Know Your PMS · Monthly tearsheet
Motilal Oswal Midcap Multifactor Equity Strategy
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: S and P BSE 500 TRBM: BSE500TRIBM: Benchmark
CAGR
15.97%
Total return
107.19%
Max drawdown
-27.65%
Sharpe
0.90
Sortino
0.91
Calmar
0.58
Win months
61.02%
Best / worst month
11.2% / -10.8%
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 | -0.88% | 3.62% | -10.22% | 11.20% | 3.65% | 2.49% | -0.73% | 5.22% | -6.96% | – | – | – | 5.86% |
2025 | -10.22% | -10.77% | 8.88% | 4.22% | 3.95% | 5.23% | -3.14% | -3.02% | 0.40% | 4.76% | 2.60% | 2.35% | 3.17% |
2024 | 8.12% | 6.49% | 2.64% | 7.12% | -0.84% | 5.01% | 6.18% | 2.15% | -3.50% | -6.34% | -1.82% | 1.77% | 29.11% |
2023 | -5.01% | -0.49% | 0.01% | 6.77% | 2.29% | 6.16% | 8.29% | 3.97% | 10.81% | -4.61% | 10.35% | 8.00% | 55.46% |
2022 | -3.11% | -5.48% | 0.85% | -2.16% | -5.59% | -2.79% | 8.81% | 5.79% | -1.28% | -2.05% | 1.85% | -2.06% | -7.92% |
2021 | – | – | – | – | – | – | – | – | – | – | 0.41% | 2.23% | 2.65% |
Worst drawdown episodes
Duration in months · month-end marks
| Start | Trough | End | Depth | Length |
|---|---|---|---|---|
| Sep_2024 | Feb_2025 | Jun_2026 | 27.65% | 21 mo |
| Jan_2022 | Jun_2022 | Jun_2023 | 17.07% | 17 mo |
| Sep_2026 | Sep_2026 | Ongoing | 6.96% | 1 mo · open |
| Oct_2023 | Oct_2023 | Nov_2023 | 4.61% | 1 mo |
| May_2024 | May_2024 | Jun_2024 | 0.84% | 1 mo |
Consistency (monthly)
Derived from filed monthlies
Longest win streak
7 mo
Longest loss streak
3 mo
Ann. volatility
18.35%
Downside deviation
17.55%