 0.89% | 5.95% | 4.63% | 0.63% | 3.41% | -4.63% | -0.12% | -2.26% | 12.13% |
2023 | -1.34% | -2.69% | -0.70% | 5.31% | 3.17% | 5.83% | 8.15% | 2.26% | 2.56% | 1.98% | 9.78% | 4.04% | 44.82% |
2022 | 4.23% | -5.36% | 4.79% | 4.91% | -2.25% | -2.52% | 6.73% | 8.03% | -0.71% | 3.49% | 5.01% | -1.01% | 27.26% |
2021 | – | – | – | – | – | – | – | 0.00% | 2.78% | 2.19% | -2.96% | 0.72% | 2.66% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Oct_2024 | Feb_2025 | Oct_2025 | 16.06% | 12 mo |
| Jan_2026 | Mar_2026 | Jul_2026 | 13.02% | 6 mo |
| Dec_2022 | Mar_2023 | May_2023 | 5.63% | 5 mo |
| Feb_2022 | Feb_2022 | Apr_2022 | 5.36% | 2 mo |
| Aug_2026 | Sep_2026 | Ongoing | 5.25% | 2 mo · open |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
11 mo
Longest loss streak
5 mo
Ann. volatility
14.19%
Downside deviation
13.23%